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VTSAX vs. FSKAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTSAX and FSKAX is 1.00, 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.


-0.50.00.51.01.0

Performance

VTSAX vs. FSKAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) and Fidelity Total Market Index Fund (FSKAX). The values are adjusted to include any dividend payments, if applicable.

420.00%440.00%460.00%480.00%500.00%520.00%JulyAugustSeptemberOctoberNovemberDecember
499.81%
485.27%
VTSAX
FSKAX

Key characteristics

Sharpe Ratio

VTSAX:

1.90

FSKAX:

1.90

Sortino Ratio

VTSAX:

2.54

FSKAX:

2.54

Omega Ratio

VTSAX:

1.35

FSKAX:

1.35

Calmar Ratio

VTSAX:

2.87

FSKAX:

2.87

Martin Ratio

VTSAX:

12.36

FSKAX:

12.38

Ulcer Index

VTSAX:

1.99%

FSKAX:

2.00%

Daily Std Dev

VTSAX:

12.93%

FSKAX:

12.99%

Max Drawdown

VTSAX:

-55.34%

FSKAX:

-35.01%

Current Drawdown

VTSAX:

-4.05%

FSKAX:

-4.05%

Returns By Period

The year-to-date returns for both investments are quite close, with VTSAX having a 23.58% return and FSKAX slightly higher at 23.70%. Both investments have delivered pretty close results over the past 10 years, with VTSAX having a 12.46% annualized return and FSKAX not far behind at 12.34%.


VTSAX

YTD

23.58%

1M

-0.42%

6M

8.49%

1Y

23.68%

5Y*

13.88%

10Y*

12.46%

FSKAX

YTD

23.70%

1M

-0.40%

6M

8.56%

1Y

23.81%

5Y*

13.88%

10Y*

12.34%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VTSAX vs. FSKAX - Expense Ratio Comparison

VTSAX has a 0.04% expense ratio, which is higher than FSKAX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
Expense ratio chart for VTSAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for FSKAX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

VTSAX vs. FSKAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) and Fidelity Total Market Index Fund (FSKAX). 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.


Sharpe ratio
The chart of Sharpe ratio for VTSAX, currently valued at 1.90, compared to the broader market-1.000.001.002.003.004.001.901.90
The chart of Sortino ratio for VTSAX, currently valued at 2.54, compared to the broader market-2.000.002.004.006.008.0010.002.542.54
The chart of Omega ratio for VTSAX, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.003.501.351.35
The chart of Calmar ratio for VTSAX, currently valued at 2.87, compared to the broader market0.005.0010.0015.002.872.87
The chart of Martin ratio for VTSAX, currently valued at 12.36, compared to the broader market0.0020.0040.0060.0012.3612.38
VTSAX
FSKAX

The current VTSAX Sharpe Ratio is 1.90, which is comparable to the FSKAX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of VTSAX and FSKAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.90
1.90
VTSAX
FSKAX

Dividends

VTSAX vs. FSKAX - Dividend Comparison

VTSAX's dividend yield for the trailing twelve months is around 1.28%, more than FSKAX's 0.18% yield.


TTM20232022202120202019201820172016201520142013
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.28%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%1.74%
FSKAX
Fidelity Total Market Index Fund
0.18%1.41%1.62%1.15%1.45%1.80%2.06%1.66%1.82%1.96%1.63%1.54%

Drawdowns

VTSAX vs. FSKAX - Drawdown Comparison

The maximum VTSAX drawdown since its inception was -55.34%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for VTSAX and FSKAX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.05%
-4.05%
VTSAX
FSKAX

Volatility

VTSAX vs. FSKAX - Volatility Comparison

Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) and Fidelity Total Market Index Fund (FSKAX) have volatilities of 3.93% and 3.92%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.93%
3.92%
VTSAX
FSKAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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