BXMT vs. VTI
Compare and contrast key facts about Blackstone Mortgage Trust, Inc. (BXMT) 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: BXMT or VTI.
Performance
BXMT vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, BXMT achieves a -3.28% return, which is significantly lower than VTI's 25.64% return. Over the past 10 years, BXMT has underperformed VTI with an annualized return of 5.01%, while VTI has yielded a comparatively higher 12.67% annualized return.
BXMT
-3.28%
0.91%
16.78%
-4.70%
-2.78%
5.01%
VTI
25.64%
2.57%
14.24%
32.95%
15.11%
12.67%
Key characteristics
| BXMT | VTI | |
|---|---|---|
| Sharpe Ratio | -0.12 | 2.68 |
| Sortino Ratio | 0.04 | 3.57 |
| Omega Ratio | 1.01 | 1.49 |
| Calmar Ratio | -0.05 | 3.91 |
| Martin Ratio | -0.29 | 17.13 |
| Ulcer Index | 12.98% | 1.96% |
| Daily Std Dev | 30.75% | 12.51% |
| Max Drawdown | -97.98% | -55.45% |
| Current Drawdown | -74.69% | -0.84% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between BXMT and VTI is 0.41, 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
BXMT vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Blackstone Mortgage Trust, Inc. (BXMT) 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
BXMT vs. VTI - Dividend Comparison
BXMT's dividend yield for the trailing twelve months is around 12.41%, more than VTI's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BXMT Blackstone Mortgage Trust, Inc. | 12.41% | 11.66% | 11.71% | 8.10% | 9.01% | 6.66% | 7.78% | 7.71% | 8.25% | 8.52% | 6.79% | 2.65% |
VTI Vanguard Total Stock Market ETF | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
BXMT vs. VTI - Drawdown Comparison
The maximum BXMT drawdown since its inception was -97.98%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for BXMT and VTI. For additional features, visit the drawdowns tool.
Volatility
BXMT vs. VTI - Volatility Comparison
Blackstone Mortgage Trust, Inc. (BXMT) has a higher volatility of 7.15% compared to Vanguard Total Stock Market ETF (VTI) at 4.19%. This indicates that BXMT'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.