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IPO vs. VTI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IPO vs. VTI - Performance Comparison

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

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IPO vs. VTI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IPO
Renaissance IPO ETF
-8.19%5.45%15.68%52.55%-57.26%-10.31%107.88%34.11%-17.24%37.16%
VTI
Vanguard Total Stock Market ETF
-4.01%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%

Returns By Period

In the year-to-date period, IPO achieves a -8.19% return, which is significantly lower than VTI's -4.01% return. Over the past 10 years, IPO has underperformed VTI with an annualized return of 8.27%, while VTI has yielded a comparatively higher 13.60% annualized return.


IPO

1D
5.57%
1M
-3.72%
YTD
-8.19%
6M
-15.44%
1Y
12.12%
3Y*
13.00%
5Y*
-7.82%
10Y*
8.27%

VTI

1D
2.93%
1M
-5.00%
YTD
-4.01%
6M
-1.66%
1Y
18.11%
3Y*
17.84%
5Y*
10.46%
10Y*
13.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IPO vs. VTI - Expense Ratio Comparison

IPO has a 0.60% expense ratio, which is higher than VTI's 0.03% expense ratio.


Return for Risk

IPO vs. VTI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IPO
IPO Risk / Return Rank: 2424
Overall Rank
IPO Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IPO Sortino Ratio Rank: 2727
Sortino Ratio Rank
IPO Omega Ratio Rank: 2525
Omega Ratio Rank
IPO Calmar Ratio Rank: 2323
Calmar Ratio Rank
IPO Martin Ratio Rank: 2020
Martin Ratio Rank

VTI
VTI Risk / Return Rank: 6565
Overall Rank
VTI Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6262
Sortino Ratio Rank
VTI Omega Ratio Rank: 6565
Omega Ratio Rank
VTI Calmar Ratio Rank: 6565
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.

IPO vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Renaissance IPO ETF (IPO) 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.


IPOVTIDifference

Sharpe ratio

Return per unit of total volatility

0.37

0.96

-0.59

Sortino ratio

Return per unit of downside risk

0.76

1.48

-0.73

Omega ratio

Gain probability vs. loss probability

1.09

1.23

-0.13

Calmar ratio

Return relative to maximum drawdown

0.45

1.52

-1.07

Martin ratio

Return relative to average drawdown

1.07

7.26

-6.19

IPO vs. VTI - Sharpe Ratio Comparison

The current IPO Sharpe Ratio is 0.37, which is lower than the VTI Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of IPO and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IPOVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

0.96

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

0.60

-0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.75

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.48

-0.26

Correlation

The correlation between IPO and VTI is 0.73, 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.


Dividends

IPO vs. VTI - Dividend Comparison

IPO's dividend yield for the trailing twelve months is around 0.62%, less than VTI's 1.17% yield.


TTM20252024202320222021202020192018201720162015
IPO
Renaissance IPO ETF
0.62%0.66%0.12%0.00%0.00%0.00%0.10%0.26%0.49%0.43%0.40%0.11%
VTI
Vanguard Total Stock Market ETF
1.17%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Drawdowns

IPO vs. VTI - Drawdown Comparison

The maximum IPO drawdown since its inception was -68.76%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for IPO and VTI.


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Drawdown Indicators


IPOVTIDifference

Max Drawdown

Largest peak-to-trough decline

-68.76%

-55.45%

-13.31%

Max Drawdown (1Y)

Largest decline over 1 year

-26.24%

-12.30%

-13.94%

Max Drawdown (5Y)

Largest decline over 5 years

-66.02%

-25.36%

-40.66%

Max Drawdown (10Y)

Largest decline over 10 years

-68.76%

-35.00%

-33.76%

Current Drawdown

Current decline from peak

-44.53%

-6.25%

-38.28%

Average Drawdown

Average peak-to-trough decline

-22.77%

-8.08%

-14.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.01%

2.58%

+8.43%

Volatility

IPO vs. VTI - Volatility Comparison

Renaissance IPO ETF (IPO) has a higher volatility of 10.75% compared to Vanguard Total Stock Market ETF (VTI) at 5.45%. This indicates that IPO'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


IPOVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.75%

5.45%

+5.30%

Volatility (6M)

Calculated over the trailing 6-month period

22.44%

9.73%

+12.71%

Volatility (1Y)

Calculated over the trailing 1-year period

32.74%

19.01%

+13.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.81%

17.42%

+18.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.27%

18.29%

+12.98%