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VTMSX vs. ^SP600
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between VTMSX and ^SP600 is 0.71, 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. ^SP600 - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX) and S&P 600 (^SP600). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

VTMSX:

23.84%

^SP600:

26.57%

Max Drawdown

VTMSX:

-57.84%

^SP600:

-1.41%

Current Drawdown

VTMSX:

-17.58%

^SP600:

0.00%

Returns By Period


VTMSX

YTD

-9.73%

1M

8.56%

6M

-15.53%

1Y

-2.99%

5Y*

13.36%

10Y*

7.42%

^SP600

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

VTMSX vs. ^SP600 — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VTMSX
The Risk-Adjusted Performance Rank of VTMSX is 1414
Overall Rank
The Sharpe Ratio Rank of VTMSX is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of VTMSX is 1515
Sortino Ratio Rank
The Omega Ratio Rank of VTMSX is 1515
Omega Ratio Rank
The Calmar Ratio Rank of VTMSX is 1212
Calmar Ratio Rank
The Martin Ratio Rank of VTMSX is 1414
Martin Ratio Rank

^SP600
The Risk-Adjusted Performance Rank of ^SP600 is 2121
Overall Rank
The Sharpe Ratio Rank of ^SP600 is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP600 is 2323
Sortino Ratio Rank
The Omega Ratio Rank of ^SP600 is 2323
Omega Ratio Rank
The Calmar Ratio Rank of ^SP600 is 1717
Calmar Ratio Rank
The Martin Ratio Rank of ^SP600 is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VTMSX vs. ^SP600 - 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 600 (^SP600). 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.



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Drawdowns

VTMSX vs. ^SP600 - Drawdown Comparison

The maximum VTMSX drawdown since its inception was -57.84%, which is greater than ^SP600's maximum drawdown of -1.41%. Use the drawdown chart below to compare losses from any high point for VTMSX and ^SP600. For additional features, visit the drawdowns tool.


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Volatility

VTMSX vs. ^SP600 - Volatility Comparison


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