DIOD vs. VTI

Last updated Aug 1, 2026

DIOD (Diodes Incorporated) 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, DIOD returned 16.41%/yr vs 14.63%/yr for VTI. Their 0.55 correlation means they have sometimes moved together and sometimes differently.

Performance

DIOD vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Diodes Incorporated (DIOD) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DIOD achieves a 66.84% return, which is significantly higher than VTI's 10.49% return. Over the past 10 years, DIOD has outperformed VTI with an annualized return of 16.41%, while VTI has yielded a comparatively lower 14.63% annualized return.

DIOD

• 1D: 0.39%
• 1M: -14.47%
• 6M: 39.08%
• YTD: 66.84%
• 1Y: 68.31%
• 3Y*: -3.90%
• 5Y*: 0.08%
• 10Y*: 16.41%
• ALL TIME*: 17.52%

VTI

• 1D: 0.53%
• 1M: -0.15%
• 6M: 8.77%
• YTD: 10.49%
• 1Y: 21.84%
• 3Y*: 18.92%
• 5Y*: 11.74%
• 10Y*: 14.63%
• ALL TIME*: 9.58%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DIOD Diodes Incorporated	$38.41M	$42.30M	$67.99M
VTI Vanguard Total Stock Market ETF	$1.06B	$1.16B	$1.24B

DIOD vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DIOD Diodes Incorporated	66.84%	-19.99%	-23.41%	5.75%	-30.66%	55.76%	25.07%	74.74%	12.52%	11.69%
VTI Vanguard Total Stock Market ETF	10.49%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-5.23%	21.21%

Correlation

The correlation between DIOD and VTI is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.61
Correlation (3Y) Balances recent behavior with more history.	0.60
Correlation (5Y) Shows whether the relationship held over a longer period.	0.66
Correlation (10Y) Provides a long-term view across more market conditions.	0.64
Correlation (All Time) Calculated using the full available price history since May 31, 2001	0.55

The correlation between DIOD and VTI shifts across timeframes, from 0.55 (all time) to 0.66 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

DIOD vs. VTI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DIOD

DIOD Risk / Return Rank: 77
DIOD Sharpe Ratio Rank: 77
DIOD Sortino Ratio Rank: 76
DIOD Omega Ratio Rank: 75
DIOD Calmar Ratio Rank: 77
DIOD Martin Ratio Rank: 80

VTI

VTI Risk / Return Rank: 67
VTI Sharpe Ratio Rank: 67
VTI Sortino Ratio Rank: 64
VTI Omega Ratio Rank: 64
VTI Calmar Ratio Rank: 65
VTI Martin Ratio Rank: 77

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DIOD vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Diodes Incorporated (DIOD) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DIOD	VTI	Difference
Sharpe ratio: Return per unit of total volatility	1.07	1.52	-0.45
Sortino ratio: Return per unit of downside risk	1.79	2.12	-0.33
Omega ratio: Gain probability vs. loss probability	1.23	1.27	-0.04
Calmar ratio: Return relative to maximum drawdown	1.76	2.23	-0.47
Martin ratio: Return relative to average drawdown	5.22	9.62	-4.40

DIOD vs. VTI - Sharpe Ratio Comparison

The current DIOD Sharpe Ratio is 1.07, which is comparable to the VTI Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of DIOD and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DIOD vs. VTI - Drawdown Comparison

The maximum DIOD drawdown since its inception was -90.09%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for DIOD and VTI.

Drawdown Indicators

	DIOD	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-90.09%	-55.45%	-34.64%
Max Drawdown (1Y) Largest decline over 1 year	-38.02%	-8.92%	-29.10%
Max Drawdown (3Y) Largest decline over 3 years	-61.69%	-19.30%	-42.39%
Max Drawdown (5Y) Largest decline over 5 years	-69.52%	-25.36%	-44.16%
Max Drawdown (10Y) Largest decline over 10 years	-69.52%	-35.00%	-34.52%
Current Drawdown Current decline from peak	-32.94%	-1.36%	-31.58%
Average Drawdown Average peak-to-trough decline	-33.27%	-7.99%	-25.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.83%	2.07%	+10.76%

Volatility

DIOD vs. VTI - Volatility Comparison

Diodes Incorporated (DIOD) has a higher volatility of 21.54% compared to Vanguard Total Stock Market ETF (VTI) at 3.46%. This indicates that DIOD'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.

Volatility by Period

	DIOD	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.54%	3.46%	+18.08%
Volatility (6M) Calculated over the trailing 6-month period	52.27%	10.24%	+42.03%
Volatility (1Y) Calculated over the trailing 1-year period	62.94%	13.10%	+49.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	48.29%	17.51%	+30.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.12%	18.30%	+25.82%

Dividends

DIOD vs. VTI - Dividend Comparison

DIOD has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.06%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DIOD Diodes Incorporated	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VTI Vanguard Total Stock Market ETF	1.06%	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

Can I hold both DIOD and VTI in my portfolio?

DIOD and VTI have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DIOD or VTI?

DIOD has higher volatility (21.54%) compared to VTI (3.46%). In terms of maximum drawdown, DIOD dropped -90.09% vs VTI's -55.45%.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (1.52 vs 1.07), 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.