XOUT vs. VTSAX

Last updated Jun 4, 2026

XOUT (GraniteShares XOUT U.S. Large Cap ETF) and VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) are both funds - XOUT is a Large Cap Growth Equities fund tracking the XOUT U.S. Large Cap Index, while VTSAX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 5 years, XOUT returned 10.93%/yr vs 13.04%/yr for VTSAX. Their correlation of 0.89 suggests significant overlap in exposure. XOUT charges 0.60%/yr vs 0.04%/yr for VTSAX.

Performance

XOUT vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares XOUT U.S. Large Cap ETF (XOUT) 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, XOUT achieves a -3.24% return, which is significantly lower than VTSAX's 11.98% return.

XOUT

• 1D: -2.27%
• 1M: 9.28%
• YTD: -3.24%
• 6M: -4.85%
• 1Y: 8.51%
• 3Y*: 18.88%
• 5Y*: 10.93%
• 10Y*: —

VTSAX

• 1D: 0.24%
• 1M: 5.76%
• YTD: 11.98%
• 6M: 11.87%
• 1Y: 29.09%
• 3Y*: 22.34%
• 5Y*: 13.04%
• 10Y*: 15.12%

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

XOUT vs. VTSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
XOUT GraniteShares XOUT U.S. Large Cap ETF	-3.24%	18.18%	23.11%	42.32%	-28.18%	26.13%	28.71%	11.32%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	11.98%	17.12%	23.23%	26.51%	-19.52%	25.72%	20.98%	10.37%

Correlation

The correlation between XOUT and VTSAX is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.69
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (All Time) Calculated using the full available price history since Oct 8, 2019	0.89

The correlation between XOUT and VTSAX shifts across timeframes, from 0.69 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.

XOUT vs. VTSAX - Sectors Allocation Comparison

Sectors	XOUT	VTSAX
Technology	35.1%	33.3%
Healthcare	17.3%	9.1%
Consumer Cyclical	15.4%	9.8%
Communication Services	12.4%	10.1%
Financial Services	9.6%	11.9%
Consumer Defensive	5.7%	4.7%
Industrials	3.3%	9.5%
Basic Materials	0.6%	2.0%
Real Estate	0.4%	2.4%
Energy	0.2%	3.8%
Utilities	-	2.7%

Return for Risk

XOUT vs. VTSAX — Risk / Return Rank

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

XOUT

XOUT Risk / Return Rank: 14
XOUT Sharpe Ratio Rank: 15
XOUT Sortino Ratio Rank: 15
XOUT Omega Ratio Rank: 15
XOUT Calmar Ratio Rank: 13
XOUT Martin Ratio Rank: 13

VTSAX

VTSAX Risk / Return Rank: 71
VTSAX Sharpe Ratio Rank: 72
VTSAX Sortino Ratio Rank: 65
VTSAX Omega Ratio Rank: 63
VTSAX Calmar Ratio Rank: 74
VTSAX Martin Ratio Rank: 83

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.

XOUT vs. VTSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares XOUT U.S. Large Cap ETF (XOUT) 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.

	XOUT	VTSAX	Difference
Sharpe ratio: Return per unit of total volatility	0.44	2.47	-2.03
Sortino ratio: Return per unit of downside risk	0.72	3.36	-2.64
Omega ratio: Gain probability vs. loss probability	1.09	1.44	-0.35
Calmar ratio: Return relative to maximum drawdown	0.37	3.37	-3.00
Martin ratio: Return relative to average drawdown	0.92	15.56	-14.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XOUT vs. VTSAX - Sharpe Ratio Comparison

The current XOUT Sharpe Ratio is 0.44, which is lower than the VTSAX Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of XOUT 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.

Sharpe Ratios by Period

	XOUT	VTSAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.44	2.47	-2.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.50	0.76	-0.25
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	0.47	+0.20

Drawdowns

XOUT vs. VTSAX - Drawdown Comparison

The maximum XOUT drawdown since its inception was -31.29%, smaller than the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for XOUT and VTSAX.

Drawdown Indicators

	XOUT	VTSAX	Difference
Max Drawdown Largest peak-to-trough decline	-31.29%	-55.33%	+24.04%
Max Drawdown (1Y) Largest decline over 1 year	-23.21%	-8.92%	-14.29%
Max Drawdown (3Y) Largest decline over 3 years	-23.77%	-19.36%	-4.41%
Max Drawdown (5Y) Largest decline over 5 years	-31.29%	-25.36%	-5.93%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.97%	—
Current Drawdown Current decline from peak	-6.09%	0.00%	-6.09%
Average Drawdown Average peak-to-trough decline	-8.41%	-9.01%	+0.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.25%	1.93%	+7.32%

Volatility

XOUT vs. VTSAX - Volatility Comparison

GraniteShares XOUT U.S. Large Cap ETF (XOUT) has a higher volatility of 7.48% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 2.95%. This indicates that XOUT'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

	XOUT	VTSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.48%	2.95%	+4.53%
Volatility (6M) Calculated over the trailing 6-month period	16.17%	9.19%	+6.98%
Volatility (1Y) Calculated over the trailing 1-year period	19.55%	12.19%	+7.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.78%	17.36%	+4.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.23%	18.41%	+4.82%

XOUT vs. VTSAX - Expense Ratio Comparison

XOUT has a 0.60% expense ratio, which is higher than VTSAX's 0.04% expense ratio.

Dividends

XOUT vs. VTSAX - Dividend Comparison

XOUT has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.00%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	1.00%	1.11%	1.26%	1.42%	1.65%	1.20%	1.41%	1.76%	2.03%	1.71%	1.92%	1.98%
XOUT GraniteShares XOUT U.S. Large Cap ETF	0.00%	0.00%	0.00%	0.40%	0.51%	0.28%	0.53%	0.19%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XOUT and VTSAX in my portfolio?

XOUT and VTSAX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XOUT or VTSAX?

XOUT has higher volatility (7.48%) compared to VTSAX (2.95%). In terms of maximum drawdown, XOUT dropped -31.29% vs VTSAX's -55.33%.

Which has better risk-adjusted returns?

VTSAX currently has the higher Sharpe Ratio (2.47 vs 0.44), 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.