VTMSX vs. ^SP500TR
Compare and contrast key facts about Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX) and S&P 500 Total Return (^SP500TR).
VTMSX is managed by Blackrock. It was launched on Mar 25, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTMSX or ^SP500TR.
Key characteristics
| VTMSX | ^SP500TR | |
|---|---|---|
| YTD Return | 2.28% | 10.56% |
| 1Y Return | 20.64% | 28.80% |
| 3Y Return (Ann) | 1.28% | 9.64% |
| 5Y Return (Ann) | 8.90% | 14.69% |
| 10Y Return (Ann) | 9.29% | 12.92% |
| Sharpe Ratio | 1.13 | 2.52 |
| Daily Std Dev | 19.32% | 11.57% |
| Max Drawdown | -57.84% | -55.25% |
| Current Drawdown | -4.59% | 0.00% |
Correlation
The correlation between VTMSX and ^SP500TR is 0.84, 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.
Performance
VTMSX vs. ^SP500TR - Performance Comparison
In the year-to-date period, VTMSX achieves a 2.28% return, which is significantly lower than ^SP500TR's 10.56% return. Over the past 10 years, VTMSX has underperformed ^SP500TR with an annualized return of 9.29%, while ^SP500TR has yielded a comparatively higher 12.92% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
VTMSX vs. ^SP500TR - 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 S&P 500 Total Return (^SP500TR). 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.
Drawdowns
VTMSX vs. ^SP500TR - Drawdown Comparison
The maximum VTMSX drawdown since its inception was -57.84%, roughly equal to the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for VTMSX and ^SP500TR. For additional features, visit the drawdowns tool.
Volatility
VTMSX vs. ^SP500TR - Volatility Comparison
Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX) has a higher volatility of 4.13% compared to S&P 500 Total Return (^SP500TR) at 3.36%. This indicates that VTMSX's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.