CSCO vs. VTI
Compare and contrast key facts about Cisco Systems, Inc. (CSCO) 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: CSCO or VTI.
Performance
CSCO vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, CSCO achieves a 16.52% return, which is significantly lower than VTI's 24.70% return. Over the past 10 years, CSCO has underperformed VTI with an annualized return of 11.26%, while VTI has yielded a comparatively higher 12.63% annualized return.
CSCO
16.52%
0.44%
23.43%
21.95%
8.27%
11.26%
VTI
24.70%
1.36%
12.03%
32.16%
15.00%
12.63%
Key characteristics
| CSCO | VTI | |
|---|---|---|
| Sharpe Ratio | 1.30 | 2.65 |
| Sortino Ratio | 1.95 | 3.54 |
| Omega Ratio | 1.26 | 1.49 |
| Calmar Ratio | 0.98 | 3.87 |
| Martin Ratio | 3.78 | 16.96 |
| Ulcer Index | 6.15% | 1.95% |
| Daily Std Dev | 17.89% | 12.52% |
| Max Drawdown | -89.26% | -55.45% |
| Current Drawdown | -3.67% | -1.58% |
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Correlation
The correlation between CSCO and VTI is 0.67, 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
CSCO vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cisco Systems, Inc. (CSCO) 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
CSCO vs. VTI - Dividend Comparison
CSCO's dividend yield for the trailing twelve months is around 2.79%, more than VTI's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSCO Cisco Systems, Inc. | 2.79% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% |
VTI Vanguard Total Stock Market ETF | 1.28% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
CSCO vs. VTI - Drawdown Comparison
The maximum CSCO drawdown since its inception was -89.26%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for CSCO and VTI. For additional features, visit the drawdowns tool.
Volatility
CSCO vs. VTI - Volatility Comparison
Cisco Systems, Inc. (CSCO) has a higher volatility of 4.92% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that CSCO'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.