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:
0.69
^GSPC:
0.46
VTSNX:
1.04
^GSPC:
0.77
VTSNX:
1.14
^GSPC:
1.11
VTSNX:
0.82
^GSPC:
0.47
VTSNX:
2.55
^GSPC:
1.94
VTSNX:
4.22%
^GSPC:
4.61%
VTSNX:
15.63%
^GSPC:
19.44%
VTSNX:
-35.78%
^GSPC:
-56.78%
VTSNX:
-1.44%
^GSPC:
-10.07%
Returns By Period
In the year-to-date period, VTSNX achieves a 7.63% return, which is significantly higher than ^GSPC's -6.06% return. Over the past 10 years, VTSNX has underperformed ^GSPC with an annualized return of 4.83%, while ^GSPC has yielded a comparatively higher 10.15% annualized return.
VTSNX
7.63%
0.07%
3.53%
10.31%
10.61%
4.83%
^GSPC
-6.06%
-2.95%
-4.87%
8.34%
13.98%
10.15%
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Risk-Adjusted Performance
VTSNX vs. ^GSPC — Risk-Adjusted Performance Rank
VTSNX
^GSPC
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 9.85%, while S&P 500 (^GSPC) has a volatility of 14.23%. 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.