VTSIX vs. VGT
Compare and contrast key facts about Vanguard Tax-Managed Small-Cap Fund Institutional Shares (VTSIX) and Vanguard Information Technology ETF (VGT).
VTSIX is managed by Blackrock. It was launched on Apr 21, 1999. VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTSIX or VGT.
Key characteristics
| VTSIX | VGT | |
|---|---|---|
| YTD Return | 15.13% | 28.88% |
| 1Y Return | 29.50% | 37.56% |
| 3Y Return (Ann) | 2.66% | 12.24% |
| 5Y Return (Ann) | 10.56% | 22.70% |
| 10Y Return (Ann) | 9.88% | 20.89% |
| Sharpe Ratio | 1.77 | 1.95 |
| Sortino Ratio | 2.63 | 2.51 |
| Omega Ratio | 1.31 | 1.35 |
| Calmar Ratio | 2.02 | 2.69 |
| Martin Ratio | 10.51 | 9.68 |
| Ulcer Index | 3.48% | 4.22% |
| Daily Std Dev | 20.73% | 20.95% |
| Max Drawdown | -57.82% | -54.63% |
| Current Drawdown | -2.34% | -0.81% |
Correlation
The correlation between VTSIX and VGT is 0.74, 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
VTSIX vs. VGT - Performance Comparison
In the year-to-date period, VTSIX achieves a 15.13% return, which is significantly lower than VGT's 28.88% return. Over the past 10 years, VTSIX has underperformed VGT with an annualized return of 9.88%, while VGT has yielded a comparatively higher 20.89% 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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VTSIX vs. VGT - Expense Ratio Comparison
VTSIX has a 0.06% expense ratio, which is lower than VGT's 0.10% 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%.
Risk-Adjusted Performance
VTSIX vs. VGT - 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 Vanguard Information Technology ETF (VGT). 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. VGT - Dividend Comparison
VTSIX's dividend yield for the trailing twelve months is around 1.49%, more than VGT's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTSIX Vanguard Tax-Managed Small-Cap Fund Institutional Shares | 1.49% | 1.52% | 1.54% | 1.19% | 1.11% | 1.17% | 1.29% | 1.13% | 1.03% | 1.30% | 1.03% | 0.95% |
VGT Vanguard Information Technology ETF | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
VTSIX vs. VGT - Drawdown Comparison
The maximum VTSIX drawdown since its inception was -57.82%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for VTSIX and VGT. For additional features, visit the drawdowns tool.
Volatility
VTSIX vs. VGT - Volatility Comparison
Vanguard Tax-Managed Small-Cap Fund Institutional Shares (VTSIX) has a higher volatility of 7.65% compared to Vanguard Information Technology ETF (VGT) at 5.97%. This indicates that VTSIX's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.