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VTSMX vs. BRK-A
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTSMX vs. BRK-A - 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 Berkshire Hathaway Inc (BRK-A). The values are adjusted to include any dividend payments, if applicable.

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VTSMX vs. BRK-A - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTSMX
Vanguard Total Stock Market Index Fund Investor Shares
-3.98%16.63%22.76%26.38%-19.60%25.59%20.87%30.63%-5.27%21.05%
BRK-A
Berkshire Hathaway Inc
-5.11%10.85%25.49%15.77%4.00%29.57%2.42%10.98%2.82%21.91%

Returns By Period

In the year-to-date period, VTSMX achieves a -3.98% return, which is significantly higher than BRK-A's -5.11% return. Both investments have delivered pretty close results over the past 10 years, with VTSMX having a 13.42% annualized return and BRK-A not far behind at 12.75%.


VTSMX

1D
2.97%
1M
-5.09%
YTD
-3.98%
6M
-2.00%
1Y
17.61%
3Y*
17.49%
5Y*
10.24%
10Y*
13.42%

BRK-A

1D
-0.26%
1M
-0.52%
YTD
-5.11%
6M
-3.97%
1Y
-10.50%
3Y*
15.44%
5Y*
12.91%
10Y*
12.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

VTSMX vs. BRK-A — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VTSMX
VTSMX Risk / Return Rank: 5858
Overall Rank
VTSMX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
VTSMX Sortino Ratio Rank: 5353
Sortino Ratio Rank
VTSMX Omega Ratio Rank: 5555
Omega Ratio Rank
VTSMX Calmar Ratio Rank: 6363
Calmar Ratio Rank
VTSMX Martin Ratio Rank: 7474
Martin Ratio Rank

BRK-A
BRK-A Risk / Return Rank: 1616
Overall Rank
BRK-A Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
BRK-A Sortino Ratio Rank: 1515
Sortino Ratio Rank
BRK-A Omega Ratio Rank: 1515
Omega Ratio Rank
BRK-A Calmar Ratio Rank: 1616
Calmar Ratio Rank
BRK-A Martin Ratio Rank: 1818
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. BRK-A - 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 Berkshire Hathaway Inc (BRK-A). 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.


VTSMXBRK-ADifference

Sharpe ratio

Return per unit of total volatility

0.98

-0.60

+1.57

Sortino ratio

Return per unit of downside risk

1.49

-0.70

+2.19

Omega ratio

Gain probability vs. loss probability

1.23

0.90

+0.32

Calmar ratio

Return relative to maximum drawdown

1.50

-0.71

+2.21

Martin ratio

Return relative to average drawdown

7.19

-1.19

+8.38

VTSMX vs. BRK-A - Sharpe Ratio Comparison

The current VTSMX Sharpe Ratio is 0.98, which is higher than the BRK-A Sharpe Ratio of -0.60. The chart below compares the historical Sharpe Ratios of VTSMX and BRK-A, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VTSMXBRK-ADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

-0.60

+1.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.75

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.67

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.82

-0.26

Correlation

The correlation between VTSMX and BRK-A is 0.47, 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.


Dividends

VTSMX vs. BRK-A - Dividend Comparison

VTSMX's dividend yield for the trailing twelve months is around 1.08%, while BRK-A has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
VTSMX
Vanguard Total Stock Market Index Fund Investor Shares
1.08%0.75%0.89%1.33%1.54%1.11%1.33%1.67%1.92%1.61%1.83%1.86%
BRK-A
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

VTSMX vs. BRK-A - Drawdown Comparison

The maximum VTSMX drawdown since its inception was -55.38%, which is greater than BRK-A's maximum drawdown of -51.47%. Use the drawdown chart below to compare losses from any high point for VTSMX and BRK-A.


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Drawdown Indicators


VTSMXBRK-ADifference

Max Drawdown

Largest peak-to-trough decline

-55.38%

-51.47%

-3.91%

Max Drawdown (1Y)

Largest decline over 1 year

-12.41%

-14.43%

+2.02%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

-25.98%

+0.55%

Max Drawdown (10Y)

Largest decline over 10 years

-34.98%

-30.43%

-4.55%

Current Drawdown

Current decline from peak

-6.22%

-11.50%

+5.28%

Average Drawdown

Average peak-to-trough decline

-8.94%

-9.51%

+0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

8.66%

-6.07%

Volatility

VTSMX vs. BRK-A - Volatility Comparison

Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) has a higher volatility of 5.49% compared to Berkshire Hathaway Inc (BRK-A) at 4.28%. This indicates that VTSMX's price experiences larger fluctuations and is considered to be riskier than BRK-A based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTSMXBRK-ADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

4.28%

+1.21%

Volatility (6M)

Calculated over the trailing 6-month period

9.79%

11.04%

-1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

18.61%

17.63%

+0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.38%

17.26%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.40%

18.99%

-0.59%