^SP600 vs. VTMSX

The year-to-date returns for both investments are quite close, with ^SP600 having a -13.41% return and VTMSX slightly higher at -12.97%. Over the past 10 years, ^SP600 has underperformed VTMSX with an annualized return of 5.43%, while VTMSX has yielded a comparatively higher 6.98% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for S&P 600 (^SP600) and Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX). 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.

The current ^SP600 Sharpe Ratio is -0.15, which is lower than the VTMSX Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of ^SP600 and VTMSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^SP600 drawdown since its inception was -59.17%, roughly equal to the maximum VTMSX drawdown of -57.84%. Use the drawdown chart below to compare losses from any high point for ^SP600 and VTMSX. For additional features, visit the drawdowns tool.

S&P 600 (^SP600) and Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX) have volatilities of 14.63% and 14.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.