XOUT vs. VTSAX
Compare and contrast key facts about GraniteShares XOUT U.S. Large Cap ETF (XOUT) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
XOUT is a passively managed fund by GraniteShares that tracks the performance of the XOUT U.S. Large Cap Index. It was launched on Oct 7, 2019. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
XOUT vs. VTSAX - Performance Comparison
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XOUT vs. VTSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XOUT GraniteShares XOUT U.S. Large Cap ETF | -18.03% | 18.18% | 23.11% | 42.32% | -28.18% | 26.13% | 28.71% | 11.32% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | -6.75% | 17.12% | 23.23% | 26.51% | -19.52% | 25.72% | 20.98% | 10.37% |
Returns By Period
In the year-to-date period, XOUT achieves a -18.03% return, which is significantly lower than VTSAX's -6.75% return.
XOUT
- 1D
- 2.94%
- 1M
- -5.98%
- YTD
- -18.03%
- 6M
- -16.05%
- 1Y
- 5.30%
- 3Y*
- 14.82%
- 5Y*
- 8.20%
- 10Y*
- —
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%
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XOUT vs. VTSAX - Expense Ratio Comparison
XOUT has a 0.60% expense ratio, which is higher than VTSAX's 0.04% expense ratio.
Return for Risk
XOUT vs. VTSAX — Risk / Return Rank
XOUT
VTSAX
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 ratioReturn per unit of total volatility | 0.22 | 0.84 | -0.61 |
Sortino ratioReturn per unit of downside risk | 0.50 | 1.29 | -0.80 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.20 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.21 | 1.05 | -0.84 |
Martin ratioReturn relative to average drawdown | 0.68 | 5.08 | -4.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XOUT | VTSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.22 | 0.84 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.59 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.43 | +0.13 |
Correlation
The correlation between XOUT and VTSAX is 0.90, 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.
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 1.20%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
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.
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Drawdown Indicators
| XOUT | VTSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.29% | -55.33% | +24.04% |
Max Drawdown (1Y)Largest decline over 1 year | -23.21% | -12.41% | -10.80% |
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 DrawdownCurrent decline from peak | -20.44% | -8.92% | -11.52% |
Average DrawdownAverage peak-to-trough decline | -8.26% | -9.06% | +0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.10% | 2.56% | +4.54% |
Volatility
XOUT vs. VTSAX - Volatility Comparison
GraniteShares XOUT U.S. Large Cap ETF (XOUT) has a higher volatility of 6.74% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.39%. 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.
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Volatility by Period
| XOUT | VTSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.74% | 4.39% | +2.35% |
Volatility (6M)Calculated over the trailing 6-month period | 14.38% | 9.33% | +5.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.87% | 18.42% | +5.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.44% | 17.32% | +4.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.17% | 18.37% | +4.80% |