HON vs. VTI
HON (Honeywell International 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, HON returned 9.24%/yr vs 14.67%/yr for VTI. A 0.69 correlation means they provide meaningful diversification when combined.
Performance
HON vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, HON achieves a 9.76% return, which is significantly lower than VTI's 10.96% return. Over the past 10 years, HON has underperformed VTI with an annualized return of 9.24%, while VTI has yielded a comparatively higher 14.67% annualized return.
HON
- 1D
- -1.84%
- 1M
- -3.81%
- 6M
- 2.65%
- YTD
- 9.76%
- 1Y
- -2.62%
- 3Y*
- 5.17%
- 5Y*
- 1.83%
- 10Y*
- 9.24%
VTI
- 1D
- -0.78%
- 1M
- 1.22%
- 6M
- 8.45%
- YTD
- 10.96%
- 1Y
- 21.85%
- 3Y*
- 19.76%
- 5Y*
- 12.01%
- 10Y*
- 14.67%
HON vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HON Honeywell International Inc | 9.76% | -6.37% | 10.02% | 0.02% | 4.90% | -0.29% | 22.97% | 36.70% | -8.27% | 35.10% |
VTI Vanguard Total Stock Market ETF | 10.96% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between HON and VTI is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since May 31, 2001 | 0.69 |
Over the past year, the correlation between HON and VTI has dropped to 0.41 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.
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Return for Risk
HON vs. VTI — Risk / Return Rank
HON
VTI
HON vs. VTI - Risk-Adjusted Trends 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.
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.
| HON | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.81 | ||
| Sortino ratioReturn per unit of downside risk | -2.33 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.31 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.16 | 2.46 | -2.62 |
| Martin ratioReturn relative to average drawdown | -0.27 | 10.78 | -11.04 |
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Drawdowns
HON vs. VTI - Drawdown Comparison
The maximum HON drawdown since its inception was -70.09%, 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.
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Drawdown Indicators
| HON | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.09% | -55.45% | -14.64% |
Max Drawdown (1Y)Largest decline over 1 year | -16.54% | -8.92% | -7.62% |
Max Drawdown (3Y)Largest decline over 3 years | -22.10% | -19.30% | -2.80% |
Max Drawdown (5Y)Largest decline over 5 years | -27.13% | -25.36% | -1.77% |
Max Drawdown (10Y)Largest decline over 10 years | -43.01% | -35.00% | -8.01% |
Current DrawdownCurrent decline from peak | -14.09% | -0.94% | -13.15% |
Average DrawdownAverage peak-to-trough decline | -20.26% | -8.00% | -12.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.89% | 2.03% | +7.86% |
Volatility
HON vs. VTI - Volatility Comparison
Honeywell International Inc (HON) has a higher volatility of 12.34% compared to Vanguard Total Stock Market ETF (VTI) at 4.08%. 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.
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Volatility by Period
| HON | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.34% | 4.08% | +8.26% |
Volatility (6M)Calculated over the trailing 6-month period | 20.77% | 10.13% | +10.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.84% | 12.85% | +12.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.39% | 17.51% | +4.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.81% | 18.29% | +5.52% |
Dividends
HON vs. VTI - Dividend Comparison
HON's dividend yield for the trailing twelve months is around 2.19%, more than VTI's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HON Honeywell International Inc | 2.19% | 2.25% | 1.93% | 1.99% | 1.85% | 1.81% | 1.71% | 1.90% | 2.24% | 1.79% | 2.11% | 2.07% |
VTI Vanguard Total Stock Market ETF | 1.05% | 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
HON and VTI have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HON has higher volatility (12.34%) compared to VTI (4.08%). In terms of maximum drawdown, HON dropped -70.09% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (1.71 vs -0.10), 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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