VUIAX vs. VTSAX
Compare and contrast key facts about Vanguard Utilities Index Fund Admiral Shares (VUIAX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VUIAX is managed by Vanguard. It was launched on Apr 28, 2004. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VUIAX or VTSAX.
Performance
VUIAX vs. VTSAX - Performance Comparison
Returns By Period
In the year-to-date period, VUIAX achieves a 27.83% return, which is significantly higher than VTSAX's 23.58% return. Over the past 10 years, VUIAX has underperformed VTSAX with an annualized return of 9.07%, while VTSAX has yielded a comparatively higher 12.59% annualized return.
VUIAX
27.83%
-3.34%
10.82%
32.15%
7.59%
9.07%
VTSAX
23.58%
0.83%
11.42%
32.29%
14.64%
12.59%
Key characteristics
| VUIAX | VTSAX | |
|---|---|---|
| Sharpe Ratio | 2.11 | 2.57 |
| Sortino Ratio | 2.90 | 3.44 |
| Omega Ratio | 1.36 | 1.47 |
| Calmar Ratio | 1.68 | 3.77 |
| Martin Ratio | 10.34 | 16.47 |
| Ulcer Index | 3.17% | 1.96% |
| Daily Std Dev | 15.50% | 12.55% |
| Max Drawdown | -46.28% | -55.34% |
| Current Drawdown | -3.34% | -2.42% |
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VUIAX vs. VTSAX - Expense Ratio Comparison
VUIAX has a 0.10% expense ratio, which is higher than VTSAX's 0.04% 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 VUIAX and VTSAX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
VUIAX vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Utilities Index Fund Admiral Shares (VUIAX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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
VUIAX vs. VTSAX - Dividend Comparison
VUIAX's dividend yield for the trailing twelve months is around 2.90%, more than VTSAX's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUIAX Vanguard Utilities Index Fund Admiral Shares | 2.90% | 3.49% | 2.98% | 2.70% | 3.17% | 2.82% | 3.23% | 3.18% | 3.19% | 3.64% | 3.02% | 3.76% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.28% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VUIAX vs. VTSAX - Drawdown Comparison
The maximum VUIAX drawdown since its inception was -46.28%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for VUIAX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
VUIAX vs. VTSAX - Volatility Comparison
Vanguard Utilities Index Fund Admiral Shares (VUIAX) has a higher volatility of 5.17% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.25%. This indicates that VUIAX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.