HDB vs. VTI
Compare and contrast key facts about HDFC Bank Limited (HDB) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HDB or VTI.
Key characteristics
| HDB | VTI | |
|---|---|---|
| YTD Return | -6.33% | 26.21% |
| 1Y Return | 9.93% | 38.35% |
| 3Y Return (Ann) | -2.95% | 8.70% |
| 5Y Return (Ann) | 1.26% | 15.34% |
| 10Y Return (Ann) | 10.11% | 12.90% |
| Sharpe Ratio | 0.34 | 3.04 |
| Sortino Ratio | 0.62 | 4.05 |
| Omega Ratio | 1.09 | 1.57 |
| Calmar Ratio | 0.28 | 4.46 |
| Martin Ratio | 0.83 | 19.72 |
| Ulcer Index | 11.68% | 1.94% |
| Daily Std Dev | 28.28% | 12.58% |
| Max Drawdown | -67.92% | -55.45% |
| Current Drawdown | -21.09% | -0.39% |
Correlation
The correlation between HDB and VTI is 0.48, 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
HDB vs. VTI - Performance Comparison
In the year-to-date period, HDB achieves a -6.33% return, which is significantly lower than VTI's 26.21% return. Over the past 10 years, HDB has underperformed VTI with an annualized return of 10.11%, while VTI has yielded a comparatively higher 12.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
HDB vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HDFC Bank Limited (HDB) 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.
Dividends
HDB vs. VTI - Dividend Comparison
HDB's dividend yield for the trailing twelve months is around 1.12%, less than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HDB HDFC Bank Limited | 1.12% | 2.08% | 1.74% | 0.81% | 0.00% | 0.68% | 0.55% | 0.50% | 0.70% | 0.61% | 1.99% | 0.89% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
HDB vs. VTI - Drawdown Comparison
The maximum HDB drawdown since its inception was -67.92%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for HDB and VTI. For additional features, visit the drawdowns tool.
Volatility
HDB vs. VTI - Volatility Comparison
HDFC Bank Limited (HDB) has a higher volatility of 7.93% compared to Vanguard Total Stock Market ETF (VTI) at 4.06%. This indicates that HDB'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.