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VTSAX vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

VTSAX vs. USD=X - 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 USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


VTSAX

1D
0.50%
1M
3.12%
YTD
11.69%
6M
11.22%
1Y
29.33%
3Y*
22.35%
5Y*
12.79%
10Y*
15.02%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTSAX vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
11.69%17.12%23.23%26.51%-19.52%25.72%20.98%30.79%-5.18%21.16%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

VTSAX vs. USD=X — Risk / Return Rank

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

VTSAX
VTSAX Risk / Return Rank: 7171
Overall Rank
VTSAX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VTSAX Sortino Ratio Rank: 6363
Sortino Ratio Rank
VTSAX Omega Ratio Rank: 6363
Omega Ratio Rank
VTSAX Calmar Ratio Rank: 7575
Calmar Ratio Rank
VTSAX Martin Ratio Rank: 8383
Martin Ratio Rank

USD=X
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. USD=X - 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 USD Cash (USD=X). 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.


VTSAXUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.42

Calmar ratioReturn relative to maximum drawdown

3.24

Martin ratioReturn relative to average drawdown

14.93

VTSAX vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VTSAXUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

Drawdowns

VTSAX vs. USD=X - Drawdown Comparison

The maximum VTSAX drawdown since its inception was -55.33%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for VTSAX and USD=X.


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Drawdown Indicators


VTSAXUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-55.33%

0.00%

-55.33%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

0.00%

-8.92%

Max Drawdown (3Y)

Largest decline over 3 years

-19.36%

0.00%

-19.36%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

0.00%

-25.36%

Max Drawdown (10Y)

Largest decline over 10 years

-34.97%

0.00%

-34.97%

Current Drawdown

Current decline from peak

-0.25%

0.00%

-0.25%

Average Drawdown

Average peak-to-trough decline

-9.00%

0.00%

-9.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

0.00%

+1.93%

Volatility

VTSAX vs. USD=X - Volatility Comparison

Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a higher volatility of 3.00% compared to USD Cash (USD=X) at 0.00%. This indicates that VTSAX's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTSAXUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.00%

0.00%

+3.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.21%

0.00%

+9.21%

Volatility (1Y)

Calculated over the trailing 1-year period

12.21%

0.00%

+12.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.36%

0.00%

+17.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.41%

0.00%

+18.41%

Frequently Asked Questions


VTSAX has higher volatility (3.00%) compared to USD=X (0.00%). In terms of maximum drawdown, VTSAX dropped -55.33% vs USD=X's 0.00%.

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