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.
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
Key characteristics
VTMSX:
-0.16
^SP500TR:
0.54
VTMSX:
-0.07
^SP500TR:
0.88
VTMSX:
0.99
^SP500TR:
1.13
VTMSX:
-0.14
^SP500TR:
0.56
VTMSX:
-0.43
^SP500TR:
2.30
VTMSX:
8.80%
^SP500TR:
4.55%
VTMSX:
23.80%
^SP500TR:
19.44%
VTMSX:
-57.84%
^SP500TR:
-55.25%
VTMSX:
-20.58%
^SP500TR:
-9.86%
Returns By Period
In the year-to-date period, VTMSX achieves a -13.01% return, which is significantly lower than ^SP500TR's -5.68% return. Over the past 10 years, VTMSX has underperformed ^SP500TR with an annualized return of 6.91%, while ^SP500TR has yielded a comparatively higher 12.10% annualized return.
VTMSX
-13.01%
-6.45%
-11.59%
-2.77%
12.90%
6.91%
^SP500TR
-5.68%
-3.19%
-4.24%
10.93%
16.08%
12.10%
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Risk-Adjusted Performance
VTMSX vs. ^SP500TR — Risk-Adjusted Performance Rank
VTMSX
^SP500TR
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) and S&P 500 Total Return (^SP500TR) have volatilities of 14.61% and 14.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.