VTSMX vs. VGTSX
VTSMX (Vanguard Total Stock Market Index Fund Investor Shares) and VGTSX (Vanguard Total International Stock Index Fund Investor Shares) are both mutual funds - VTSMX is a Large Cap Blend Equities fund managed by Vanguard, while VGTSX is a Foreign Large Cap Equities fund managed by Vanguard. Over the past 10 years, VTSMX returned 14.84%/yr vs 9.62%/yr for VGTSX. A 0.70 correlation means they provide meaningful diversification when combined. VTSMX charges 0.14%/yr vs 0.17%/yr for VGTSX.
Performance
VTSMX vs. VGTSX - Performance Comparison
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Returns By Period
In the year-to-date period, VTSMX achieves a 11.68% return, which is significantly lower than VGTSX's 14.49% return. Over the past 10 years, VTSMX has outperformed VGTSX with an annualized return of 14.84%, while VGTSX has yielded a comparatively lower 9.62% annualized return.
VTSMX
- 1D
- 0.51%
- 1M
- 3.65%
- YTD
- 11.68%
- 6M
- 11.20%
- 1Y
- 27.88%
- 3Y*
- 22.00%
- 5Y*
- 12.55%
- 10Y*
- 14.84%
VGTSX
- 1D
- 0.04%
- 1M
- 2.06%
- YTD
- 14.49%
- 6M
- 16.75%
- 1Y
- 30.88%
- 3Y*
- 19.46%
- 5Y*
- 8.38%
- 10Y*
- 9.62%
VTSMX vs. VGTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 11.68% | 16.63% | 22.76% | 26.38% | -19.60% | 25.59% | 20.87% | 30.63% | -5.27% | 21.05% |
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 14.49% | 32.05% | 5.30% | 15.18% | -16.07% | 8.58% | 11.15% | 21.44% | -14.47% | 27.39% |
Correlation
The correlation between VTSMX and VGTSX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 1996 | 0.70 |
The correlation between VTSMX and VGTSX shifts across timeframes, from 0.70 (all time) to 0.81 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VTSMX vs. VGTSX — Risk / Return Rank
VTSMX
VGTSX
VTSMX vs. VGTSX - 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 Total International Stock Index Fund Investor Shares (VGTSX). 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.
| VTSMX | VGTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.41 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.22 | 2.79 | +0.43 |
| Martin ratioReturn relative to average drawdown | 14.87 | 11.03 | +3.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VTSMX | VGTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.36 | 2.22 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.56 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.61 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.32 | +0.27 |
Drawdowns
VTSMX vs. VGTSX - Drawdown Comparison
The maximum VTSMX drawdown since its inception was -55.38%, smaller than the maximum VGTSX drawdown of -61.48%. Use the drawdown chart below to compare losses from any high point for VTSMX and VGTSX.
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Drawdown Indicators
| VTSMX | VGTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.38% | -61.48% | +6.10% |
Max Drawdown (1Y)Largest decline over 1 year | -8.93% | -11.29% | +2.36% |
Max Drawdown (3Y)Largest decline over 3 years | -19.63% | -13.11% | -6.52% |
Max Drawdown (5Y)Largest decline over 5 years | -25.43% | -29.61% | +4.18% |
Max Drawdown (10Y)Largest decline over 10 years | -34.98% | -35.93% | +0.95% |
Current DrawdownCurrent decline from peak | -0.25% | -0.75% | +0.50% |
Average DrawdownAverage peak-to-trough decline | -8.89% | -13.97% | +5.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 2.86% | -0.93% |
Volatility
VTSMX vs. VGTSX - Volatility Comparison
The current volatility for Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) is 3.00%, while Vanguard Total International Stock Index Fund Investor Shares (VGTSX) has a volatility of 4.80%. This indicates that VTSMX experiences smaller price fluctuations and is considered to be less risky than VGTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTSMX | VGTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.00% | 4.80% | -1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 9.21% | 11.92% | -2.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.21% | 14.21% | -2.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.36% | 15.02% | +2.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 15.92% | +2.49% |
VTSMX vs. VGTSX - Expense Ratio Comparison
VTSMX has a 0.14% expense ratio, which is lower than VGTSX's 0.17% 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%.
Dividends
VTSMX vs. VGTSX - Dividend Comparison
VTSMX's dividend yield for the trailing twelve months is around 0.93%, less than VGTSX's 2.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 2.55% | 3.08% | 3.26% | 3.16% | 2.98% | 2.99% | 2.05% | 2.98% | 3.09% | 2.68% | 2.86% | 2.77% |
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 0.93% | 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
VTSMX and VGTSX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VGTSX has higher volatility (4.80%) compared to VTSMX (3.00%). In terms of maximum drawdown, VTSMX dropped -55.38% vs VGTSX's -61.48%.
VTSMX currently has the higher Sharpe Ratio (2.36 vs 2.22), 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.
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