DSI vs. VTI
Compare and contrast key facts about iShares MSCI KLD 400 Social ETF (DSI) and Vanguard Total Stock Market ETF (VTI).
DSI and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DSI is a passively managed fund by iShares that tracks the performance of the MSCI KLD 400 Social Index. It was launched on Nov 14, 2006. 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. Both DSI and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DSI or VTI.
Key characteristics
| DSI | VTI | |
|---|---|---|
| YTD Return | 26.72% | 26.35% |
| 1Y Return | 40.64% | 40.48% |
| 3Y Return (Ann) | 8.70% | 8.68% |
| 5Y Return (Ann) | 16.25% | 15.37% |
| 10Y Return (Ann) | 13.32% | 12.90% |
| Sharpe Ratio | 2.85 | 3.10 |
| Sortino Ratio | 3.76 | 4.13 |
| Omega Ratio | 1.53 | 1.58 |
| Calmar Ratio | 3.97 | 4.21 |
| Martin Ratio | 17.81 | 20.25 |
| Ulcer Index | 2.21% | 1.94% |
| Daily Std Dev | 13.81% | 12.68% |
| Max Drawdown | -54.23% | -55.45% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between DSI and VTI is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
DSI vs. VTI - Performance Comparison
The year-to-date returns for both stocks are quite close, with DSI having a 26.72% return and VTI slightly lower at 26.35%. Both investments have delivered pretty close results over the past 10 years, with DSI having a 13.32% annualized return and VTI not far behind at 12.90%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DSI vs. VTI - Expense Ratio Comparison
DSI has a 0.25% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
DSI vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI KLD 400 Social ETF (DSI) 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
DSI vs. VTI - Dividend Comparison
DSI's dividend yield for the trailing twelve months is around 0.98%, less than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSI iShares MSCI KLD 400 Social ETF | 0.98% | 1.19% | 1.39% | 0.99% | 1.22% | 1.40% | 1.63% | 1.28% | 1.92% | 1.46% | 1.26% | 1.27% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
DSI vs. VTI - Drawdown Comparison
The maximum DSI drawdown since its inception was -54.23%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for DSI and VTI. For additional features, visit the drawdowns tool.
Volatility
DSI vs. VTI - Volatility Comparison
iShares MSCI KLD 400 Social ETF (DSI) has a higher volatility of 4.32% compared to Vanguard Total Stock Market ETF (VTI) at 4.11%. This indicates that DSI'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.