VTSMX vs. VTI
Compare and contrast key facts about Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) and Vanguard Total Stock Market ETF (VTI).
VTSMX is managed by Vanguard. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTSMX or VTI.
Performance
VTSMX vs. VTI - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with VTSMX having a 23.46% return and VTI slightly higher at 23.63%. Both investments have delivered pretty close results over the past 10 years, with VTSMX having a 12.47% annualized return and VTI not far ahead at 12.59%.
VTSMX
23.46%
0.82%
11.37%
32.14%
14.53%
12.47%
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| VTSMX | VTI | |
|---|---|---|
| Sharpe Ratio | 2.56 | 2.58 |
| Sortino Ratio | 3.43 | 3.45 |
| Omega Ratio | 1.47 | 1.48 |
| Calmar Ratio | 3.75 | 3.76 |
| Martin Ratio | 16.38 | 16.56 |
| Ulcer Index | 1.96% | 1.95% |
| Daily Std Dev | 12.55% | 12.51% |
| Max Drawdown | -55.38% | -55.45% |
| Current Drawdown | -2.42% | -2.43% |
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VTSMX vs. VTI - Expense Ratio Comparison
VTSMX has a 0.14% expense ratio, which is higher than VTI's 0.03% 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%.
Correlation
The correlation between VTSMX and VTI is 0.99, 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. VTI - 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 Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
VTSMX's dividend yield for the trailing twelve months is around 1.19%, less than VTI's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 1.19% | 1.34% | 1.54% | 1.11% | 1.33% | 1.67% | 1.92% | 1.61% | 1.83% | 1.86% | 1.65% | 1.64% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VTSMX vs. VTI - Drawdown Comparison
The maximum VTSMX drawdown since its inception was -55.38%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VTSMX and VTI. For additional features, visit the drawdowns tool.
Volatility
VTSMX vs. VTI - Volatility Comparison
Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.25% and 4.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.