PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
IMTM vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IMTM vs. VTI

Last updated Jun 4, 2026

IMTM (iShares MSCI Intl Momentum Factor ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - IMTM is a Momentum fund tracking the MSCI World ex USA Momentum, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 10 years, IMTM returned 10.29%/yr vs 15.05%/yr for VTI. A 0.70 correlation means they provide meaningful diversification when combined. IMTM charges 0.30%/yr vs 0.03%/yr for VTI.

Performance

IMTM vs. VTI - Performance Comparison

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

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with IMTM having a 11.05% return and VTI slightly higher at 11.20%. Over the past 10 years, IMTM has underperformed VTI with an annualized return of 10.29%, while VTI has yielded a comparatively higher 15.05% annualized return.

IMTM

1D
-0.39%
1M
4.43%
YTD
11.05%
6M
14.04%
1Y
23.92%
3Y*
21.55%
5Y*
9.00%
10Y*
10.29%

VTI

1D
-0.72%
1M
4.99%
YTD
11.20%
6M
11.09%
1Y
28.18%
3Y*
22.07%
5Y*
12.69%
10Y*
15.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMTM vs. VTI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IMTM
iShares MSCI Intl Momentum Factor ETF		11.05%34.50%12.17%13.89%-16.81%3.50%22.17%24.52%-14.31%25.46%
VTI
Vanguard Total Stock Market ETF		11.20%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%

Correlation

The correlation between IMTM and VTI is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.75

Correlation (3Y)
Calculated over the trailing 3-year period

0.73

Correlation (5Y)
Calculated over the trailing 5-year period

0.76

Correlation (10Y)
Calculated over the trailing 10-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Jan 27, 2015

0.70

The correlation between IMTM and VTI has been stable across timeframes, ranging from 0.70 to 0.76 - a consistent structural relationship.

IMTM vs. VTI - Sectors Allocation Comparison

Sectors
IMTM
VTI

Financial Services

29.6%
12.0%

Industrials

17.5%
9.8%

Technology

11.4%
33.5%

Energy

9.4%
3.7%

Basic Materials

9.3%
2.0%

Healthcare

9.0%
9.2%

Utilities

6.4%
2.3%

Consumer Defensive

2.4%
4.7%

Communication Services

1.9%
10.3%

Consumer Cyclical

1.8%
10.0%

Real Estate

1.2%
2.4%

Financial Services

IMTM
29.6%
VTI
12.0%

Industrials

IMTM
17.5%
VTI
9.8%

Technology

IMTM
11.4%
VTI
33.5%

Energy

IMTM
9.4%
VTI
3.7%

Basic Materials

IMTM
9.3%
VTI
2.0%

Healthcare

IMTM
9.0%
VTI
9.2%

Utilities

IMTM
6.4%
VTI
2.3%

Consumer Defensive

IMTM
2.4%
VTI
4.7%

Communication Services

IMTM
1.9%
VTI
10.3%

Consumer Cyclical

IMTM
1.8%
VTI
10.0%

Real Estate

IMTM
1.2%
VTI
2.4%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI Intl Momentum Factor ETF

Vanguard Total Stock Market ETF

Often compared with IMTM:
IMTM vs. SPMOIMTM vs. IMOMIMTM vs. IWFM.LIMTM vs. VXUSIMTM vs. IDMOIMTM vs. VTIMTM vs. IWMO.MI
Often compared with VTI:
VTI vs. VOOVTI vs. VXUSVTI vs. SPYVTI vs. VTVTI vs. SCHDVTI vs. FZROXVTI vs. QQQ

Return for Risk

IMTM vs. VTI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IMTM
IMTM Risk / Return Rank: 4040
Overall Rank
IMTM Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IMTM Sortino Ratio Rank: 3939
Sortino Ratio Rank
IMTM Omega Ratio Rank: 3939
Omega Ratio Rank
IMTM Calmar Ratio Rank: 3737
Calmar Ratio Rank
IMTM Martin Ratio Rank: 4545
Martin Ratio Rank
VTI
VTI Risk / Return Rank: 6868
Overall Rank
VTI Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6868
Sortino Ratio Rank
VTI Omega Ratio Rank: 6767
Omega Ratio Rank
VTI Calmar Ratio Rank: 6262
Calmar Ratio Rank
VTI Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IMTM vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Momentum Factor ETF (IMTM) 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.

