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VTSAX vs. FXAIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTSAX vs. FXAIX - 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 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VTSAX achieves a 9.11% return, which is significantly higher than FXAIX's 8.59% return. Both investments have delivered pretty close results over the past 10 years, with VTSAX having a 14.93% annualized return and FXAIX not far ahead at 15.44%.


VTSAX

1D
1.88%
1M
-0.74%
YTD
9.11%
6M
9.18%
1Y
25.67%
3Y*
20.72%
5Y*
12.09%
10Y*
14.93%

FXAIX

1D
1.76%
1M
-1.31%
YTD
8.59%
6M
8.94%
1Y
25.18%
3Y*
21.06%
5Y*
13.34%
10Y*
15.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTSAX vs. FXAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
9.11%17.12%23.23%26.51%-19.52%25.72%20.98%30.79%-5.18%21.16%
FXAIX
Fidelity 500 Index Fund
8.59%17.84%25.01%26.29%-18.14%28.71%18.42%31.48%-4.43%21.82%

Correlation

The correlation between VTSAX and FXAIX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since May 4, 2011

0.99

The correlation between VTSAX and FXAIX has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

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Return for Risk

VTSAX vs. FXAIX — Risk / Return Rank

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

VTSAX
VTSAX Risk / Return Rank: 7272
Overall Rank
VTSAX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VTSAX Sortino Ratio Rank: 6767
Sortino Ratio Rank
VTSAX Omega Ratio Rank: 6666
Omega Ratio Rank
VTSAX Calmar Ratio Rank: 7474
Calmar Ratio Rank
VTSAX Martin Ratio Rank: 8484
Martin Ratio Rank

FXAIX
FXAIX Risk / Return Rank: 7373
Overall Rank
FXAIX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FXAIX Sortino Ratio Rank: 6868
Sortino Ratio Rank
FXAIX Omega Ratio Rank: 6969
Omega Ratio Rank
FXAIX Calmar Ratio Rank: 7373
Calmar Ratio Rank
FXAIX Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VTSAX vs. FXAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) and Fidelity 500 Index Fund (FXAIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VTSAXFXAIXDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.35

1.36

-0.01

Calmar ratioReturn relative to maximum drawdown

2.77

2.74

+0.03

Martin ratioReturn relative to average drawdown

12.46

12.46

0.00

VTSAX vs. FXAIX - Sharpe Ratio Comparison

The current VTSAX Sharpe Ratio is 1.94, which is comparable to the FXAIX Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of VTSAX and FXAIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VTSAX vs. FXAIX - Drawdown Comparison

The maximum VTSAX drawdown since its inception was -55.33%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for VTSAX and FXAIX.


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Drawdown Indicators


VTSAXFXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.33%

-33.79%

-21.54%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-8.89%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-19.36%

-18.76%

-0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

-24.50%

-0.86%

Max Drawdown (10Y)

Largest decline over 10 years

-34.97%

-33.79%

-1.18%

Current Drawdown

Current decline from peak

-2.56%

-2.79%

+0.23%

Average Drawdown

Average peak-to-trough decline

-9.00%

-3.79%

-5.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

1.95%

+0.03%

Volatility

VTSAX vs. FXAIX - Volatility Comparison

Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) and Fidelity 500 Index Fund (FXAIX) have volatilities of 4.60% and 4.44%, 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.


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Volatility by Period


VTSAXFXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

4.44%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

9.93%

9.70%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

12.71%

12.37%

+0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.43%

16.99%

+0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.44%

18.10%

+0.34%

VTSAX vs. FXAIX - Expense Ratio Comparison

VTSAX has a 0.04% expense ratio, which is higher than FXAIX'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%.


Dividends

VTSAX vs. FXAIX - Dividend Comparison

VTSAX's dividend yield for the trailing twelve months is around 1.02%, less than FXAIX's 1.06% yield.


PositionTTM20252024202320222021202020192018201720162015
FXAIX
Fidelity 500 Index Fund
1.06%1.11%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.02%1.11%1.26%1.42%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%

Frequently Asked Questions


With a correlation of 0.99, VTSAX and FXAIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VTSAX has higher volatility (4.60%) compared to FXAIX (4.44%). In terms of maximum drawdown, VTSAX dropped -55.33% vs FXAIX's -33.79%.

FXAIX currently has the higher Sharpe Ratio (1.97 vs 1.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VTSAX and FXAIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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