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.
Performance
VTSNX vs. ^GSPC - Performance Comparison
Returns By Period
In the year-to-date period, VTSNX achieves a 6.50% return, which is significantly lower than ^GSPC's 24.72% return. Over the past 10 years, VTSNX has underperformed ^GSPC with an annualized return of 4.77%, while ^GSPC has yielded a comparatively higher 11.16% annualized return.
VTSNX
6.50%
-3.48%
0.45%
12.71%
5.49%
4.77%
^GSPC
24.72%
1.67%
12.93%
30.55%
13.88%
11.16%
Key characteristics
| VTSNX | ^GSPC | |
|---|---|---|
| Sharpe Ratio | 1.06 | 2.54 |
| Sortino Ratio | 1.52 | 3.40 |
| Omega Ratio | 1.19 | 1.47 |
| Calmar Ratio | 1.15 | 3.66 |
| Martin Ratio | 5.15 | 16.26 |
| Ulcer Index | 2.48% | 1.91% |
| Daily Std Dev | 12.02% | 12.23% |
| Max Drawdown | -35.78% | -56.78% |
| Current Drawdown | -6.97% | -0.88% |
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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.
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 3.48%, while S&P 500 (^GSPC) has a volatility of 3.96%. 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.