VTI
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in VTI, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is May 31, 2001, corresponding to the inception date of VTI
Returns By Period
As of Nov 15, 2024, the VTI returned 25.21% Year-To-Date and 12.80% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| VTI | 25.21% | 2.68% | 13.00% | 33.95% | 14.97% | 12.80% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 25.21% | 2.68% | 13.00% | 33.95% | 14.97% | 12.80% |
Monthly Returns
The table below presents the monthly returns of VTI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.12% | 5.30% | 3.26% | -4.34% | 4.76% | 3.08% | 1.89% | 2.13% | 2.03% | -0.75% | 25.21% | ||
| 2023 | 6.93% | -2.40% | 2.71% | 1.08% | 0.43% | 6.73% | 3.66% | -1.93% | -4.80% | -2.65% | 9.42% | 5.29% | 26.05% |
| 2022 | -6.06% | -2.49% | 3.26% | -9.13% | -0.25% | -8.23% | 9.35% | -3.73% | -9.23% | 8.11% | 5.17% | -5.86% | -19.52% |
| 2021 | -0.33% | 3.14% | 3.65% | 5.04% | 0.46% | 2.48% | 1.74% | 2.86% | -4.46% | 6.69% | -1.46% | 3.79% | 25.68% |
| 2020 | -0.06% | -8.00% | -13.89% | 13.13% | 5.40% | 2.30% | 5.74% | 7.10% | -3.54% | -1.95% | 11.80% | 4.68% | 21.08% |
| 2019 | 8.54% | 3.56% | 1.42% | 3.93% | -6.45% | 7.08% | 1.41% | -2.08% | 1.78% | 2.11% | 3.79% | 2.80% | 30.67% |
| 2018 | 5.23% | -3.76% | -1.96% | 0.45% | 2.72% | 0.70% | 3.32% | 3.43% | 0.20% | -7.41% | 2.01% | -9.18% | -5.23% |
| 2017 | 1.86% | 3.69% | 0.06% | 1.06% | 1.01% | 0.95% | 1.88% | 0.15% | 2.44% | 2.17% | 3.03% | 1.16% | 21.21% |
| 2016 | -5.72% | -0.01% | 7.11% | 0.66% | 1.73% | 0.27% | 3.98% | 0.21% | 0.20% | -2.19% | 4.49% | 1.99% | 12.82% |
| 2015 | -2.74% | 5.74% | -1.16% | 0.62% | 1.30% | -1.67% | 1.70% | -6.09% | -2.92% | 7.91% | 0.60% | -2.12% | 0.36% |
| 2014 | -3.17% | 4.87% | 0.51% | 0.06% | 2.10% | 2.62% | -1.99% | 4.15% | -2.10% | 2.75% | 2.48% | -0.04% | 12.55% |
| 2013 | 5.42% | 1.28% | 3.95% | 1.61% | 2.44% | -1.44% | 5.75% | -3.03% | 3.90% | 4.26% | 2.71% | 2.73% | 33.45% |
Expense Ratio
VTI has an expense ratio of 0.03%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of VTI is 75, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 2.76 | 3.68 | 1.51 | 4.00 | 17.66 |
Dividends
Dividend yield
VTI provided a 1.27% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.91 | $0.00 | $0.00 | $0.95 | $0.00 | $0.00 | $0.87 | $0.00 | $0.00 | $2.73 | |
| 2023 | $0.00 | $0.00 | $0.79 | $0.00 | $0.00 | $0.83 | $0.00 | $0.00 | $0.80 | $0.00 | $0.00 | $1.00 | $3.41 |
| 2022 | $0.00 | $0.00 | $0.71 | $0.00 | $0.00 | $0.75 | $0.00 | $0.00 | $0.80 | $0.00 | $0.00 | $0.93 | $3.18 |
| 2021 | $0.00 | $0.00 | $0.67 | $0.00 | $0.00 | $0.68 | $0.00 | $0.00 | $0.72 | $0.00 | $0.00 | $0.86 | $2.93 |
| 2020 | $0.00 | $0.00 | $0.61 | $0.00 | $0.00 | $0.70 | $0.00 | $0.00 | $0.67 | $0.00 | $0.00 | $0.78 | $2.77 |
| 2019 | $0.00 | $0.00 | $0.77 | $0.00 | $0.00 | $0.55 | $0.00 | $0.00 | $0.70 | $0.00 | $0.00 | $0.89 | $2.91 |
| 2018 | $0.00 | $0.00 | $0.57 | $0.00 | $0.00 | $0.60 | $0.00 | $0.00 | $0.71 | $0.00 | $0.00 | $0.72 | $2.60 |
| 2017 | $0.00 | $0.00 | $0.54 | $0.00 | $0.00 | $0.58 | $0.00 | $0.00 | $0.55 | $0.00 | $0.00 | $0.67 | $2.34 |
| 2016 | $0.00 | $0.00 | $0.48 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.54 | $0.00 | $0.00 | $0.73 | $2.22 |
| 2015 | $0.00 | $0.00 | $0.51 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.51 | $0.00 | $0.00 | $0.58 | $2.07 |
| 2014 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.56 | $1.87 |
| 2013 | $0.36 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $0.49 | $1.67 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the VTI. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the VTI was 55.45%, occurring on Mar 9, 2009. Recovery took 760 trading sessions.
The current VTI drawdown is 1.18%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -55.45% | Oct 10, 2007 | 355 | Mar 9, 2009 | 760 | Mar 13, 2012 | 1115 |
| -37.01% | Jun 6, 2001 | 336 | Oct 9, 2002 | 522 | Nov 4, 2004 | 858 |
| -35% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -25.36% | Jan 4, 2022 | 195 | Oct 12, 2022 | 298 | Dec 19, 2023 | 493 |
| -20.05% | Sep 21, 2018 | 65 | Dec 24, 2018 | 81 | Apr 23, 2019 | 146 |
Volatility
Volatility Chart
The current VTI volatility is 4.05%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.