CI vs. VTI
CI (Cigna Corporation) is a stock, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, CI returned 8.67%/yr vs 15.05%/yr for VTI. At a 0.46 correlation, their price movements are largely independent.
Performance
CI vs. VTI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CI achieves a -1.09% return, which is significantly lower than VTI's 11.20% return. Over the past 10 years, CI has underperformed VTI with an annualized return of 8.67%, while VTI has yielded a comparatively higher 15.05% annualized return.
CI
- 1D
- -0.73%
- 1M
- -3.09%
- YTD
- -1.09%
- 6M
- 1.27%
- 1Y
- -11.72%
- 3Y*
- 3.66%
- 5Y*
- 3.21%
- 10Y*
- 8.67%
VTI
- 1D
- -0.72%
- 1M
- 4.99%
- YTD
- 11.20%
- 6M
- 11.09%
- 1Y
- 28.18%
- 3Y*
- 22.07%
- 5Y*
- 12.69%
- 10Y*
- 15.05%
CI vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CI Cigna Corporation | -1.09% | 1.72% | -6.27% | -7.97% | 46.68% | 12.29% | 1.83% | 7.70% | -6.46% | 52.29% |
VTI Vanguard Total Stock Market ETF | 11.20% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between CI and VTI is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2001 | 0.46 |
Over the past year, the correlation between CI and VTI has dropped to 0.12 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CI vs. VTI — Risk / Return Rank
CI
VTI
CI vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cigna Corporation (CI) 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.
| CI | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.69 | ||
| Sortino ratioReturn per unit of downside risk | -3.45 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.42 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.44 | 3.17 | -3.62 |
| Martin ratioReturn relative to average drawdown | -0.81 | 14.62 | -15.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CI | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.36 | 2.33 | -2.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.73 | -0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.82 | -0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.51 | -0.17 |
Drawdowns
CI vs. VTI - Drawdown Comparison
The maximum CI drawdown since its inception was -84.34%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for CI and VTI.
Loading charts...
Drawdown Indicators
| CI | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.34% | -55.45% | -28.89% |
Max Drawdown (1Y)Largest decline over 1 year | -26.54% | -8.92% | -17.62% |
Max Drawdown (3Y)Largest decline over 3 years | -32.10% | -19.30% | -12.80% |
Max Drawdown (5Y)Largest decline over 5 years | -32.10% | -25.36% | -6.74% |
Max Drawdown (10Y)Largest decline over 10 years | -42.47% | -35.00% | -7.47% |
Current DrawdownCurrent decline from peak | -23.95% | -0.72% | -23.23% |
Average DrawdownAverage peak-to-trough decline | -18.82% | -8.03% | -10.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.47% | 1.93% | +12.54% |
Volatility
CI vs. VTI - Volatility Comparison
Cigna Corporation (CI) has a higher volatility of 8.14% compared to Vanguard Total Stock Market ETF (VTI) at 2.96%. This indicates that CI'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.
Loading charts...
Volatility by Period
| CI | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.14% | 2.96% | +5.18% |
Volatility (6M)Calculated over the trailing 6-month period | 18.19% | 9.13% | +9.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.75% | 12.17% | +20.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.35% | 17.40% | +10.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.71% | 18.30% | +12.41% |
Dividends
CI vs. VTI - Dividend Comparison
CI's dividend yield for the trailing twelve months is around 1.69%, more than VTI's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CI Cigna Corporation | 1.69% | 2.19% | 2.03% | 1.64% | 1.35% | 1.74% | 0.02% | 0.02% | 0.02% | 0.02% | 0.03% | 0.03% |
VTI Vanguard Total Stock Market ETF | 1.01% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
CI and VTI have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CI has higher volatility (8.14%) compared to VTI (2.96%). In terms of maximum drawdown, CI dropped -84.34% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (2.33 vs -0.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for CI and VTI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer