VTSIX vs. BRK-B
Compare and contrast key facts about Vanguard Tax-Managed Small-Cap Fund Institutional Shares (VTSIX) and Berkshire Hathaway Inc. (BRK-B).
VTSIX is managed by Blackrock. It was launched on Apr 21, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTSIX or BRK-B.
Key characteristics
| VTSIX | BRK-B | |
|---|---|---|
| YTD Return | 17.88% | 31.04% |
| 1Y Return | 39.80% | 33.32% |
| 3Y Return (Ann) | 3.49% | 17.89% |
| 5Y Return (Ann) | 11.16% | 16.34% |
| 10Y Return (Ann) | 10.15% | 12.41% |
| Sharpe Ratio | 2.00 | 2.38 |
| Sortino Ratio | 2.92 | 3.32 |
| Omega Ratio | 1.35 | 1.43 |
| Calmar Ratio | 1.93 | 4.52 |
| Martin Ratio | 11.86 | 11.85 |
| Ulcer Index | 3.48% | 2.89% |
| Daily Std Dev | 20.69% | 14.40% |
| Max Drawdown | -57.82% | -53.86% |
| Current Drawdown | 0.00% | -2.34% |
Correlation
The correlation between VTSIX and BRK-B is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VTSIX vs. BRK-B - Performance Comparison
In the year-to-date period, VTSIX achieves a 17.88% return, which is significantly lower than BRK-B's 31.04% return. Over the past 10 years, VTSIX has underperformed BRK-B with an annualized return of 10.15%, while BRK-B has yielded a comparatively higher 12.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
VTSIX vs. BRK-B - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Tax-Managed Small-Cap Fund Institutional Shares (VTSIX) and Berkshire Hathaway Inc. (BRK-B). 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.
Dividends
VTSIX vs. BRK-B - Dividend Comparison
VTSIX's dividend yield for the trailing twelve months is around 1.45%, while BRK-B has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTSIX Vanguard Tax-Managed Small-Cap Fund Institutional Shares | 1.45% | 1.52% | 1.54% | 1.19% | 1.11% | 1.17% | 1.29% | 1.13% | 1.03% | 1.30% | 1.03% | 0.95% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VTSIX vs. BRK-B - Drawdown Comparison
The maximum VTSIX drawdown since its inception was -57.82%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for VTSIX and BRK-B. For additional features, visit the drawdowns tool.
Volatility
VTSIX vs. BRK-B - Volatility Comparison
Vanguard Tax-Managed Small-Cap Fund Institutional Shares (VTSIX) has a higher volatility of 7.33% compared to Berkshire Hathaway Inc. (BRK-B) at 6.64%. This indicates that VTSIX's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.