CSX vs. VTI
Compare and contrast key facts about CSX Corporation (CSX) 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: CSX or VTI.
Performance
CSX vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, CSX achieves a 2.38% return, which is significantly lower than VTI's 23.63% return. Both investments have delivered pretty close results over the past 10 years, with CSX having a 12.74% annualized return and VTI not far behind at 12.59%.
CSX
2.38%
2.96%
5.56%
12.64%
9.66%
12.74%
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| CSX | VTI | |
|---|---|---|
| Sharpe Ratio | 0.70 | 2.58 |
| Sortino Ratio | 1.11 | 3.45 |
| Omega Ratio | 1.14 | 1.48 |
| Calmar Ratio | 0.94 | 3.76 |
| Martin Ratio | 1.66 | 16.56 |
| Ulcer Index | 8.99% | 1.95% |
| Daily Std Dev | 21.23% | 12.51% |
| Max Drawdown | -69.19% | -55.45% |
| Current Drawdown | -7.81% | -2.43% |
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Correlation
The correlation between CSX and VTI is 0.64, 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
CSX vs. VTI - Risk-Adjusted Performance 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.
Dividends
CSX vs. VTI - Dividend Comparison
CSX's dividend yield for the trailing twelve months is around 1.34%, more than VTI's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSX CSX Corporation | 1.34% | 1.27% | 1.29% | 0.99% | 1.15% | 1.33% | 1.42% | 1.42% | 2.00% | 2.70% | 1.74% | 2.05% |
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
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. For additional features, visit the drawdowns tool.
Volatility
CSX vs. VTI - Volatility Comparison
CSX Corporation (CSX) has a higher volatility of 10.74% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. 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.