BOLSY vs. VTI

Last updated Apr 3, 2026

Compare and contrast key facts about B3 S.A. - Brasil Bolsa Balcão (BOLSY) 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 Jun 27, 2016.

Performance

BOLSY vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in B3 S.A. - Brasil Bolsa Balcão (BOLSY) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

BOLSY vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
BOLSY B3 S.A. - Brasil Bolsa Balcão	41.51%	55.55%	-40.33%	47.98%	12.67%	-40.53%
VTI Vanguard Total Stock Market ETF	-3.13%	17.10%	23.81%	26.05%	-19.52%	13.83%

Returns By Period

In the year-to-date period, BOLSY achieves a 41.51% return, which is significantly higher than VTI's -3.13% return.

BOLSY

• 1D: -2.15%
• 1M: 4.11%
• YTD: 41.51%
• 6M: 56.55%
• 1Y: 78.28%
• 3Y*: 23.61%
• 5Y*: —
• 10Y*: —

VTI

• 1D: 0.16%
• 1M: -3.26%
• YTD: -3.13%
• 6M: -1.24%
• 1Y: 17.86%
• 3Y*: 18.10%
• 5Y*: 10.66%
• 10Y*: 13.75%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BOLSY vs. VTI — Risk / Return Rank

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

BOLSY

BOLSY Risk / Return Rank: 81
BOLSY Sharpe Ratio Rank: 82
BOLSY Sortino Ratio Rank: 78
BOLSY Omega Ratio Rank: 72
BOLSY Calmar Ratio Rank: 89
BOLSY Martin Ratio Rank: 83

VTI

VTI Risk / Return Rank: 54
VTI Sharpe Ratio Rank: 48
VTI Sortino Ratio Rank: 52
VTI Omega Ratio Rank: 56
VTI Calmar Ratio Rank: 51
VTI Martin Ratio Rank: 62

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BOLSY vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for B3 S.A. - Brasil Bolsa Balcão (BOLSY) 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.

	BOLSY	VTI	Difference
Sharpe ratio Return per unit of total volatility	1.45	0.94	+0.51
Sortino ratio Return per unit of downside risk	2.08	1.47	+0.62
Omega ratio Gain probability vs. loss probability	1.24	1.22	+0.02
Calmar ratio Return relative to maximum drawdown	3.98	1.53	+2.45
Martin ratio Return relative to average drawdown	7.94	7.16	+0.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BOLSY vs. VTI - Sharpe Ratio Comparison

The current BOLSY Sharpe Ratio is 1.45, which is higher than the VTI Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of BOLSY 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.

Sharpe Ratios by Period

	BOLSY	VTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.45	0.94	+0.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.62	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.75	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.05	0.48	-0.42

Correlation

The correlation between BOLSY and VTI is 0.15, 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.

Dividends

BOLSY vs. VTI - Dividend Comparison

BOLSY's dividend yield for the trailing twelve months is around 2.64%, more than VTI's 1.16% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BOLSY B3 S.A. - Brasil Bolsa Balcão	2.64%	1.82%	4.50%	2.54%	3.67%	5.59%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VTI Vanguard Total Stock Market ETF	1.16%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Drawdowns

BOLSY vs. VTI - Drawdown Comparison

The maximum BOLSY drawdown since its inception was -63.57%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for BOLSY and VTI.

Drawdown Indicators

	BOLSY	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-63.57%	-55.45%	-8.12%
Max Drawdown (1Y) Largest decline over 1 year	-19.52%	-8.92%	-10.60%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.36%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	-2.15%	-5.39%	+3.24%
Average Drawdown Average peak-to-trough decline	-24.00%	-8.08%	-15.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.79%	2.62%	+7.17%

Volatility

BOLSY vs. VTI - Volatility Comparison

B3 S.A. - Brasil Bolsa Balcão (BOLSY) has a higher volatility of 19.91% compared to Vanguard Total Stock Market ETF (VTI) at 5.41%. This indicates that BOLSY'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.

Volatility by Period

	BOLSY	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.91%	5.41%	+14.50%
Volatility (6M) Calculated over the trailing 6-month period	35.56%	9.75%	+25.81%
Volatility (1Y) Calculated over the trailing 1-year period	54.15%	19.02%	+35.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	102.50%	17.40%	+85.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	102.50%	18.28%	+84.22%