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VTI vs. GXG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTI and GXG is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

VTI vs. GXG - Performance Comparison

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

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Key characteristics

Sharpe Ratio

VTI:

0.65

GXG:

0.81

Sortino Ratio

VTI:

0.99

GXG:

1.14

Omega Ratio

VTI:

1.14

GXG:

1.15

Calmar Ratio

VTI:

0.64

GXG:

0.26

Martin Ratio

VTI:

2.38

GXG:

1.92

Ulcer Index

VTI:

5.16%

GXG:

8.28%

Daily Std Dev

VTI:

20.39%

GXG:

21.30%

Max Drawdown

VTI:

-55.45%

GXG:

-78.88%

Current Drawdown

VTI:

-3.95%

GXG:

-48.21%

Returns By Period

In the year-to-date period, VTI achieves a 0.46% return, which is significantly lower than GXG's 28.86% return. Over the past 10 years, VTI has outperformed GXG with an annualized return of 12.13%, while GXG has yielded a comparatively lower 0.21% annualized return.


VTI

YTD

0.46%

1M

6.40%

6M

-2.05%

1Y

13.21%

3Y*

13.43%

5Y*

15.25%

10Y*

12.13%

GXG

YTD

28.86%

1M

6.22%

6M

27.60%

1Y

17.19%

3Y*

5.43%

5Y*

11.89%

10Y*

0.21%

*Annualized

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Vanguard Total Stock Market ETF

Global X MSCI Colombia ETF

VTI vs. GXG - Expense Ratio Comparison

VTI has a 0.03% expense ratio, which is lower than GXG's 0.62% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

VTI vs. GXG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VTI
The Risk-Adjusted Performance Rank of VTI is 6060
Overall Rank
The Sharpe Ratio Rank of VTI is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 5757
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 5959
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6262
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6060
Martin Ratio Rank

GXG
The Risk-Adjusted Performance Rank of GXG is 5656
Overall Rank
The Sharpe Ratio Rank of GXG is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of GXG is 6666
Sortino Ratio Rank
The Omega Ratio Rank of GXG is 6161
Omega Ratio Rank
The Calmar Ratio Rank of GXG is 3131
Calmar Ratio Rank
The Martin Ratio Rank of GXG is 5151
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VTI vs. GXG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) and Global X MSCI Colombia ETF (GXG). 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.


The current VTI Sharpe Ratio is 0.65, which is comparable to the GXG Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of VTI and GXG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

VTI vs. GXG - Dividend Comparison

VTI's dividend yield for the trailing twelve months is around 1.29%, less than GXG's 4.72% yield.


TTM20242023202220212020201920182017201620152014
VTI
Vanguard Total Stock Market ETF
1.29%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%
GXG
Global X MSCI Colombia ETF
4.72%6.08%7.00%12.55%2.32%3.23%3.04%3.03%1.83%1.48%1.58%3.20%

Drawdowns

VTI vs. GXG - Drawdown Comparison

The maximum VTI drawdown since its inception was -55.45%, smaller than the maximum GXG drawdown of -78.88%. Use the drawdown chart below to compare losses from any high point for VTI and GXG.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

VTI vs. GXG - Volatility Comparison

Vanguard Total Stock Market ETF (VTI) has a higher volatility of 4.89% compared to Global X MSCI Colombia ETF (GXG) at 4.16%. This indicates that VTI's price experiences larger fluctuations and is considered to be riskier than GXG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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