FG vs. VTI
FG (F&G Annuities & Life 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 3 years, FG returned 11.24%/yr vs 20.62%/yr for VTI. At a 0.39 correlation, their price movements are largely independent.
Performance
FG vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, FG achieves a -12.55% return, which is significantly lower than VTI's 8.80% return.
FG
- 1D
- -5.03%
- 1M
- -4.02%
- YTD
- -12.55%
- 6M
- -14.63%
- 1Y
- -14.64%
- 3Y*
- 11.24%
- 5Y*
- —
- 10Y*
- —
VTI
- 1D
- -0.01%
- 1M
- -0.86%
- YTD
- 8.80%
- 6M
- 7.33%
- 1Y
- 22.77%
- 3Y*
- 20.62%
- 5Y*
- 11.81%
- 10Y*
- 15.14%
FG vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FG F&G Annuities & Life Inc. | -12.55% | -23.60% | -7.98% | 137.11% | -9.05% |
VTI Vanguard Total Stock Market ETF | 8.80% | 17.10% | 23.81% | 26.05% | -5.86% |
Correlation
The correlation between FG and VTI is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2022 | 0.39 |
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Return for Risk
FG vs. VTI — Risk / Return Rank
FG
VTI
FG vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for F&G Annuities & Life Inc. (FG) 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.
| FG | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.19 | ||
| Sortino ratioReturn per unit of downside risk | -2.78 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.32 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | 2.56 | -2.92 |
| Martin ratioReturn relative to average drawdown | -0.82 | 11.37 | -12.19 |
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Drawdowns
FG vs. VTI - Drawdown Comparison
The maximum FG drawdown since its inception was -56.24%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for FG and VTI.
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Drawdown Indicators
| FG | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.24% | -55.45% | -0.79% |
Max Drawdown (1Y)Largest decline over 1 year | -40.92% | -8.92% | -32.00% |
Max Drawdown (3Y)Largest decline over 3 years | -56.24% | -19.30% | -36.94% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.36% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.00% | — |
Current DrawdownCurrent decline from peak | -42.94% | -2.86% | -40.08% |
Average DrawdownAverage peak-to-trough decline | -19.82% | -8.01% | -11.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.78% | 2.01% | +15.77% |
Volatility
FG vs. VTI - Volatility Comparison
F&G Annuities & Life Inc. (FG) has a higher volatility of 12.03% compared to Vanguard Total Stock Market ETF (VTI) at 4.93%. This indicates that FG'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
| FG | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.03% | 4.93% | +7.10% |
Volatility (6M)Calculated over the trailing 6-month period | 31.29% | 10.02% | +21.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.04% | 12.80% | +24.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.98% | 17.50% | +26.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.98% | 18.31% | +25.67% |
Dividends
FG vs. VTI - Dividend Comparison
FG's dividend yield for the trailing twelve months is around 3.67%, more than VTI's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FG F&G Annuities & Life Inc. | 3.67% | 2.95% | 2.05% | 1.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.04% | 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
FG and VTI have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FG has higher volatility (12.03%) compared to VTI (4.93%). In terms of maximum drawdown, FG dropped -56.24% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (1.79 vs -0.40), 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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