INFY.NS vs. VTI
Compare and contrast key facts about Infosys Limited (INFY.NS) 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: INFY.NS or VTI.
Key characteristics
| INFY.NS | VTI | |
|---|---|---|
| YTD Return | 24.93% | 26.15% |
| 1Y Return | 40.29% | 35.28% |
| 3Y Return (Ann) | 4.41% | 8.67% |
| 5Y Return (Ann) | 24.93% | 15.15% |
| 10Y Return (Ann) | 16.76% | 12.89% |
| Sharpe Ratio | 1.82 | 3.04 |
| Sortino Ratio | 2.65 | 4.05 |
| Omega Ratio | 1.33 | 1.57 |
| Calmar Ratio | 1.55 | 4.47 |
| Martin Ratio | 4.87 | 19.73 |
| Ulcer Index | 8.20% | 1.94% |
| Daily Std Dev | 22.03% | 12.58% |
| Max Drawdown | -83.04% | -55.45% |
| Current Drawdown | -4.30% | -0.44% |
Correlation
The correlation between INFY.NS and VTI is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
INFY.NS vs. VTI - Performance Comparison
The year-to-date returns for both investments are quite close, with INFY.NS having a 24.93% return and VTI slightly higher at 26.15%. Over the past 10 years, INFY.NS has outperformed VTI with an annualized return of 16.76%, while VTI has yielded a comparatively lower 12.89% 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
INFY.NS vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Infosys Limited (INFY.NS) 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
INFY.NS vs. VTI - Dividend Comparison
INFY.NS's dividend yield for the trailing twelve months is around 2.62%, more than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INFY.NS Infosys Limited | 2.62% | 2.30% | 2.15% | 1.58% | 1.72% | 3.07% | 3.37% | 2.67% | 2.50% | 0.92% | 0.00% | 0.00% |
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
INFY.NS vs. VTI - Drawdown Comparison
The maximum INFY.NS drawdown since its inception was -83.04%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for INFY.NS and VTI. For additional features, visit the drawdowns tool.
Volatility
INFY.NS vs. VTI - Volatility Comparison
Infosys Limited (INFY.NS) has a higher volatility of 8.49% compared to Vanguard Total Stock Market ETF (VTI) at 3.97%. This indicates that INFY.NS'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.