EIX vs. VTI
EIX (Edison International) 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, EIX returned 4.03%/yr vs 15.05%/yr for VTI. At a 0.41 correlation, their price movements are largely independent.
Performance
EIX vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, EIX achieves a 21.24% return, which is significantly higher than VTI's 11.20% return. Over the past 10 years, EIX has underperformed VTI with an annualized return of 4.03%, while VTI has yielded a comparatively higher 15.05% annualized return.
EIX
- 1D
- -0.08%
- 1M
- 2.70%
- YTD
- 21.24%
- 6M
- 27.00%
- 1Y
- 34.05%
- 3Y*
- 7.20%
- 5Y*
- 9.70%
- 10Y*
- 4.03%
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%
EIX vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIX Edison International | 21.24% | -20.42% | 15.24% | 17.37% | -2.58% | 13.59% | -12.75% | 37.61% | -6.65% | -9.48% |
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 EIX and VTI is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2001 | 0.41 |
Over the past year, the correlation between EIX and VTI has dropped to 0.14 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.
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Return for Risk
EIX vs. VTI — Risk / Return Rank
EIX
VTI
EIX vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Edison International (EIX) 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.
| EIX | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.01 | ||
| Sortino ratioReturn per unit of downside risk | -1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.42 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 3.17 | -0.10 |
| Martin ratioReturn relative to average drawdown | 7.84 | 14.62 | -6.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EIX | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 2.33 | -1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.73 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.14 | 0.82 | -0.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.51 | -0.18 |
Drawdowns
EIX vs. VTI - Drawdown Comparison
The maximum EIX drawdown since its inception was -72.18%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for EIX and VTI.
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Drawdown Indicators
| EIX | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.18% | -55.45% | -16.73% |
Max Drawdown (1Y)Largest decline over 1 year | -11.11% | -8.92% | -2.19% |
Max Drawdown (3Y)Largest decline over 3 years | -43.88% | -19.30% | -24.58% |
Max Drawdown (5Y)Largest decline over 5 years | -43.88% | -25.36% | -18.52% |
Max Drawdown (10Y)Largest decline over 10 years | -43.88% | -35.00% | -8.88% |
Current DrawdownCurrent decline from peak | -12.82% | -0.72% | -12.10% |
Average DrawdownAverage peak-to-trough decline | -15.03% | -8.03% | -7.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.97% | 1.93% | +3.04% |
Volatility
EIX vs. VTI - Volatility Comparison
Edison International (EIX) has a higher volatility of 6.53% compared to Vanguard Total Stock Market ETF (VTI) at 2.96%. This indicates that EIX'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.
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Volatility by Period
| EIX | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.53% | 2.96% | +3.57% |
Volatility (6M)Calculated over the trailing 6-month period | 17.15% | 9.13% | +8.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.89% | 12.17% | +13.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.38% | 17.40% | +7.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.04% | 18.30% | +9.74% |
Dividends
EIX vs. VTI - Dividend Comparison
EIX's dividend yield for the trailing twelve months is around 4.81%, more than VTI's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIX Edison International | 4.81% | 5.51% | 2.93% | 4.19% | 4.46% | 3.94% | 4.10% | 3.28% | 4.28% | 3.53% | 2.75% | 2.93% |
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
EIX and VTI have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EIX has higher volatility (6.53%) compared to VTI (2.96%). In terms of maximum drawdown, EIX dropped -72.18% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (2.33 vs 1.32), 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.
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