INFY vs. VTI
Compare and contrast key facts about Infosys Limited (INFY) 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 or VTI.
Performance
INFY vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, INFY achieves a 27.96% return, which is significantly higher than VTI's 26.27% return. Over the past 10 years, INFY has outperformed VTI with an annualized return of 13.52%, while VTI has yielded a comparatively lower 12.73% annualized return.
INFY
27.96%
3.79%
35.47%
33.78%
21.89%
13.52%
VTI
26.27%
4.02%
13.98%
33.61%
15.21%
12.73%
Key characteristics
| INFY | VTI | |
|---|---|---|
| Sharpe Ratio | 1.48 | 2.69 |
| Sortino Ratio | 2.28 | 3.58 |
| Omega Ratio | 1.28 | 1.49 |
| Calmar Ratio | 1.00 | 3.92 |
| Martin Ratio | 3.93 | 17.17 |
| Ulcer Index | 8.58% | 1.96% |
| Daily Std Dev | 22.83% | 12.51% |
| Max Drawdown | -90.32% | -55.45% |
| Current Drawdown | -5.78% | -0.35% |
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Correlation
The correlation between INFY and VTI is 0.53, 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.
Risk-Adjusted Performance
INFY vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Infosys Limited (INFY) 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 vs. VTI - Dividend Comparison
INFY's dividend yield for the trailing twelve months is around 2.57%, more than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INFY Infosys Limited | 2.57% | 2.33% | 2.28% | 1.58% | 1.72% | 3.10% | 3.45% | 5.12% | 2.55% | 2.30% | 8.14% | 1.45% |
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 vs. VTI - Drawdown Comparison
The maximum INFY drawdown since its inception was -90.32%, 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 and VTI. For additional features, visit the drawdowns tool.
Volatility
INFY vs. VTI - Volatility Comparison
Infosys Limited (INFY) has a higher volatility of 6.77% compared to Vanguard Total Stock Market ETF (VTI) at 4.20%. This indicates that INFY'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.