BSX vs. VTI
Compare and contrast key facts about Boston Scientific Corporation (BSX) 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: BSX or VTI.
Performance
BSX vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, BSX achieves a 50.48% return, which is significantly higher than VTI's 23.63% return. Over the past 10 years, BSX has outperformed VTI with an annualized return of 21.05%, while VTI has yielded a comparatively lower 12.59% annualized return.
BSX
50.48%
-1.23%
16.53%
60.08%
15.38%
21.05%
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| BSX | VTI | |
|---|---|---|
| Sharpe Ratio | 3.77 | 2.58 |
| Sortino Ratio | 4.97 | 3.45 |
| Omega Ratio | 1.68 | 1.48 |
| Calmar Ratio | 8.59 | 3.76 |
| Martin Ratio | 36.73 | 16.56 |
| Ulcer Index | 1.68% | 1.95% |
| Daily Std Dev | 16.31% | 12.51% |
| Max Drawdown | -89.15% | -55.45% |
| Current Drawdown | -2.01% | -2.43% |
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Correlation
The correlation between BSX and VTI is 0.50, 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
BSX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Scientific Corporation (BSX) 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
BSX vs. VTI - Dividend Comparison
BSX has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.29%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSX Boston Scientific Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
BSX vs. VTI - Drawdown Comparison
The maximum BSX drawdown since its inception was -89.15%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for BSX and VTI. For additional features, visit the drawdowns tool.
Volatility
BSX vs. VTI - Volatility Comparison
Boston Scientific Corporation (BSX) has a higher volatility of 4.71% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that BSX'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.