HON vs. VTI
Compare and contrast key facts about Honeywell International Inc (HON) 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: HON or VTI.
Performance
HON vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, HON achieves a 10.40% return, which is significantly lower than VTI's 24.77% return. Over the past 10 years, HON has underperformed VTI with an annualized return of 10.70%, while VTI has yielded a comparatively higher 12.63% annualized return.
HON
10.40%
2.84%
12.94%
21.06%
7.32%
10.70%
VTI
24.77%
1.74%
12.48%
32.60%
14.96%
12.63%
Key characteristics
| HON | VTI | |
|---|---|---|
| Sharpe Ratio | 1.20 | 2.58 |
| Sortino Ratio | 1.69 | 3.45 |
| Omega Ratio | 1.22 | 1.48 |
| Calmar Ratio | 1.45 | 3.76 |
| Martin Ratio | 4.11 | 16.48 |
| Ulcer Index | 5.04% | 1.96% |
| Daily Std Dev | 17.29% | 12.50% |
| Max Drawdown | -71.79% | -55.45% |
| Current Drawdown | -2.62% | -1.53% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between HON and VTI is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
HON vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Honeywell International Inc (HON) 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
HON vs. VTI - Dividend Comparison
HON's dividend yield for the trailing twelve months is around 1.93%, more than VTI's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HON Honeywell International Inc | 1.93% | 1.99% | 1.85% | 1.81% | 1.71% | 1.90% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.28% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
HON vs. VTI - Drawdown Comparison
The maximum HON drawdown since its inception was -71.79%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for HON and VTI. For additional features, visit the drawdowns tool.
Volatility
HON vs. VTI - Volatility Comparison
Honeywell International Inc (HON) has a higher volatility of 8.63% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that HON'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.