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VTSMX vs. AFNIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VTSMX vs. AFNIX

Last updated Apr 10, 2026

VTSMX (Vanguard Total Stock Market Index Fund Investor Shares) and AFNIX (AAM/Bahl & Gaynor Income Growth Fund Class I) are both Large Cap Blend Equities funds. Over the past 10 years, VTSMX returned 13.99%/yr vs 10.49%/yr for AFNIX. Their correlation of 0.89 suggests significant overlap in exposure. VTSMX charges 0.14%/yr vs 0.83%/yr for AFNIX.

Performance

VTSMX vs. AFNIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) and AAM/Bahl & Gaynor Income Growth Fund Class I (AFNIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VTSMX achieves a -0.19% return, which is significantly lower than AFNIX's 1.74% return. Over the past 10 years, VTSMX has outperformed AFNIX with an annualized return of 13.99%, while AFNIX has yielded a comparatively lower 10.49% annualized return.

VTSMX

1D
2.51%
1M
0.34%
YTD
-0.19%
6M
1.45%
1Y
26.41%
3Y*
19.20%
5Y*
10.56%
10Y*
13.99%

AFNIX

1D
0.00%
1M
-3.19%
YTD
1.74%
6M
2.15%
1Y
18.59%
3Y*
11.98%
5Y*
8.37%
10Y*
10.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTSMX vs. AFNIX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VTSMX
Vanguard Total Stock Market Index Fund Investor Shares		-0.19%16.63%22.76%26.38%-19.60%25.59%20.87%30.63%-5.27%21.05%
AFNIX
AAM/Bahl & Gaynor Income Growth Fund Class I		1.74%11.36%16.23%6.59%-8.77%25.23%6.60%25.71%-1.98%19.51%

Correlation

The correlation between VTSMX and AFNIX is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2013

0.89

The correlation between VTSMX and AFNIX shifts across timeframes, from 0.70 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.

VTSMX vs. AFNIX - Expense Ratio Comparison

VTSMX has a 0.14% expense ratio, which is lower than AFNIX's 0.83% expense ratio.

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Vanguard Total Stock Market Index Fund Investor Shares

AAM/Bahl & Gaynor Income Growth Fund Class I

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Return for Risk

VTSMX vs. AFNIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VTSMX
VTSMX Risk / Return Rank: 7777
Overall Rank
VTSMX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VTSMX Sortino Ratio Rank: 6969
Sortino Ratio Rank
VTSMX Omega Ratio Rank: 6969
Omega Ratio Rank
VTSMX Calmar Ratio Rank: 9191
Calmar Ratio Rank
VTSMX Martin Ratio Rank: 9494
Martin Ratio Rank
AFNIX
AFNIX Risk / Return Rank: 1616
Overall Rank
AFNIX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
AFNIX Sortino Ratio Rank: 77
Sortino Ratio Rank
AFNIX Omega Ratio Rank: 1010
Omega Ratio Rank
AFNIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
AFNIX Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VTSMX vs. AFNIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) and AAM/Bahl & Gaynor Income Growth Fund Class I (AFNIX). 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.

VTSMXAFNIXDifference

Sharpe ratio

Return per unit of total volatility

2.29

0.93

+1.37

Sortino ratio

Return per unit of downside risk

3.63

1.33

+2.29

Omega ratio

Gain probability vs. loss probability

1.50

1.20

+0.29

Calmar ratio

Return relative to maximum drawdown

4.00

1.24

+2.76

Martin ratio

Return relative to average drawdown

17.75

5.88

+11.86

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VTSMX vs. AFNIX - Sharpe Ratio Comparison

The current VTSMX Sharpe Ratio is 2.29, which is higher than the AFNIX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of VTSMX and AFNIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

VTSMXAFNIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

0.93

+1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.61

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.65

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.69

-0.12

Drawdowns

VTSMX vs. AFNIX - Drawdown Comparison

The maximum VTSMX drawdown since its inception was -55.38%, which is greater than AFNIX's maximum drawdown of -35.60%. Use the drawdown chart below to compare losses from any high point for VTSMX and AFNIX.

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Drawdown Indicators

VTSMXAFNIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.38%

-35.60%

-19.78%

Max Drawdown (1Y)

Largest decline over 1 year

-8.93%

-5.68%

-3.25%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

-19.57%

-5.86%

Max Drawdown (10Y)

Largest decline over 10 years

-34.98%

-35.60%

+0.62%

Current Drawdown

Current decline from peak

-2.52%

-5.60%

+3.08%

Average Drawdown

Average peak-to-trough decline

-8.93%

-3.55%

-5.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

2.21%

-0.20%

Volatility

VTSMX vs. AFNIX - Volatility Comparison

Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) has a higher volatility of 5.81% compared to AAM/Bahl & Gaynor Income Growth Fund Class I (AFNIX) at 2.96%. This indicates that VTSMX's price experiences larger fluctuations and is considered to be riskier than AFNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VTSMXAFNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.81%

2.96%

+2.85%

Volatility (6M)

Calculated over the trailing 6-month period

10.12%

6.57%

+3.55%

Volatility (1Y)

Calculated over the trailing 1-year period

17.04%

13.57%

+3.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.40%

13.88%

+3.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.40%

16.24%

+2.16%

Dividends

VTSMX vs. AFNIX - Dividend Comparison

VTSMX's dividend yield for the trailing twelve months is around 1.04%, less than AFNIX's 31.45% yield.

TTM20252024202320222021202020192018201720162015
VTSMX
Vanguard Total Stock Market Index Fund Investor Shares		1.04%0.75%0.89%1.33%1.54%1.11%1.33%1.67%1.92%1.61%1.83%1.86%
AFNIX
AAM/Bahl & Gaynor Income Growth Fund Class I		31.45%14.13%6.88%3.43%4.61%1.78%1.75%2.13%2.04%1.72%1.79%2.66%