VTSNX vs. ^GSPC
Compare and contrast key facts about Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) and S&P 500 (^GSPC).
VTSNX is managed by Vanguard. It was launched on Nov 29, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTSNX or ^GSPC.
Correlation
The correlation between VTSNX and ^GSPC is 0.81, 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.
Performance
VTSNX vs. ^GSPC - Performance Comparison
Key characteristics
VTSNX:
0.44
^GSPC:
2.07
VTSNX:
0.68
^GSPC:
2.76
VTSNX:
1.08
^GSPC:
1.39
VTSNX:
0.54
^GSPC:
3.05
VTSNX:
1.74
^GSPC:
13.27
VTSNX:
3.07%
^GSPC:
1.95%
VTSNX:
12.15%
^GSPC:
12.52%
VTSNX:
-35.78%
^GSPC:
-56.78%
VTSNX:
-9.29%
^GSPC:
-1.91%
Returns By Period
In the year-to-date period, VTSNX achieves a 3.84% return, which is significantly lower than ^GSPC's 25.25% return. Over the past 10 years, VTSNX has underperformed ^GSPC with an annualized return of 4.83%, while ^GSPC has yielded a comparatively higher 11.11% annualized return.
VTSNX
3.84%
-2.71%
-1.49%
5.36%
4.14%
4.83%
^GSPC
25.25%
0.08%
9.66%
25.65%
13.17%
11.11%
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Risk-Adjusted Performance
VTSNX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) and S&P 500 (^GSPC). 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.
Drawdowns
VTSNX vs. ^GSPC - Drawdown Comparison
The maximum VTSNX drawdown since its inception was -35.78%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for VTSNX and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
VTSNX vs. ^GSPC - Volatility Comparison
The current volatility for Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) is 3.45%, while S&P 500 (^GSPC) has a volatility of 3.82%. This indicates that VTSNX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.