YCGEX vs. VSTSX
YCGEX (YCG Enhanced Fund) and VSTSX (Vanguard Total Stock Market Index Fund Institutional Select Shares) are both Large Cap Blend Equities funds. Over the past 5 years, YCGEX returned 3.12%/yr vs 11.64%/yr for VSTSX. Their correlation of 0.85 means they have usually moved in the same direction. YCGEX charges 1.19%/yr vs 0.01%/yr for VSTSX.
Performance
YCGEX vs. VSTSX - Performance Comparison
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Returns By Period
In the year-to-date period, YCGEX achieves a -6.08% return, which is significantly lower than VSTSX's 9.88% return.
YCGEX
- 1D
- -1.60%
- 1M
- -0.65%
- 6M
- -4.85%
- YTD
- -6.08%
- 1Y
- -4.30%
- 3Y*
- 4.87%
- 5Y*
- 3.12%
- 10Y*
- 10.81%
- ALL TIME*
- 11.07%
VSTSX
- 1D
- 1.63%
- 1M
- -0.77%
- 6M
- 8.17%
- YTD
- 9.88%
- 1Y
- 21.14%
- 3Y*
- 18.61%
- 5Y*
- 11.64%
- 10Y*
- —
- ALL TIME*
- 14.55%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
YCGEX YCG Enhanced Fund | $0.00 | $0.00 | $0.00 |
YCGEX vs. VSTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YCGEX YCG Enhanced Fund | -6.08% | 4.14% | 11.99% | 30.15% | -22.38% | 27.32% | 17.27% | 41.20% | -3.25% | 22.81% |
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares | 9.88% | 17.16% | 23.27% | 26.54% | -19.49% | 25.75% | 21.02% | 30.81% | -5.15% | 20.21% |
Correlation
The correlation between YCGEX and VSTSX is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.69 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.85 |
Over the past year, the correlation between YCGEX and VSTSX has dropped to 0.42 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
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Return for Risk
YCGEX vs. VSTSX — Risk / Return Rank
YCGEX
VSTSX
YCGEX vs. VSTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YCG Enhanced Fund (YCGEX) and Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX). 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.
| YCGEX | VSTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -2.57 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.26 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 2.11 | -2.54 |
| Martin ratioReturn relative to average drawdown | -0.96 | 9.10 | -10.07 |
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Drawdowns
YCGEX vs. VSTSX - Drawdown Comparison
The maximum YCGEX drawdown since its inception was -35.90%, roughly equal to the maximum VSTSX drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for YCGEX and VSTSX.
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Drawdown Indicators
| YCGEX | VSTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.90% | -34.97% | -0.93% |
Max Drawdown (1Y)Largest decline over 1 year | -14.91% | -8.92% | -5.99% |
Max Drawdown (3Y)Largest decline over 3 years | -15.96% | -19.36% | +3.40% |
Max Drawdown (5Y)Largest decline over 5 years | -30.75% | -25.35% | -5.40% |
Max Drawdown (10Y)Largest decline over 10 years | -35.90% | — | — |
Current DrawdownCurrent decline from peak | -8.51% | -1.88% | -6.63% |
Average DrawdownAverage peak-to-trough decline | -4.58% | -4.84% | +0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.68% | 2.06% | +4.62% |
Volatility
YCGEX vs. VSTSX - Volatility Comparison
YCG Enhanced Fund (YCGEX) has a higher volatility of 6.19% compared to Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) at 3.41%. This indicates that YCGEX's price experiences larger fluctuations and is considered to be riskier than VSTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YCGEX | VSTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 3.41% | +2.78% |
Volatility (6M)Calculated over the trailing 6-month period | 11.42% | 10.27% | +1.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.78% | 13.13% | +0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.39% | 17.47% | -0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 18.70% | -0.69% |
YCGEX vs. VSTSX - Expense Ratio Comparison
YCGEX has a 1.19% expense ratio, which is higher than VSTSX's 0.01% expense ratio.
Dividends
YCGEX vs. VSTSX - Dividend Comparison
YCGEX's dividend yield for the trailing twelve months is around 5.24%, more than VSTSX's 1.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares | 1.08% | 1.13% | 1.27% | 1.43% | 1.67% | 1.23% | 1.44% | 1.79% | 2.07% | 1.74% | 0.00% | 0.00% |
YCGEX YCG Enhanced Fund | 5.24% | 4.92% | 4.31% | 1.96% | 0.00% | 9.49% | 0.00% | 0.56% | 3.53% | 3.66% | 3.38% | 2.13% |
Frequently Asked Questions
YCGEX and VSTSX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YCGEX has higher volatility (6.19%) compared to VSTSX (3.41%). In terms of maximum drawdown, YCGEX dropped -35.90% vs VSTSX's -34.97%.
VSTSX currently has the higher Sharpe Ratio (1.43 vs -0.47), 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.
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