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IVV vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IVV and VTI is 0.99, 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.


-0.50.00.51.01.0

Performance

IVV vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P 500 ETF (IVV) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

580.00%600.00%620.00%640.00%660.00%680.00%700.00%OctoberNovemberDecember2025FebruaryMarch
609.11%
641.90%
IVV
VTI

Key characteristics

Sharpe Ratio

IVV:

0.77

VTI:

0.66

Sortino Ratio

IVV:

1.10

VTI:

0.96

Omega Ratio

IVV:

1.14

VTI:

1.12

Calmar Ratio

IVV:

1.05

VTI:

0.88

Martin Ratio

IVV:

3.63

VTI:

3.00

Ulcer Index

IVV:

2.90%

VTI:

3.08%

Daily Std Dev

IVV:

13.73%

VTI:

14.09%

Max Drawdown

IVV:

-55.25%

VTI:

-55.45%

Current Drawdown

IVV:

-7.22%

VTI:

-7.96%

Returns By Period

In the year-to-date period, IVV achieves a -2.94% return, which is significantly higher than VTI's -3.73% return. Over the past 10 years, IVV has outperformed VTI with an annualized return of 12.55%, while VTI has yielded a comparatively lower 11.82% annualized return.


IVV

YTD

-2.94%

1M

-4.30%

6M

-0.30%

1Y

9.82%

5Y*

19.34%

10Y*

12.55%

VTI

YTD

-3.73%

1M

-4.77%

6M

-0.86%

1Y

8.48%

5Y*

18.80%

10Y*

11.82%

*Annualized

Compare stocks, funds, or ETFs

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IVV vs. VTI - Expense Ratio Comparison

Both IVV 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%.


Expense ratio chart for IVV: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

IVV vs. VTI — Risk-Adjusted Performance Rank

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

IVV
The Risk-Adjusted Performance Rank of IVV is 6363
Overall Rank
The Sharpe Ratio Rank of IVV is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of IVV is 5858
Sortino Ratio Rank
The Omega Ratio Rank of IVV is 6060
Omega Ratio Rank
The Calmar Ratio Rank of IVV is 7070
Calmar Ratio Rank
The Martin Ratio Rank of IVV is 6868
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 5555
Overall Rank
The Sharpe Ratio Rank of VTI is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 5050
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 5151
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IVV vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 ETF (IVV) 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.


The chart of Sharpe ratio for IVV, currently valued at 0.77, compared to the broader market0.002.004.000.770.66
The chart of Sortino ratio for IVV, currently valued at 1.10, compared to the broader market-2.000.002.004.006.008.0010.0012.001.100.96
The chart of Omega ratio for IVV, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.12
The chart of Calmar ratio for IVV, currently valued at 1.05, compared to the broader market0.005.0010.0015.0020.001.050.88
The chart of Martin ratio for IVV, currently valued at 3.63, compared to the broader market0.0020.0040.0060.0080.00100.003.633.00
IVV
VTI

The current IVV Sharpe Ratio is 0.77, which is comparable to the VTI Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of IVV 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2025FebruaryMarch
0.77
0.66
IVV
VTI

Dividends

IVV vs. VTI - Dividend Comparison

IVV's dividend yield for the trailing twelve months is around 1.36%, more than VTI's 0.99% yield.


TTM20242023202220212020201920182017201620152014
IVV
iShares Core S&P 500 ETF
1.36%1.30%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%
VTI
Vanguard Total Stock Market ETF
0.99%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

IVV vs. VTI - Drawdown Comparison

The maximum IVV drawdown since its inception was -55.25%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for IVV and VTI. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-7.22%
-7.96%
IVV
VTI

Volatility

IVV vs. VTI - Volatility Comparison

iShares Core S&P 500 ETF (IVV) and Vanguard Total Stock Market ETF (VTI) have volatilities of 6.03% and 6.23%, 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.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2025FebruaryMarch
6.03%
6.23%
IVV
VTI