ADP vs. VTI
Compare and contrast key facts about Automatic Data Processing, Inc. (ADP) 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: ADP or VTI.
Performance
ADP vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, ADP achieves a 29.89% return, which is significantly higher than VTI's 23.63% return. Over the past 10 years, ADP has outperformed VTI with an annualized return of 16.02%, while VTI has yielded a comparatively lower 12.59% annualized return.
ADP
29.89%
1.83%
19.24%
32.72%
14.16%
16.02%
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| ADP | VTI | |
|---|---|---|
| Sharpe Ratio | 2.15 | 2.58 |
| Sortino Ratio | 3.00 | 3.45 |
| Omega Ratio | 1.39 | 1.48 |
| Calmar Ratio | 2.41 | 3.76 |
| Martin Ratio | 11.91 | 16.56 |
| Ulcer Index | 2.69% | 1.95% |
| Daily Std Dev | 14.91% | 12.51% |
| Max Drawdown | -59.47% | -55.45% |
| Current Drawdown | -3.34% | -2.43% |
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Correlation
The correlation between ADP and VTI is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
ADP vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Automatic Data Processing, Inc. (ADP) 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.
Dividends
ADP vs. VTI - Dividend Comparison
ADP's dividend yield for the trailing twelve months is around 1.88%, more than VTI's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADP Automatic Data Processing, Inc. | 1.88% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% | 2.10% | 2.21% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
ADP vs. VTI - Drawdown Comparison
The maximum ADP drawdown since its inception was -59.47%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for ADP and VTI. For additional features, visit the drawdowns tool.
Volatility
ADP vs. VTI - Volatility Comparison
Automatic Data Processing, Inc. (ADP) has a higher volatility of 5.98% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that ADP'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.