VTSMX vs. VONG
VTSMX (Vanguard Total Stock Market Index Fund Investor Shares) and VONG (Vanguard Russell 1000 Growth ETF) are both funds - VTSMX is a Large Cap Blend Equities fund managed by Vanguard, while VONG is a Large Cap Growth Equities fund tracking the Russell 1000 Growth Index. Over the past 10 years, VTSMX returned 14.94%/yr vs 18.61%/yr for VONG. Their correlation of 0.93 suggests significant overlap in exposure. VTSMX charges 0.14%/yr vs 0.06%/yr for VONG.
Performance
VTSMX vs. VONG - Performance Comparison
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Returns By Period
In the year-to-date period, VTSMX achieves a 11.96% return, which is significantly higher than VONG's 7.17% return. Over the past 10 years, VTSMX has underperformed VONG with an annualized return of 14.94%, while VONG has yielded a comparatively higher 18.61% annualized return.
VTSMX
- 1D
- 0.24%
- 1M
- 5.75%
- YTD
- 11.96%
- 6M
- 11.85%
- 1Y
- 29.00%
- 3Y*
- 21.99%
- 5Y*
- 12.80%
- 10Y*
- 14.94%
VONG
- 1D
- -1.32%
- 1M
- 5.68%
- YTD
- 7.17%
- 6M
- 6.52%
- 1Y
- 25.74%
- 3Y*
- 24.92%
- 5Y*
- 15.38%
- 10Y*
- 18.61%
VTSMX vs. VONG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 11.96% | 16.63% | 22.76% | 26.38% | -19.60% | 25.59% | 20.87% | 30.63% | -5.27% | 21.05% |
VONG Vanguard Russell 1000 Growth ETF | 7.17% | 18.45% | 33.20% | 42.67% | -29.18% | 27.60% | 38.30% | 36.06% | -1.53% | 30.05% |
Correlation
The correlation between VTSMX and VONG is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2010 | 0.93 |
The correlation between VTSMX and VONG has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.
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Return for Risk
VTSMX vs. VONG — Risk / Return Rank
VTSMX
VONG
VTSMX vs. VONG - 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 Russell 1000 Growth ETF (VONG). 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 | VONG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.29 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.36 | 1.59 | +1.77 |
| Martin ratioReturn relative to average drawdown | 15.51 | 5.34 | +10.17 |
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 | VONG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.46 | 1.68 | +0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.72 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.89 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.90 | -0.31 |
Drawdowns
VTSMX vs. VONG - Drawdown Comparison
The maximum VTSMX drawdown since its inception was -55.38%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for VTSMX and VONG.
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Drawdown Indicators
| VTSMX | VONG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.38% | -32.72% | -22.66% |
Max Drawdown (1Y)Largest decline over 1 year | -8.93% | -16.23% | +7.30% |
Max Drawdown (3Y)Largest decline over 3 years | -19.63% | -23.27% | +3.64% |
Max Drawdown (5Y)Largest decline over 5 years | -25.43% | -32.72% | +7.29% |
Max Drawdown (10Y)Largest decline over 10 years | -34.98% | -32.72% | -2.26% |
Current DrawdownCurrent decline from peak | 0.00% | -1.66% | +1.66% |
Average DrawdownAverage peak-to-trough decline | -8.90% | -4.88% | -4.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 4.83% | -2.90% |
Volatility
VTSMX vs. VONG - Volatility Comparison
The current volatility for Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) is 2.95%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 3.60%. This indicates that VTSMX experiences smaller price fluctuations and is considered to be less risky than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTSMX | VONG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.95% | 3.60% | -0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 9.19% | 11.61% | -2.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.19% | 15.37% | -3.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.36% | 21.33% | -3.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 20.87% | -2.46% |
VTSMX vs. VONG - Expense Ratio Comparison
VTSMX has a 0.14% expense ratio, which is higher than VONG's 0.06% 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. VONG - Dividend Comparison
VTSMX's dividend yield for the trailing twelve months is around 0.93%, more than VONG's 0.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VONG Vanguard Russell 1000 Growth ETF | 0.43% | 0.45% | 0.55% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% |
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
With a correlation of 0.90, VTSMX and VONG 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.
VONG has higher volatility (3.60%) compared to VTSMX (2.95%). In terms of maximum drawdown, VTSMX dropped -55.38% vs VONG's -32.72%.
VTSMX currently has the higher Sharpe Ratio (2.46 vs 1.68), 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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