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IRT vs. VTI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IRT vs. VTI - Performance Comparison

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

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IRT vs. VTI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IRT
Independence Realty Trust, Inc.
-13.84%-8.55%34.27%-5.58%-32.88%98.03%0.28%62.55%-1.90%21.74%
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, IRT achieves a -13.84% return, which is significantly lower than VTI's -4.01% return. Both investments have delivered pretty close results over the past 10 years, with IRT having a 13.23% annualized return and VTI not far ahead at 13.60%.


IRT

1D
0.54%
1M
-9.11%
YTD
-13.84%
6M
-7.22%
1Y
-26.93%
3Y*
1.36%
5Y*
2.58%
10Y*
13.23%

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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Return for Risk

IRT vs. VTI — Risk / Return Rank

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

IRT
IRT Risk / Return Rank: 77
Overall Rank
IRT Sharpe Ratio Rank: 33
Sharpe Ratio Rank
IRT Sortino Ratio Rank: 55
Sortino Ratio Rank
IRT Omega Ratio Rank: 77
Omega Ratio Rank
IRT Calmar Ratio Rank: 77
Calmar Ratio Rank
IRT Martin Ratio Rank: 1313
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.

IRT vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Independence Realty Trust, Inc. (IRT) 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.


IRTVTIDifference

Sharpe ratio

Return per unit of total volatility

-1.13

0.96

-2.08

Sortino ratio

Return per unit of downside risk

-1.55

1.48

-3.03

Omega ratio

Gain probability vs. loss probability

0.81

1.23

-0.41

Calmar ratio

Return relative to maximum drawdown

-0.91

1.52

-2.43

Martin ratio

Return relative to average drawdown

-1.38

7.26

-8.64

IRT vs. VTI - Sharpe Ratio Comparison

The current IRT Sharpe Ratio is -1.13, which is lower than the VTI Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of IRT 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


IRTVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.13

0.96

-2.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.60

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.75

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.48

-0.10

Correlation

The correlation between IRT and VTI is 0.43, 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.


Dividends

IRT vs. VTI - Dividend Comparison

IRT's dividend yield for the trailing twelve months is around 4.57%, more than VTI's 1.17% yield.


TTM20252024202320222021202020192018201720162015
IRT
Independence Realty Trust, Inc.
4.57%3.83%3.23%4.05%3.20%2.24%4.02%5.11%7.84%7.14%8.07%9.59%
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

IRT vs. VTI - Drawdown Comparison

The maximum IRT drawdown since its inception was -56.46%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for IRT and VTI.


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Drawdown Indicators


IRTVTIDifference

Max Drawdown

Largest peak-to-trough decline

-56.46%

-55.45%

-1.01%

Max Drawdown (1Y)

Largest decline over 1 year

-28.07%

-12.30%

-15.77%

Max Drawdown (5Y)

Largest decline over 5 years

-54.73%

-25.36%

-29.37%

Max Drawdown (10Y)

Largest decline over 10 years

-56.46%

-35.00%

-21.46%

Current Drawdown

Current decline from peak

-38.76%

-6.25%

-32.51%

Average Drawdown

Average peak-to-trough decline

-16.34%

-8.08%

-8.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.57%

2.58%

+15.99%

Volatility

IRT vs. VTI - Volatility Comparison

The current volatility for Independence Realty Trust, Inc. (IRT) is 4.74%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 5.45%. This indicates that IRT experiences smaller price fluctuations and is considered to be less risky 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


IRTVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.74%

5.45%

-0.71%

Volatility (6M)

Calculated over the trailing 6-month period

15.18%

9.73%

+5.45%

Volatility (1Y)

Calculated over the trailing 1-year period

24.07%

19.01%

+5.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.12%

17.42%

+9.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.91%

18.29%

+11.62%