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

Correlation

The correlation between VTSAX and VOO is 0.99, 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.


-0.50.00.51.0
Correlation: 1.0

Performance

VTSAX vs. VOO - 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 S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

500.00%550.00%600.00%NovemberDecember2025FebruaryMarchApril
520.35%
552.28%
VTSAX
VOO

Key characteristics

Sharpe Ratio

VTSAX:

0.52

VOO:

0.57

Sortino Ratio

VTSAX:

0.85

VOO:

0.92

Omega Ratio

VTSAX:

1.12

VOO:

1.13

Calmar Ratio

VTSAX:

0.52

VOO:

0.58

Martin Ratio

VTSAX:

2.15

VOO:

2.42

Ulcer Index

VTSAX:

4.72%

VOO:

4.51%

Daily Std Dev

VTSAX:

19.71%

VOO:

19.17%

Max Drawdown

VTSAX:

-55.34%

VOO:

-33.99%

Current Drawdown

VTSAX:

-10.95%

VOO:

-10.56%

Returns By Period

In the year-to-date period, VTSAX achieves a -6.84% return, which is significantly lower than VOO's -6.43% return. Over the past 10 years, VTSAX has underperformed VOO with an annualized return of 11.33%, while VOO has yielded a comparatively higher 12.02% annualized return.


VTSAX

YTD

-6.84%

1M

-5.10%

6M

-5.24%

1Y

8.78%

5Y*

15.44%

10Y*

11.33%

VOO

YTD

-6.43%

1M

-4.99%

6M

-5.02%

1Y

9.61%

5Y*

15.88%

10Y*

12.02%

*Annualized

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VTSAX vs. VOO - Expense Ratio Comparison

VTSAX has a 0.04% expense ratio, which is higher than VOO's 0.03% 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%.


Expense ratio chart for VTSAX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTSAX: 0.04%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

VTSAX vs. VOO — Risk-Adjusted Performance Rank

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

VTSAX
The Risk-Adjusted Performance Rank of VTSAX is 6262
Overall Rank
The Sharpe Ratio Rank of VTSAX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 6161
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6666
Overall Rank
The Sharpe Ratio Rank of VOO is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6767
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.

VTSAX vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for VTSAX, currently valued at 0.52, compared to the broader market-1.000.001.002.003.00
VTSAX: 0.52
VOO: 0.57
The chart of Sortino ratio for VTSAX, currently valued at 0.85, compared to the broader market-2.000.002.004.006.008.00
VTSAX: 0.85
VOO: 0.92
The chart of Omega ratio for VTSAX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.00
VTSAX: 1.12
VOO: 1.13
The chart of Calmar ratio for VTSAX, currently valued at 0.52, compared to the broader market0.002.004.006.008.0010.00
VTSAX: 0.52
VOO: 0.58
The chart of Martin ratio for VTSAX, currently valued at 2.15, compared to the broader market0.0010.0020.0030.0040.0050.00
VTSAX: 2.15
VOO: 2.42

The current VTSAX Sharpe Ratio is 0.52, which is comparable to the VOO Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of VTSAX and VOO, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.52
0.57
VTSAX
VOO

Dividends

VTSAX vs. VOO - Dividend Comparison

VTSAX's dividend yield for the trailing twelve months is around 1.38%, which matches VOO's 1.39% yield.


TTM20242023202220212020201920182017201620152014
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.38%1.26%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%
VOO
Vanguard S&P 500 ETF
1.39%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

VTSAX vs. VOO - Drawdown Comparison

The maximum VTSAX drawdown since its inception was -55.34%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VTSAX and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.95%
-10.56%
VTSAX
VOO

Volatility

VTSAX vs. VOO - Volatility Comparison

Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) and Vanguard S&P 500 ETF (VOO) have volatilities of 14.32% and 13.97%, 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%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.32%
13.97%
VTSAX
VOO