VTMSX vs. FNDA
Compare and contrast key facts about Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX) and Schwab Fundamental US Small Co. Index ETF (FNDA).
VTMSX is managed by Blackrock. It was launched on Mar 25, 1999. FNDA is a passively managed fund by Charles Schwab that tracks the performance of the Russell RAFI Small Company US. It was launched on Aug 15, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTMSX or FNDA.
Performance
VTMSX vs. FNDA - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with VTMSX having a 12.63% return and FNDA slightly higher at 12.75%. Both investments have delivered pretty close results over the past 10 years, with VTMSX having a 9.65% annualized return and FNDA not far ahead at 9.78%.
VTMSX
12.63%
1.61%
10.20%
28.44%
10.01%
9.65%
FNDA
12.75%
1.38%
9.50%
27.81%
11.55%
9.78%
Key characteristics
| VTMSX | FNDA | |
|---|---|---|
| Sharpe Ratio | 1.32 | 1.40 |
| Sortino Ratio | 1.99 | 2.05 |
| Omega Ratio | 1.23 | 1.25 |
| Calmar Ratio | 1.45 | 2.27 |
| Martin Ratio | 7.56 | 7.76 |
| Ulcer Index | 3.50% | 3.36% |
| Daily Std Dev | 20.10% | 18.64% |
| Max Drawdown | -57.84% | -44.64% |
| Current Drawdown | -4.44% | -3.72% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VTMSX vs. FNDA - Expense Ratio Comparison
VTMSX has a 0.09% expense ratio, which is lower than FNDA's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between VTMSX and FNDA is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
VTMSX vs. FNDA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX) and Schwab Fundamental US Small Co. Index ETF (FNDA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
VTMSX vs. FNDA - Dividend Comparison
VTMSX's dividend yield for the trailing twelve months is around 1.49%, less than FNDA's 1.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTMSX Vanguard Tax-Managed Small-Cap Fund Admiral Shares | 1.49% | 1.50% | 1.51% | 1.16% | 1.09% | 1.15% | 1.26% | 1.11% | 1.01% | 1.26% | 0.99% | 0.92% |
FNDA Schwab Fundamental US Small Co. Index ETF | 1.70% | 1.95% | 1.85% | 2.24% | 1.50% | 2.20% | 2.21% | 1.61% | 1.83% | 2.08% | 1.59% | 0.58% |
Drawdowns
VTMSX vs. FNDA - Drawdown Comparison
The maximum VTMSX drawdown since its inception was -57.84%, which is greater than FNDA's maximum drawdown of -44.64%. Use the drawdown chart below to compare losses from any high point for VTMSX and FNDA. For additional features, visit the drawdowns tool.
Volatility
VTMSX vs. FNDA - Volatility Comparison
Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX) has a higher volatility of 7.76% compared to Schwab Fundamental US Small Co. Index ETF (FNDA) at 6.58%. This indicates that VTMSX's price experiences larger fluctuations and is considered to be riskier than FNDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.