IMTMVTIDifference
Sharpe ratioReturn per unit of total volatility
1.41
2.33

-0.92

Sortino ratioReturn per unit of downside risk
2.07
3.18

-1.12

Omega ratioGain probability vs. loss probability

1.26

1.42

-0.16

Calmar ratioReturn relative to maximum drawdown

1.87

3.17

-1.30

Martin ratioReturn relative to average drawdown

7.46

14.62

-7.16

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IMTM vs. VTI - Sharpe Ratio Comparison

The current IMTM Sharpe Ratio is 1.41, which is lower than the VTI Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of IMTM and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

IMTMVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

2.33

-0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.73

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.82

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.51

0.00

Drawdowns

IMTM vs. VTI - Drawdown Comparison

The maximum IMTM drawdown since its inception was -32.66%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for IMTM and VTI.

Loading charts...

Drawdown Indicators

IMTMVTIDifference

Max Drawdown

Largest peak-to-trough decline

-32.66%

-55.45%

+22.79%

Max Drawdown (1Y)

Largest decline over 1 year

-12.85%

-8.92%

-3.93%

Max Drawdown (3Y)

Largest decline over 3 years

-12.85%

-19.30%

+6.45%

Max Drawdown (5Y)

Largest decline over 5 years

-32.66%

-25.36%

-7.30%

Max Drawdown (10Y)

Largest decline over 10 years

-32.66%

-35.00%

+2.34%

Current Drawdown

Current decline from peak

-0.39%

-0.72%

+0.33%

Average Drawdown

Average peak-to-trough decline

-7.45%

-8.03%

+0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

1.93%

+1.28%

Volatility

IMTM vs. VTI - Volatility Comparison

iShares MSCI Intl Momentum Factor ETF (IMTM) has a higher volatility of 5.48% compared to Vanguard Total Stock Market ETF (VTI) at 2.96%. This indicates that IMTM'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.

Loading charts...

Volatility by Period

IMTMVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.48%

2.96%

+2.52%

Volatility (6M)

Calculated over the trailing 6-month period

14.98%

9.13%

+5.85%

Volatility (1Y)

Calculated over the trailing 1-year period

17.04%

12.17%

+4.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.64%

17.40%

+0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.64%

18.30%

-0.66%

IMTM vs. VTI - Expense Ratio Comparison

IMTM has a 0.30% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

IMTM vs. VTI - Dividend Comparison

IMTM's dividend yield for the trailing twelve months is around 4.23%, more than VTI's 1.01% yield.

PositionTTM20252024202320222021202020192018201720162015
IMTM
iShares MSCI Intl Momentum Factor ETF		4.23%4.70%2.93%2.29%2.68%2.51%0.97%2.13%2.36%1.92%2.75%1.56%
VTI
Vanguard Total Stock Market ETF		1.01%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

IMTM and VTI have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IMTM has higher volatility (5.48%) compared to VTI (2.96%). In terms of maximum drawdown, IMTM dropped -32.66% vs VTI's -55.45%.

On 10-year performance, VTI leads with 15.05% vs 10.29% for IMTM. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 2.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VTI has performed better with a 15.05% return vs 10.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTI is cheaper with a 0.03% expense ratio, compared with 0.30% for IMTM.

IMTM has the higher dividend yield at 4.23%, compared with 1.01% for VTI.

IMTM is categorized as Momentum, while VTI is Large Cap Blend Equities. IMTM tracks MSCI World ex USA Momentum, while VTI tracks CRSP US Total Market Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.30% for IMTM and 0.03% for VTI.

VTI currently has the higher Sharpe Ratio (2.33 vs 1.41), 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.

Portfolio Optimizer

Find the right allocation for IMTM and VTI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer