CI vs. VTI
Compare and contrast key facts about Cigna Corporation (CI) 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: CI or VTI.
Performance
CI vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, CI achieves a 8.68% return, which is significantly lower than VTI's 23.63% return. Both investments have delivered pretty close results over the past 10 years, with CI having a 12.93% annualized return and VTI not far behind at 12.59%.
CI
8.68%
-4.31%
-4.32%
15.72%
11.44%
12.93%
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| CI | VTI | |
|---|---|---|
| Sharpe Ratio | 0.55 | 2.58 |
| Sortino Ratio | 1.08 | 3.45 |
| Omega Ratio | 1.16 | 1.48 |
| Calmar Ratio | 0.68 | 3.76 |
| Martin Ratio | 2.55 | 16.56 |
| Ulcer Index | 6.08% | 1.95% |
| Daily Std Dev | 28.30% | 12.51% |
| Max Drawdown | -84.34% | -55.45% |
| Current Drawdown | -12.36% | -2.43% |
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 CI and VTI is 0.49, 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
CI vs. VTI - Risk-Adjusted Performance 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.
Dividends
CI vs. VTI - Dividend Comparison
CI's dividend yield for the trailing twelve months is around 1.69%, more than VTI's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CI Cigna Corporation | 1.69% | 1.64% | 1.35% | 1.74% | 0.02% | 0.02% | 0.02% | 0.02% | 0.03% | 0.03% | 0.04% | 0.05% |
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
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. For additional features, visit the drawdowns tool.
Volatility
CI vs. VTI - Volatility Comparison
Cigna Corporation (CI) has a higher volatility of 11.38% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. 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.