PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BBLU vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BBLUVTI
YTD Return21.39%19.97%
1Y Return31.15%32.68%
Sharpe Ratio2.802.76
Sortino Ratio3.783.67
Omega Ratio1.501.51
Calmar Ratio3.543.66
Martin Ratio15.7417.63
Ulcer Index2.04%1.94%
Daily Std Dev11.47%12.35%
Max Drawdown-9.07%-55.45%
Current Drawdown-2.93%-2.48%

Correlation

-0.50.00.51.00.9

The correlation between BBLU and VTI is 0.92, 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.

Performance

BBLU vs. VTI - Performance Comparison

In the year-to-date period, BBLU achieves a 21.39% return, which is significantly higher than VTI's 19.97% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
9.57%
10.67%
BBLU
VTI

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BBLU vs. VTI - Expense Ratio Comparison

BBLU has a 0.15% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


BBLU
Ea Bridgeway Blue Chip ETF
Expense ratio chart for BBLU: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

BBLU vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ea Bridgeway Blue Chip ETF (BBLU) 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.


BBLU
Sharpe ratio
The chart of Sharpe ratio for BBLU, currently valued at 2.80, compared to the broader market0.002.004.006.002.80
Sortino ratio
The chart of Sortino ratio for BBLU, currently valued at 3.78, compared to the broader market0.005.0010.003.78
Omega ratio
The chart of Omega ratio for BBLU, currently valued at 1.50, compared to the broader market1.001.502.002.503.003.501.50
Calmar ratio
The chart of Calmar ratio for BBLU, currently valued at 3.54, compared to the broader market0.005.0010.0015.0020.003.54
Martin ratio
The chart of Martin ratio for BBLU, currently valued at 15.74, compared to the broader market0.0020.0040.0060.0080.00100.00120.0015.74
VTI
Sharpe ratio
The chart of Sharpe ratio for VTI, currently valued at 2.76, compared to the broader market0.002.004.006.002.76
Sortino ratio
The chart of Sortino ratio for VTI, currently valued at 3.67, compared to the broader market0.005.0010.003.67
Omega ratio
The chart of Omega ratio for VTI, currently valued at 1.51, compared to the broader market1.001.502.002.503.003.501.51
Calmar ratio
The chart of Calmar ratio for VTI, currently valued at 3.99, compared to the broader market0.005.0010.0015.0020.003.99
Martin ratio
The chart of Martin ratio for VTI, currently valued at 17.63, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.63

BBLU vs. VTI - Sharpe Ratio Comparison

The current BBLU Sharpe Ratio is 2.80, which is comparable to the VTI Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of BBLU 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.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.80
2.76
BBLU
VTI

Dividends

BBLU vs. VTI - Dividend Comparison

BBLU's dividend yield for the trailing twelve months is around 1.38%, more than VTI's 1.33% yield.


TTM20232022202120202019201820172016201520142013
BBLU
Ea Bridgeway Blue Chip ETF
1.38%1.68%32.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.33%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

BBLU vs. VTI - Drawdown Comparison

The maximum BBLU drawdown since its inception was -9.07%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for BBLU and VTI. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.93%
-2.48%
BBLU
VTI

Volatility

BBLU vs. VTI - Volatility Comparison

Ea Bridgeway Blue Chip ETF (BBLU) and Vanguard Total Stock Market ETF (VTI) have volatilities of 3.03% and 3.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.03%
3.10%
BBLU
VTI