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VTSIX vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.5

Performance

VTSIX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Tax-Managed Small-Cap Fund Institutional Shares (VTSIX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
814.54%
1,122.88%
VTSIX
BRK-B

Key characteristics

Sharpe Ratio

VTSIX:

0.59

BRK-B:

1.90

Sortino Ratio

VTSIX:

0.97

BRK-B:

2.69

Omega Ratio

VTSIX:

1.12

BRK-B:

1.34

Calmar Ratio

VTSIX:

0.98

BRK-B:

3.63

Martin Ratio

VTSIX:

3.15

BRK-B:

8.89

Ulcer Index

VTSIX:

3.69%

BRK-B:

3.10%

Daily Std Dev

VTSIX:

19.75%

BRK-B:

14.48%

Max Drawdown

VTSIX:

-57.82%

BRK-B:

-53.86%

Current Drawdown

VTSIX:

-8.21%

BRK-B:

-6.19%

Returns By Period

In the year-to-date period, VTSIX achieves a 9.23% return, which is significantly lower than BRK-B's 27.07% return. Over the past 10 years, VTSIX has underperformed BRK-B with an annualized return of 9.01%, while BRK-B has yielded a comparatively higher 11.59% annualized return.


VTSIX

YTD

9.23%

1M

-4.97%

6M

11.40%

1Y

9.21%

5Y*

8.48%

10Y*

9.01%

BRK-B

YTD

27.07%

1M

-3.33%

6M

10.64%

1Y

27.25%

5Y*

14.92%

10Y*

11.59%

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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.


Sharpe ratio
The chart of Sharpe ratio for VTSIX, currently valued at 0.59, compared to the broader market-1.000.001.002.003.004.000.591.90
The chart of Sortino ratio for VTSIX, currently valued at 0.97, compared to the broader market-2.000.002.004.006.008.0010.000.972.69
The chart of Omega ratio for VTSIX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.003.501.121.34
The chart of Calmar ratio for VTSIX, currently valued at 0.98, compared to the broader market0.002.004.006.008.0010.0012.0014.000.983.63
The chart of Martin ratio for VTSIX, currently valued at 3.15, compared to the broader market0.0020.0040.0060.003.158.89
VTSIX
BRK-B

The current VTSIX Sharpe Ratio is 0.59, which is lower than the BRK-B Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of VTSIX and BRK-B, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.59
1.90
VTSIX
BRK-B

Dividends

VTSIX vs. BRK-B - Dividend Comparison

VTSIX's dividend yield for the trailing twelve months is around 1.57%, while BRK-B has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VTSIX
Vanguard Tax-Managed Small-Cap Fund Institutional Shares
1.57%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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.21%
-6.19%
VTSIX
BRK-B

Volatility

VTSIX vs. BRK-B - Volatility Comparison

Vanguard Tax-Managed Small-Cap Fund Institutional Shares (VTSIX) has a higher volatility of 5.89% compared to Berkshire Hathaway Inc. (BRK-B) at 3.82%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
5.89%
3.82%
VTSIX
BRK-B
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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