VWAGY vs. VTSAX

Last updated Jul 11, 2026

VWAGY (Volkswagen AG 1/10 ADR) is a stock, while VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) is Large Cap Blend Equities fund managed by Vanguard. Over the past 5 years, VWAGY returned -17.85%/yr vs 12.01%/yr for VTSAX. At a 0.50 correlation, their price movements are largely independent.

Performance

VWAGY vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Volkswagen AG 1/10 ADR (VWAGY) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VWAGY achieves a -28.31% return, which is significantly lower than VTSAX's 11.49% return.

VWAGY

• 1D: -1.08%
• 1M: -14.91%
• 6M: -28.01%
• YTD: -28.31%
• 1Y: -22.60%
• 3Y*: -16.21%
• 5Y*: -17.85%
• 10Y*: —

VTSAX

• 1D: 0.88%
• 1M: 1.67%
• 6M: 9.16%
• YTD: 11.49%
• 1Y: 22.40%
• 3Y*: 20.84%
• 5Y*: 12.01%
• 10Y*: 14.84%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VWAGY vs. VTSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
VWAGY Volkswagen AG 1/10 ADR	-28.31%	39.31%	-23.31%	-12.15%	-37.53%	42.56%	11.65%	30.44%	-1.89%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	11.49%	17.12%	23.23%	26.51%	-19.52%	25.72%	20.98%	30.79%	-11.50%

Correlation

The correlation between VWAGY and VTSAX is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.43
Correlation (3Y) Calculated over the trailing 3-year period	0.40
Correlation (5Y) Calculated over the trailing 5-year period	0.48
Correlation (All Time) Calculated using the full available price history since Aug 14, 2018	0.50

Return for Risk

VWAGY vs. VTSAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VWAGY

VWAGY Risk / Return Rank: 12
VWAGY Sharpe Ratio Rank: 11
VWAGY Sortino Ratio Rank: 12
VWAGY Omega Ratio Rank: 15
VWAGY Calmar Ratio Rank: 18
VWAGY Martin Ratio Rank: 4

VTSAX

VTSAX Risk / Return Rank: 65
VTSAX Sharpe Ratio Rank: 62
VTSAX Sortino Ratio Rank: 58
VTSAX Omega Ratio Rank: 58
VTSAX Calmar Ratio Rank: 67
VTSAX Martin Ratio Rank: 78

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VWAGY vs. VTSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Volkswagen AG 1/10 ADR (VWAGY) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	VWAGY	VTSAX	Difference
Sharpe ratio: Return per unit of total volatility	-0.79	1.74	-2.53
Sortino ratio: Return per unit of downside risk	-1.09	2.40	-3.49
Omega ratio: Gain probability vs. loss probability	0.88	1.31	-0.43
Calmar ratio: Return relative to maximum drawdown	-0.70	2.50	-3.20
Martin ratio: Return relative to average drawdown	-1.66	11.00	-12.65

VWAGY vs. VTSAX - Sharpe Ratio Comparison

The current VWAGY Sharpe Ratio is -0.79, which is lower than the VTSAX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of VWAGY and VTSAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VWAGY vs. VTSAX - Drawdown Comparison

The maximum VWAGY drawdown since its inception was -72.64%, which is greater than VTSAX's maximum drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for VWAGY and VTSAX.

Drawdown Indicators

	VWAGY	VTSAX	Difference
Max Drawdown Largest peak-to-trough decline	-72.64%	-55.33%	-17.31%
Max Drawdown (1Y) Largest decline over 1 year	-32.23%	-8.92%	-23.31%
Max Drawdown (3Y) Largest decline over 3 years	-45.75%	-19.36%	-26.39%
Max Drawdown (5Y) Largest decline over 5 years	-68.97%	-25.36%	-43.61%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.97%	—
Current Drawdown Current decline from peak	-70.48%	-0.44%	-70.04%
Average Drawdown Average peak-to-trough decline	-38.10%	-8.98%	-29.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.63%	2.03%	+11.60%

Volatility

VWAGY vs. VTSAX - Volatility Comparison

Volkswagen AG 1/10 ADR (VWAGY) has a higher volatility of 9.91% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.28%. This indicates that VWAGY'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.

Volatility by Period

	VWAGY	VTSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.91%	4.28%	+5.63%
Volatility (6M) Calculated over the trailing 6-month period	20.59%	10.14%	+10.45%
Volatility (1Y) Calculated over the trailing 1-year period	28.63%	12.84%	+15.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.62%	17.46%	+16.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.92%	18.38%	+19.54%

Dividends

VWAGY vs. VTSAX - Dividend Comparison

VWAGY's dividend yield for the trailing twelve months is around 7.31%, more than VTSAX's 1.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	1.04%	1.11%	1.26%	1.42%	1.65%	1.20%	1.41%	1.76%	2.03%	1.71%	1.92%	1.98%
VWAGY Volkswagen AG 1/10 ADR	7.31%	5.85%	10.36%	7.21%	17.36%	2.00%	2.72%	4.59%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VWAGY and VTSAX in my portfolio?

VWAGY and VTSAX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VWAGY or VTSAX?

VWAGY has higher volatility (9.91%) compared to VTSAX (4.28%). In terms of maximum drawdown, VWAGY dropped -72.64% vs VTSAX's -55.33%.

Which has better risk-adjusted returns?

VTSAX currently has the higher Sharpe Ratio (1.74 vs -0.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.