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VTSAX vs. VDADX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTSAX vs. VDADX - 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 Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX). The values are adjusted to include any dividend payments, if applicable.

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VTSAX vs. VDADX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
-3.97%17.12%23.23%26.51%-19.52%25.72%20.98%30.79%-5.18%21.16%
VDADX
Vanguard Dividend Appreciation Index Fund Admiral Shares
-1.77%14.17%16.99%14.44%-9.80%23.59%15.47%29.68%-2.06%22.22%

Returns By Period

In the year-to-date period, VTSAX achieves a -3.97% return, which is significantly lower than VDADX's -1.77% return. Over the past 10 years, VTSAX has outperformed VDADX with an annualized return of 13.60%, while VDADX has yielded a comparatively lower 12.24% annualized return.


VTSAX

1D
2.97%
1M
-5.09%
YTD
-3.97%
6M
-1.96%
1Y
17.71%
3Y*
17.84%
5Y*
10.48%
10Y*
13.60%

VDADX

1D
2.08%
1M
-4.97%
YTD
-1.77%
6M
-0.04%
1Y
12.87%
3Y*
13.78%
5Y*
9.75%
10Y*
12.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTSAX vs. VDADX - Expense Ratio Comparison

VTSAX has a 0.04% expense ratio, which is lower than VDADX's 0.08% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VTSAX vs. VDADX — Risk / Return Rank

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

VTSAX
VTSAX Risk / Return Rank: 5959
Overall Rank
VTSAX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
VTSAX Sortino Ratio Rank: 5454
Sortino Ratio Rank
VTSAX Omega Ratio Rank: 5656
Omega Ratio Rank
VTSAX Calmar Ratio Rank: 6464
Calmar Ratio Rank
VTSAX Martin Ratio Rank: 7676
Martin Ratio Rank

VDADX
VDADX Risk / Return Rank: 4545
Overall Rank
VDADX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
VDADX Sortino Ratio Rank: 3939
Sortino Ratio Rank
VDADX Omega Ratio Rank: 3939
Omega Ratio Rank
VDADX Calmar Ratio Rank: 5151
Calmar Ratio Rank
VDADX Martin Ratio Rank: 5959
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. VDADX - 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 Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX). 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.


VTSAXVDADXDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.83

+0.15

Sortino ratio

Return per unit of downside risk

1.50

1.28

+0.22

Omega ratio

Gain probability vs. loss probability

1.23

1.18

+0.04

Calmar ratio

Return relative to maximum drawdown

1.51

1.28

+0.23

Martin ratio

Return relative to average drawdown

7.24

5.71

+1.52

VTSAX vs. VDADX - Sharpe Ratio Comparison

The current VTSAX Sharpe Ratio is 0.98, which is comparable to the VDADX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of VTSAX and VDADX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VTSAXVDADXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.83

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.68

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.76

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.72

-0.28

Correlation

The correlation between VTSAX and VDADX is 0.92, 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.


Dividends

VTSAX vs. VDADX - Dividend Comparison

VTSAX's dividend yield for the trailing twelve months is around 1.16%, less than VDADX's 1.58% yield.


TTM20252024202320222021202020192018201720162015
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.16%1.11%1.26%1.42%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%
VDADX
Vanguard Dividend Appreciation Index Fund Admiral Shares
1.58%1.60%1.71%1.86%1.94%1.53%1.61%1.69%2.07%1.88%2.14%2.34%

Drawdowns

VTSAX vs. VDADX - Drawdown Comparison

The maximum VTSAX drawdown since its inception was -55.33%, which is greater than VDADX's maximum drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for VTSAX and VDADX.


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Drawdown Indicators


VTSAXVDADXDifference

Max Drawdown

Largest peak-to-trough decline

-55.33%

-31.70%

-23.63%

Max Drawdown (1Y)

Largest decline over 1 year

-12.41%

-10.87%

-1.54%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

-20.42%

-4.94%

Max Drawdown (10Y)

Largest decline over 10 years

-34.97%

-31.70%

-3.27%

Current Drawdown

Current decline from peak

-6.22%

-6.01%

-0.21%

Average Drawdown

Average peak-to-trough decline

-9.06%

-3.44%

-5.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.43%

+0.16%

Volatility

VTSAX vs. VDADX - Volatility Comparison

Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a higher volatility of 5.49% compared to Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) at 4.12%. This indicates that VTSAX's price experiences larger fluctuations and is considered to be riskier than VDADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTSAXVDADXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

4.12%

+1.37%

Volatility (6M)

Calculated over the trailing 6-month period

9.79%

7.86%

+1.93%

Volatility (1Y)

Calculated over the trailing 1-year period

18.61%

15.33%

+3.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.37%

14.30%

+3.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

16.19%

+2.20%