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VTSMX vs. VBIAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTSMX vs. VBIAX - 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 Vanguard Balanced Index Fund Admiral Shares (VBIAX). 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 11.11% return, which is significantly higher than VBIAX's 6.79% return. Over the past 10 years, VTSMX has outperformed VBIAX with an annualized return of 14.85%, while VBIAX has yielded a comparatively lower 9.78% annualized return.


VTSMX

1D
-0.76%
1M
4.06%
YTD
11.11%
6M
10.83%
1Y
28.00%
3Y*
21.68%
5Y*
12.43%
10Y*
14.85%

VBIAX

1D
-0.53%
1M
2.54%
YTD
6.79%
6M
6.67%
1Y
18.45%
3Y*
14.83%
5Y*
7.75%
10Y*
9.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTSMX vs. VBIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTSMX
Vanguard Total Stock Market Index Fund Investor Shares
11.11%16.63%22.76%26.38%-19.60%25.59%20.87%30.63%-5.27%21.05%
VBIAX
Vanguard Balanced Index Fund Admiral Shares
6.79%13.61%14.58%17.54%-16.90%14.21%16.40%21.78%-2.86%13.89%

Correlation

The correlation between VTSMX and VBIAX is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.97

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

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Nov 14, 2000

0.98

The correlation between VTSMX and VBIAX has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

VTSMX vs. VBIAX — Risk / Return Rank

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

VTSMX
VTSMX Risk / Return Rank: 6363
Overall Rank
VTSMX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VTSMX Sortino Ratio Rank: 5656
Sortino Ratio Rank
VTSMX Omega Ratio Rank: 5656
Omega Ratio Rank
VTSMX Calmar Ratio Rank: 6767
Calmar Ratio Rank
VTSMX Martin Ratio Rank: 7878
Martin Ratio Rank

VBIAX
VBIAX Risk / Return Rank: 6868
Overall Rank
VBIAX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
VBIAX Sortino Ratio Rank: 6565
Sortino Ratio Rank
VBIAX Omega Ratio Rank: 6262
Omega Ratio Rank
VBIAX Calmar Ratio Rank: 7070
Calmar Ratio Rank
VBIAX Martin Ratio Rank: 7979
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. VBIAX - 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 Vanguard Balanced Index Fund Admiral Shares (VBIAX). 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.


VTSMXVBIAXDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.41

1.44

-0.02

Calmar ratioReturn relative to maximum drawdown

3.15

3.23

-0.07

Martin ratioReturn relative to average drawdown

14.54

14.71

-0.17

VTSMX vs. VBIAX - Sharpe Ratio Comparison

The current VTSMX Sharpe Ratio is 2.31, which is comparable to the VBIAX Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of VTSMX and VBIAX, 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


VTSMXVBIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

2.38

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.70

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.87

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.64

-0.05

Drawdowns

VTSMX vs. VBIAX - Drawdown Comparison

The maximum VTSMX drawdown since its inception was -55.38%, which is greater than VBIAX's maximum drawdown of -35.90%. Use the drawdown chart below to compare losses from any high point for VTSMX and VBIAX.


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Drawdown Indicators


VTSMXVBIAXDifference

Max Drawdown

Largest peak-to-trough decline

-55.38%

-35.90%

-19.48%

Max Drawdown (1Y)

Largest decline over 1 year

-8.93%

-5.83%

-3.10%

Max Drawdown (3Y)

Largest decline over 3 years

-19.63%

-11.70%

-7.93%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

-21.53%

-3.90%

Max Drawdown (10Y)

Largest decline over 10 years

-34.98%

-22.78%

-12.20%

Current Drawdown

Current decline from peak

-0.76%

-0.53%

-0.23%

Average Drawdown

Average peak-to-trough decline

-8.90%

-4.44%

-4.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

1.27%

+0.66%

Volatility

VTSMX vs. VBIAX - Volatility Comparison

Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) has a higher volatility of 3.05% compared to Vanguard Balanced Index Fund Admiral Shares (VBIAX) at 2.31%. This indicates that VTSMX's price experiences larger fluctuations and is considered to be riskier than VBIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTSMXVBIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

2.31%

+0.74%

Volatility (6M)

Calculated over the trailing 6-month period

9.21%

6.11%

+3.10%

Volatility (1Y)

Calculated over the trailing 1-year period

12.22%

7.92%

+4.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.36%

11.05%

+6.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.41%

11.21%

+7.20%

VTSMX vs. VBIAX - Expense Ratio Comparison

VTSMX has a 0.14% expense ratio, which is higher than VBIAX's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VTSMX vs. VBIAX - Dividend Comparison

VTSMX's dividend yield for the trailing twelve months is around 0.94%, less than VBIAX's 5.24% yield.


PositionTTM20252024202320222021202020192018201720162015
VBIAX
Vanguard Balanced Index Fund Admiral Shares
5.24%6.00%5.27%4.35%2.83%3.19%2.65%2.28%2.32%1.95%2.09%2.09%
VTSMX
Vanguard Total Stock Market Index Fund Investor Shares
0.94%0.75%0.89%1.33%1.54%1.11%1.33%1.67%1.92%1.61%1.83%1.86%

Frequently Asked Questions


With a correlation of 0.98, VTSMX and VBIAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VTSMX has higher volatility (3.05%) compared to VBIAX (2.31%). In terms of maximum drawdown, VTSMX dropped -55.38% vs VBIAX's -35.90%.

VBIAX currently has the higher Sharpe Ratio (2.38 vs 2.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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