VTSMX vs. IVW
Compare and contrast key facts about Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) and iShares S&P 500 Growth ETF (IVW).
VTSMX is managed by Vanguard. IVW is a passively managed fund by iShares that tracks the performance of the S&P 500/Citigroup Growth Index. It was launched on May 22, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTSMX or IVW.
Performance
VTSMX vs. IVW - Performance Comparison
Returns By Period
In the year-to-date period, VTSMX achieves a 23.98% return, which is significantly lower than IVW's 31.88% return. Over the past 10 years, VTSMX has underperformed IVW with an annualized return of 12.46%, while IVW has yielded a comparatively higher 14.76% annualized return.
VTSMX
23.98%
0.90%
11.70%
32.37%
14.71%
12.46%
IVW
31.88%
1.22%
13.94%
37.93%
17.22%
14.76%
Key characteristics
| VTSMX | IVW | |
|---|---|---|
| Sharpe Ratio | 2.60 | 2.23 |
| Sortino Ratio | 3.48 | 2.92 |
| Omega Ratio | 1.48 | 1.41 |
| Calmar Ratio | 3.82 | 2.77 |
| Martin Ratio | 16.64 | 11.81 |
| Ulcer Index | 1.97% | 3.21% |
| Daily Std Dev | 12.58% | 17.01% |
| Max Drawdown | -55.38% | -57.35% |
| Current Drawdown | -2.01% | -2.40% |
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VTSMX vs. IVW - Expense Ratio Comparison
VTSMX has a 0.14% expense ratio, which is lower than IVW's 0.18% 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%.
Correlation
The correlation between VTSMX and IVW is 0.95, 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.
Risk-Adjusted Performance
VTSMX vs. IVW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) and iShares S&P 500 Growth ETF (IVW). 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
VTSMX vs. IVW - Dividend Comparison
VTSMX's dividend yield for the trailing twelve months is around 1.18%, more than IVW's 0.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 1.18% | 1.34% | 1.54% | 1.11% | 1.33% | 1.67% | 1.92% | 1.61% | 1.83% | 1.86% | 1.65% | 1.64% |
IVW iShares S&P 500 Growth ETF | 0.52% | 1.03% | 0.89% | 0.46% | 0.82% | 1.63% | 1.28% | 1.30% | 1.51% | 1.51% | 1.37% | 1.45% |
Drawdowns
VTSMX vs. IVW - Drawdown Comparison
The maximum VTSMX drawdown since its inception was -55.38%, roughly equal to the maximum IVW drawdown of -57.35%. Use the drawdown chart below to compare losses from any high point for VTSMX and IVW. For additional features, visit the drawdowns tool.
Volatility
VTSMX vs. IVW - Volatility Comparison
The current volatility for Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) is 4.25%, while iShares S&P 500 Growth ETF (IVW) has a volatility of 5.50%. This indicates that VTSMX experiences smaller price fluctuations and is considered to be less risky than IVW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.