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^SSMI vs. VTI
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^SSMI and VTI is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

^SSMI vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Swiss Market Index (^SSMI) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

^SSMI:

0.22

VTI:

0.47

Sortino Ratio

^SSMI:

0.54

VTI:

0.83

Omega Ratio

^SSMI:

1.08

VTI:

1.12

Calmar Ratio

^SSMI:

0.32

VTI:

0.51

Martin Ratio

^SSMI:

1.18

VTI:

1.94

Ulcer Index

^SSMI:

4.68%

VTI:

5.07%

Daily Std Dev

^SSMI:

15.63%

VTI:

19.98%

Max Drawdown

^SSMI:

-56.31%

VTI:

-55.45%

Current Drawdown

^SSMI:

-7.73%

VTI:

-7.97%

Returns By Period

In the year-to-date period, ^SSMI achieves a 4.72% return, which is significantly higher than VTI's -3.75% return. Over the past 10 years, ^SSMI has underperformed VTI with an annualized return of 3.00%, while VTI has yielded a comparatively higher 11.66% annualized return.


^SSMI

YTD

4.72%

1M

8.09%

6M

2.98%

1Y

3.36%

5Y*

4.53%

10Y*

3.00%

VTI

YTD

-3.75%

1M

6.20%

6M

-5.68%

1Y

9.17%

5Y*

15.78%

10Y*

11.66%

*Annualized

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Risk-Adjusted Performance

^SSMI vs. VTI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^SSMI
The Risk-Adjusted Performance Rank of ^SSMI is 3434
Overall Rank
The Sharpe Ratio Rank of ^SSMI is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SSMI is 3232
Sortino Ratio Rank
The Omega Ratio Rank of ^SSMI is 3434
Omega Ratio Rank
The Calmar Ratio Rank of ^SSMI is 3939
Calmar Ratio Rank
The Martin Ratio Rank of ^SSMI is 3737
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 6464
Overall Rank
The Sharpe Ratio Rank of VTI is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^SSMI vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Swiss Market Index (^SSMI) 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.


The current ^SSMI Sharpe Ratio is 0.22, which is lower than the VTI Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of ^SSMI and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Drawdowns

^SSMI vs. VTI - Drawdown Comparison

The maximum ^SSMI drawdown since its inception was -56.31%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for ^SSMI and VTI. For additional features, visit the drawdowns tool.


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Volatility

^SSMI vs. VTI - Volatility Comparison

The current volatility for Swiss Market Index (^SSMI) is 6.40%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 7.23%. This indicates that ^SSMI experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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