FDS vs. VTI
FDS (FactSet Research Systems Inc.) 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, FDS returned 6.28%/yr vs 14.46%/yr for VTI. Their 0.57 correlation means they have sometimes moved together and sometimes differently.
Performance
FDS vs. VTI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FDS achieves a -1.19% return, which is significantly lower than VTI's 9.82% return. Over the past 10 years, FDS has underperformed VTI with an annualized return of 6.28%, while VTI has yielded a comparatively higher 14.46% annualized return.
FDS
- 1D
- 6.76%
- 1M
- 22.50%
- 6M
- 6.72%
- YTD
- -1.19%
- 1Y
- -30.29%
- 3Y*
- -12.34%
- 5Y*
- -3.05%
- 10Y*
- 6.28%
- ALL TIME*
- 15.72%
VTI
- 1D
- 0.22%
- 1M
- 1.04%
- 6M
- 7.26%
- YTD
- 9.82%
- 1Y
- 18.07%
- 3Y*
- 18.70%
- 5Y*
- 11.48%
- 10Y*
- 14.46%
- ALL TIME*
- 9.56%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $252.13M | $257.02M | $231.01M | |
| $1.03B | $1.17B | $1.23B |
FDS vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FDS FactSet Research Systems Inc. | -1.19% | -38.88% | 1.62% | 19.99% | -16.75% | 47.49% | 25.13% | 35.51% | 5.02% | 19.44% |
VTI Vanguard Total Stock Market ETF | 9.82% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between FDS and VTI is 0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.26 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.42 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.50 |
Correlation (All Time) Calculated using the full available price history since May 31, 2001 | 0.57 |
Over the past year, the correlation between FDS and VTI has dropped to 0.02 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FDS vs. VTI — Risk / Return Rank
FDS
VTI
FDS vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FactSet Research Systems Inc. (FDS) 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.
| FDS | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.07 | ||
| Sortino ratioReturn per unit of downside risk | -2.74 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.25 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.56 | 2.03 | -2.60 |
| Martin ratioReturn relative to average drawdown | -0.82 | 8.81 | -9.63 |
Loading charts...
Drawdowns
FDS vs. VTI - Drawdown Comparison
The maximum FDS drawdown since its inception was -61.13%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for FDS and VTI.
Loading charts...
Drawdown Indicators
| FDS | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.13% | -55.45% | -5.68% |
Max Drawdown (1Y)Largest decline over 1 year | -53.94% | -8.92% | -45.02% |
Max Drawdown (3Y)Largest decline over 3 years | -61.13% | -19.30% | -41.83% |
Max Drawdown (5Y)Largest decline over 5 years | -61.13% | -25.36% | -35.77% |
Max Drawdown (10Y)Largest decline over 10 years | -61.13% | -35.00% | -26.13% |
Current DrawdownCurrent decline from peak | -41.36% | -1.95% | -39.41% |
Average DrawdownAverage peak-to-trough decline | -13.39% | -7.99% | -5.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.02% | 2.06% | +34.96% |
Volatility
FDS vs. VTI - Volatility Comparison
FactSet Research Systems Inc. (FDS) has a higher volatility of 15.72% compared to Vanguard Total Stock Market ETF (VTI) at 3.01%. This indicates that FDS'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.
Loading charts...
Volatility by Period
| FDS | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.72% | 3.01% | +12.71% |
Volatility (6M)Calculated over the trailing 6-month period | 39.31% | 9.99% | +29.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.95% | 12.91% | +33.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.26% | 17.49% | +11.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.36% | 18.30% | +10.06% |
Dividends
FDS vs. VTI - Dividend Comparison
FDS's dividend yield for the trailing twelve months is around 1.57%, more than VTI's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDS FactSet Research Systems Inc. | 1.57% | 1.50% | 0.85% | 0.80% | 0.87% | 0.66% | 0.91% | 1.04% | 1.24% | 1.13% | 1.19% | 1.05% |
VTI Vanguard Total Stock Market ETF | 1.07% | 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
FDS and VTI have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FDS has higher volatility (15.72%) compared to VTI (3.01%). In terms of maximum drawdown, FDS dropped -61.13% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (1.41 vs -0.66), 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.
Find the right allocation for FDS and VTI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer