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EPHE vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EPHE vs. VTI

Last updated Jun 4, 2026

EPHE (iShares MSCI Philippines ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - EPHE is a Asia Pacific Equities fund tracking the MSCI Philippines Investable Market Index, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 10 years, EPHE returned -3.20%/yr vs 15.05%/yr for VTI. At a 0.47 correlation, their price movements are largely independent. EPHE charges 0.59%/yr vs 0.03%/yr for VTI.

Performance

EPHE vs. VTI - Performance Comparison

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

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Returns By Period

In the year-to-date period, EPHE achieves a -1.12% return, which is significantly lower than VTI's 11.20% return. Over the past 10 years, EPHE has underperformed VTI with an annualized return of -3.20%, while VTI has yielded a comparatively higher 15.05% annualized return.

EPHE

1D
0.24%
1M
1.36%
YTD
-1.12%
6M
0.64%
1Y
-9.52%
3Y*
0.24%
5Y*
-3.12%
10Y*
-3.20%

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

EPHE vs. VTI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EPHE
iShares MSCI Philippines ETF		-1.12%1.56%-1.41%1.27%-15.87%-2.23%-3.95%8.50%-17.50%20.20%
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 EPHE and VTI is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (10Y)
Calculated over the trailing 10-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2010

0.47

The correlation between EPHE and VTI shifts across timeframes, from 0.33 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.

EPHE vs. VTI - Sectors Allocation Comparison

Sectors
EPHE
VTI

Industrials

32.0%
9.8%

Financial Services

17.3%
12.0%

Utilities

14.3%
2.3%

Consumer Cyclical

13.6%
10.0%

Real Estate

10.7%
2.4%

Communication Services

5.3%
10.3%

Consumer Defensive

4.6%
4.7%

Energy

1.3%
3.7%

Basic Materials

1.0%
2.0%

Healthcare

-

9.2%

Technology

-

33.5%

Industrials

EPHE
32.0%
VTI
9.8%

Financial Services

EPHE
17.3%
VTI
12.0%

Utilities

EPHE
14.3%
VTI
2.3%

Consumer Cyclical

EPHE
13.6%
VTI
10.0%

Real Estate

EPHE
10.7%
VTI
2.4%

Communication Services

EPHE
5.3%
VTI
10.3%

Consumer Defensive

EPHE
4.6%
VTI
4.7%

Energy

EPHE
1.3%
VTI
3.7%

Basic Materials

EPHE
1.0%
VTI
2.0%

Healthcare

EPHE

-

VTI
9.2%

Technology

EPHE

-

VTI
33.5%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI Philippines ETF

Vanguard Total Stock Market ETF

Often compared with EPHE:
EPHE vs. VOOEPHE vs. EWYEPHE vs. EIDOEPHE vs. VTEPHE vs. VXUSEPHE vs. GOVTEPHE vs. ITOT
Often compared with VTI:
VTI vs. VOOVTI vs. VXUSVTI vs. SPYVTI vs. VTVTI vs. SCHDVTI vs. FZROXVTI vs. QQQ

Return for Risk

EPHE vs. VTI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EPHE
EPHE Risk / Return Rank: 44
Overall Rank
EPHE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
EPHE Sortino Ratio Rank: 44
Sortino Ratio Rank
EPHE Omega Ratio Rank: 44
Omega Ratio Rank
EPHE Calmar Ratio Rank: 44
Calmar Ratio Rank
EPHE Martin Ratio Rank: 44
Martin Ratio Rank
VTI
VTI Risk / Return Rank: 6868
Overall Rank
VTI Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6868
Sortino Ratio Rank
VTI Omega Ratio Rank: 6767
Omega Ratio Rank
VTI Calmar Ratio Rank: 6262
Calmar Ratio Rank
VTI Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EPHE vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Philippines ETF (EPHE) 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.

EPHEVTIDifference
Sharpe ratioReturn per unit of total volatility
-0.51
2.33

-2.83

Sortino ratioReturn per unit of downside risk
-0.62
3.18

-3.81

Omega ratioGain probability vs. loss probability

0.93

1.42

-0.49

Calmar ratioReturn relative to maximum drawdown

-0.59

3.17

-3.76

Martin ratioReturn relative to average drawdown

-1.05

14.62

-15.67

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EPHE vs. VTI - Sharpe Ratio Comparison

The current EPHE Sharpe Ratio is -0.51, which is lower than the VTI Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of EPHE 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.

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Sharpe Ratios by Period

EPHEVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.51

2.33

-2.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

0.73

-0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.14

0.82

-0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.51

-0.46

Drawdowns

EPHE vs. VTI - Drawdown Comparison

The maximum EPHE drawdown since its inception was -53.82%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for EPHE and VTI.

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Drawdown Indicators

EPHEVTIDifference

Max Drawdown

Largest peak-to-trough decline

-53.82%

-55.45%

+1.63%

Max Drawdown (1Y)

Largest decline over 1 year

-16.22%

-8.92%

-7.30%

Max Drawdown (3Y)

Largest decline over 3 years

-21.42%

-19.30%

-2.12%

Max Drawdown (5Y)

Largest decline over 5 years

-32.96%

-25.36%

-7.60%

Max Drawdown (10Y)

Largest decline over 10 years

-51.62%

-35.00%

-16.62%

Current Drawdown

Current decline from peak

-34.62%

-0.72%

-33.90%

Average Drawdown

Average peak-to-trough decline

-20.98%

-8.03%

-12.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.08%

1.93%

+7.15%

Volatility

EPHE vs. VTI - Volatility Comparison

iShares MSCI Philippines ETF (EPHE) has a higher volatility of 5.60% compared to Vanguard Total Stock Market ETF (VTI) at 2.96%. This indicates that EPHE'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

EPHEVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

2.96%

+2.64%

Volatility (6M)

Calculated over the trailing 6-month period

13.77%

9.13%

+4.64%

Volatility (1Y)

Calculated over the trailing 1-year period

18.87%

12.17%

+6.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.05%

17.40%

+0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.24%

18.30%

+3.94%

EPHE vs. VTI - Expense Ratio Comparison

EPHE has a 0.59% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

EPHE vs. VTI - Dividend Comparison

EPHE's dividend yield for the trailing twelve months is around 2.13%, more than VTI's 1.01% yield.

PositionTTM20252024202320222021202020192018201720162015
EPHE
iShares MSCI Philippines ETF		2.13%2.11%2.32%2.01%1.73%1.05%0.72%0.78%0.45%0.36%0.71%1.03%
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

EPHE and VTI have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EPHE has higher volatility (5.60%) compared to VTI (2.96%). In terms of maximum drawdown, EPHE dropped -53.82% vs VTI's -55.45%.

On 10-year performance, VTI leads with 15.05% vs -3.20% for EPHE. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 2.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VTI has performed better with a 15.05% return vs -3.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTI is cheaper with a 0.03% expense ratio, compared with 0.59% for EPHE.

EPHE has the higher dividend yield at 2.13%, compared with 1.01% for VTI.

EPHE is categorized as Asia Pacific Equities, while VTI is Large Cap Blend Equities. EPHE tracks MSCI Philippines Investable Market Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.59% for EPHE and 0.03% for VTI.

VTI currently has the higher Sharpe Ratio (2.33 vs -0.51), 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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