PortfoliosLab logoPortfoliosLab logo
VWALX vs. VTSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VWALX vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard High-Yield Tax-Exempt Fund Admiral Shares (VWALX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VWALX vs. VTSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWALX
Vanguard High-Yield Tax-Exempt Fund Admiral Shares
-0.64%5.06%4.08%8.45%-11.69%3.42%5.49%9.58%1.38%7.96%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
-6.75%17.12%23.23%26.51%-19.52%25.72%20.98%30.79%-5.18%21.16%

Returns By Period

In the year-to-date period, VWALX achieves a -0.64% return, which is significantly higher than VTSAX's -6.75% return. Over the past 10 years, VWALX has underperformed VTSAX with an annualized return of 3.04%, while VTSAX has yielded a comparatively higher 13.27% annualized return.


VWALX

1D
0.19%
1M
-2.87%
YTD
-0.64%
6M
1.07%
1Y
4.06%
3Y*
4.50%
5Y*
1.49%
10Y*
3.04%

VTSAX

1D
-0.46%
1M
-7.71%
YTD
-6.75%
6M
-4.47%
1Y
14.76%
3Y*
16.69%
5Y*
10.11%
10Y*
13.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VWALX vs. VTSAX - Expense Ratio Comparison

VWALX has a 0.09% 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%.


Return for Risk

VWALX vs. VTSAX — Risk / Return Rank

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

VWALX
VWALX Risk / Return Rank: 4343
Overall Rank
VWALX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VWALX Sortino Ratio Rank: 3939
Sortino Ratio Rank
VWALX Omega Ratio Rank: 6868
Omega Ratio Rank
VWALX Calmar Ratio Rank: 3737
Calmar Ratio Rank
VWALX Martin Ratio Rank: 2828
Martin Ratio Rank

VTSAX
VTSAX Risk / Return Rank: 4646
Overall Rank
VTSAX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VTSAX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VTSAX Omega Ratio Rank: 4949
Omega Ratio Rank
VTSAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
VTSAX Martin Ratio Rank: 5353
Martin Ratio Rank
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.

VWALX vs. VTSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard High-Yield Tax-Exempt Fund Admiral Shares (VWALX) 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.


VWALXVTSAXDifference

Sharpe ratio

Return per unit of total volatility

0.89

0.84

+0.05

Sortino ratio

Return per unit of downside risk

1.22

1.29

-0.08

Omega ratio

Gain probability vs. loss probability

1.25

1.20

+0.05

Calmar ratio

Return relative to maximum drawdown

0.97

1.05

-0.08

Martin ratio

Return relative to average drawdown

3.02

5.08

-2.06

VWALX vs. VTSAX - Sharpe Ratio Comparison

The current VWALX Sharpe Ratio is 0.89, which is comparable to the VTSAX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of VWALX and VTSAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VWALXVTSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.84

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.59

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.72

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

0.43

+0.63

Correlation

The correlation between VWALX and VTSAX is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

VWALX vs. VTSAX - Dividend Comparison

VWALX's dividend yield for the trailing twelve months is around 4.15%, more than VTSAX's 1.20% yield.


TTM20252024202320222021202020192018201720162015
VWALX
Vanguard High-Yield Tax-Exempt Fund Admiral Shares
4.15%5.04%4.47%3.59%3.44%3.04%3.40%4.03%3.85%3.77%3.86%3.75%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.20%1.11%1.26%1.42%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%

Drawdowns

VWALX vs. VTSAX - Drawdown Comparison

The maximum VWALX drawdown since its inception was -17.24%, smaller than the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for VWALX and VTSAX.


Loading graphics...

Drawdown Indicators


VWALXVTSAXDifference

Max Drawdown

Largest peak-to-trough decline

-17.24%

-55.33%

+38.09%

Max Drawdown (1Y)

Largest decline over 1 year

-5.63%

-12.41%

+6.78%

Max Drawdown (5Y)

Largest decline over 5 years

-17.24%

-25.36%

+8.12%

Max Drawdown (10Y)

Largest decline over 10 years

-17.24%

-34.97%

+17.73%

Current Drawdown

Current decline from peak

-2.87%

-8.92%

+6.05%

Average Drawdown

Average peak-to-trough decline

-2.18%

-9.06%

+6.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

2.56%

-0.75%

Volatility

VWALX vs. VTSAX - Volatility Comparison

The current volatility for Vanguard High-Yield Tax-Exempt Fund Admiral Shares (VWALX) is 1.19%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.39%. This indicates that VWALX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VWALXVTSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

4.39%

-3.20%

Volatility (6M)

Calculated over the trailing 6-month period

1.96%

9.33%

-7.37%

Volatility (1Y)

Calculated over the trailing 1-year period

5.71%

18.42%

-12.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.76%

17.32%

-12.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.62%

18.37%

-13.75%