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

Key characteristics


VTSAXVOO
YTD Return25.71%26.59%
1Y Return38.60%38.23%
3Y Return (Ann)8.40%9.99%
5Y Return (Ann)15.26%15.91%
10Y Return (Ann)12.85%13.40%
Sharpe Ratio3.033.11
Sortino Ratio4.054.14
Omega Ratio1.561.58
Calmar Ratio4.124.54
Martin Ratio19.7920.72
Ulcer Index1.95%1.85%
Daily Std Dev12.73%12.33%
Max Drawdown-55.34%-33.99%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.01.0

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.

Performance

VTSAX vs. VOO - Performance Comparison

The year-to-date returns for both investments are quite close, with VTSAX having a 25.71% return and VOO slightly higher at 26.59%. Both investments have delivered pretty close results over the past 10 years, with VTSAX having a 12.85% annualized return and VOO not far ahead at 13.40%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
15.30%
15.27%
VTSAX
VOO

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


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%.


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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


VTSAX
Sharpe ratio
The chart of Sharpe ratio for VTSAX, currently valued at 3.03, compared to the broader market0.002.004.003.03
Sortino ratio
The chart of Sortino ratio for VTSAX, currently valued at 4.05, compared to the broader market0.005.0010.004.05
Omega ratio
The chart of Omega ratio for VTSAX, currently valued at 1.56, compared to the broader market1.002.003.004.001.56
Calmar ratio
The chart of Calmar ratio for VTSAX, currently valued at 4.12, compared to the broader market0.005.0010.0015.0020.0025.004.12
Martin ratio
The chart of Martin ratio for VTSAX, currently valued at 19.79, compared to the broader market0.0020.0040.0060.0080.00100.0019.79
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.11, compared to the broader market0.002.004.003.11
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.14, compared to the broader market0.005.0010.004.14
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.58, compared to the broader market1.002.003.004.001.58
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.54, compared to the broader market0.005.0010.0015.0020.0025.004.54
Martin ratio
The chart of Martin ratio for VOO, currently valued at 20.72, compared to the broader market0.0020.0040.0060.0080.00100.0020.72

VTSAX vs. VOO - Sharpe Ratio Comparison

The current VTSAX Sharpe Ratio is 3.03, which is comparable to the VOO Sharpe Ratio of 3.11. 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.03
3.11
VTSAX
VOO

Dividends

VTSAX vs. VOO - Dividend Comparison

VTSAX's dividend yield for the trailing twelve months is around 1.26%, more than VOO's 1.24% yield.


TTM20232022202120202019201820172016201520142013
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.26%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%1.74%
VOO
Vanguard S&P 500 ETF
1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
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 4.08% and 3.95%, 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%JuneJulyAugustSeptemberOctoberNovember
4.08%
3.95%
VTSAX
VOO