ITOT vs. VTI
Compare and contrast key facts about iShares Core S&P Total U.S. Stock Market ETF (ITOT) and Vanguard Total Stock Market ETF (VTI).
ITOT and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004. 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. Both ITOT and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ITOT or VTI.
Performance
ITOT vs. VTI - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with ITOT having a 23.59% return and VTI slightly higher at 23.63%. Both investments have delivered pretty close results over the past 10 years, with ITOT having a 12.67% annualized return and VTI not far behind at 12.59%.
ITOT
23.59%
0.89%
11.48%
32.37%
14.63%
12.67%
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| ITOT | VTI | |
|---|---|---|
| Sharpe Ratio | 2.57 | 2.58 |
| Sortino Ratio | 3.45 | 3.45 |
| Omega Ratio | 1.47 | 1.48 |
| Calmar Ratio | 3.80 | 3.76 |
| Martin Ratio | 16.52 | 16.56 |
| Ulcer Index | 1.96% | 1.95% |
| Daily Std Dev | 12.57% | 12.51% |
| Max Drawdown | -55.21% | -55.45% |
| Current Drawdown | -2.49% | -2.43% |
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ITOT vs. VTI - Expense Ratio Comparison
Both ITOT and VTI have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between ITOT and VTI is 0.98, 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.
Risk-Adjusted Performance
ITOT vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Total U.S. Stock Market ETF (ITOT) 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
ITOT vs. VTI - Dividend Comparison
ITOT's dividend yield for the trailing twelve months is around 1.23%, less than VTI's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
ITOT vs. VTI - Drawdown Comparison
The maximum ITOT drawdown since its inception was -55.21%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for ITOT and VTI. For additional features, visit the drawdowns tool.
Volatility
ITOT vs. VTI - Volatility Comparison
iShares Core S&P Total U.S. Stock Market ETF (ITOT) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.26% and 4.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.