Asset Comparison and Correlation
|S&P 500 vs Vanguard Total Stock Market Id|
Assuming 30 trading days horizon, SP 500 is expected to generate 1.05 times less return on investment than Vanguard. But when comparing it to its historical volatility, S&P 500 is 1.07 times less risky than Vanguard. It trades about 0.35 of its potential returns per unit of risk. Vanguard Total Stock Market Idx I is currently generating about 0.34 of returns per unit of risk over similar time horizon. If you would invest 3,974 in Vanguard Total Stock Market Idx I on April 24, 2013 and sell it today you would earn a total of 172.00 from holding Vanguard Total Stock Market Idx I or generate 4.33% return on investment over 30 days.
Match-ups for SP 500
81% of all equities and portfolios perform better than Vanguard Total Stock Market Idx I. Compared with the overall equity markets, risk-adjusted returns on investments in Vanguard Total Stock Market Idx I are ranked lower than 19 (%) of all global equities and portfolios over the last 30 days.
Match-ups for Vanguard