CSX vs. VTI
CSX (CSX 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, CSX returned 19.66%/yr vs 15.05%/yr for VTI. A 0.63 correlation means they provide meaningful diversification when combined.
Performance
CSX vs. VTI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CSX achieves a 28.93% return, which is significantly higher than VTI's 11.20% return. Over the past 10 years, CSX has outperformed VTI with an annualized return of 19.66%, while VTI has yielded a comparatively lower 15.05% annualized return.
CSX
- 1D
- 0.65%
- 1M
- 4.16%
- YTD
- 28.93%
- 6M
- 30.00%
- 1Y
- 47.82%
- 3Y*
- 14.94%
- 5Y*
- 8.40%
- 10Y*
- 19.66%
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%
CSX vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSX CSX Corporation | 28.93% | 14.13% | -5.65% | 13.51% | -16.58% | 25.70% | 27.09% | 18.06% | 14.47% | 55.48% |
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 CSX and VTI is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2001 | 0.63 |
Over the past year, the correlation between CSX and VTI has dropped to 0.39 - well below their long-term average of 0.63, 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
CSX vs. VTI — Risk / Return Rank
CSX
VTI
CSX vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CSX Corporation (CSX) 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.
| CSX | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.42 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.04 | 3.17 | +0.87 |
| Martin ratioReturn relative to average drawdown | 10.81 | 14.62 | -3.81 |
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
| CSX | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 2.33 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.73 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.82 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.51 | -0.08 |
Drawdowns
CSX vs. VTI - Drawdown Comparison
The maximum CSX drawdown since its inception was -69.19%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for CSX and VTI.
Loading charts...
Drawdown Indicators
| CSX | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.19% | -55.45% | -13.74% |
Max Drawdown (1Y)Largest decline over 1 year | -11.89% | -8.92% | -2.97% |
Max Drawdown (3Y)Largest decline over 3 years | -29.44% | -19.30% | -10.14% |
Max Drawdown (5Y)Largest decline over 5 years | -29.44% | -25.36% | -4.08% |
Max Drawdown (10Y)Largest decline over 10 years | -40.55% | -35.00% | -5.55% |
Current DrawdownCurrent decline from peak | -1.18% | -0.72% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -15.92% | -8.03% | -7.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.44% | 1.93% | +2.51% |
Volatility
CSX vs. VTI - Volatility Comparison
CSX Corporation (CSX) has a higher volatility of 6.56% compared to Vanguard Total Stock Market ETF (VTI) at 2.96%. This indicates that CSX'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
| CSX | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.56% | 2.96% | +3.60% |
Volatility (6M)Calculated over the trailing 6-month period | 16.13% | 9.13% | +7.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.27% | 12.17% | +10.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.47% | 17.40% | +6.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.81% | 18.30% | +9.51% |
Dividends
CSX vs. VTI - Dividend Comparison
CSX's dividend yield for the trailing twelve months is around 1.16%, more than VTI's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSX CSX Corporation | 1.16% | 1.43% | 1.49% | 1.27% | 1.29% | 0.99% | 1.15% | 1.33% | 1.42% | 1.42% | 2.00% | 2.70% |
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
CSX and VTI have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSX has higher volatility (6.56%) compared to VTI (2.96%). In terms of maximum drawdown, CSX dropped -69.19% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (2.33 vs 2.17), 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 CSX 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