^NDX vs. VTI
Compare and contrast key facts about NASDAQ 100 (^NDX) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^NDX or VTI.
Performance
^NDX vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, ^NDX achieves a 23.27% return, which is significantly lower than VTI's 25.64% return. Over the past 10 years, ^NDX has outperformed VTI with an annualized return of 17.12%, while VTI has yielded a comparatively lower 12.67% annualized return.
^NDX
23.27%
1.72%
11.37%
29.62%
20.24%
17.12%
VTI
25.64%
2.57%
14.24%
32.95%
15.11%
12.67%
Key characteristics
| ^NDX | VTI | |
|---|---|---|
| Sharpe Ratio | 1.71 | 2.68 |
| Sortino Ratio | 2.30 | 3.57 |
| Omega Ratio | 1.31 | 1.49 |
| Calmar Ratio | 2.22 | 3.91 |
| Martin Ratio | 8.00 | 17.13 |
| Ulcer Index | 3.77% | 1.96% |
| Daily Std Dev | 17.59% | 12.51% |
| Max Drawdown | -82.90% | -55.45% |
| Current Drawdown | -1.78% | -0.84% |
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Correlation
The correlation between ^NDX and VTI is 0.88, 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.
Risk-Adjusted Performance
^NDX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NASDAQ 100 (^NDX) and Vanguard Total Stock Market ETF (VTI). 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.
Drawdowns
^NDX vs. VTI - Drawdown Comparison
The maximum ^NDX drawdown since its inception was -82.90%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for ^NDX and VTI. For additional features, visit the drawdowns tool.
Volatility
^NDX vs. VTI - Volatility Comparison
NASDAQ 100 (^NDX) has a higher volatility of 5.40% compared to Vanguard Total Stock Market ETF (VTI) at 4.19%. This indicates that ^NDX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.