MAT vs. VT

Last updated Jun 4, 2026

MAT (Mattel, Inc.) is a stock, while VT (Vanguard Total World Stock ETF) is Global Equities fund tracking the FTSE Global All Cap Index. Over the past 10 years, MAT returned -7.01%/yr vs 12.74%/yr for VT. A 0.50 correlation means they provide meaningful diversification when combined.

Performance

MAT vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mattel, Inc. (MAT) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MAT achieves a -27.72% return, which is significantly lower than VT's 12.24% return. Over the past 10 years, MAT has underperformed VT with an annualized return of -7.01%, while VT has yielded a comparatively higher 12.74% annualized return.

MAT

• 1D: -0.21%
• 1M: -3.43%
• YTD: -27.72%
• 6M: -32.45%
• 1Y: -23.48%
• 3Y*: -7.43%
• 5Y*: -7.06%
• 10Y*: -7.01%

VT

• 1D: -0.88%
• 1M: 4.91%
• YTD: 12.24%
• 6M: 13.14%
• 1Y: 29.24%
• 3Y*: 20.93%
• 5Y*: 10.99%
• 10Y*: 12.74%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MAT vs. VT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MAT Mattel, Inc.	-27.72%	11.90%	-6.09%	5.83%	-17.25%	23.55%	28.78%	35.64%	-35.05%	-41.86%
VT Vanguard Total World Stock ETF	12.24%	22.43%	16.49%	22.02%	-18.00%	18.27%	16.59%	26.81%	-9.76%	24.50%

Correlation

The correlation between MAT and VT is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.40
Correlation (3Y) Calculated over the trailing 3-year period	0.44
Correlation (5Y) Calculated over the trailing 5-year period	0.53
Correlation (10Y) Calculated over the trailing 10-year period	0.46
Correlation (All Time) Calculated using the full available price history since Jun 27, 2008	0.50

The correlation between MAT and VT shifts across timeframes, from 0.40 (1 year) to 0.53 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

MAT vs. VT — Risk / Return Rank

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

MAT

MAT Risk / Return Rank: 16
MAT Sharpe Ratio Rank: 16
MAT Sortino Ratio Rank: 19
MAT Omega Ratio Rank: 16
MAT Calmar Ratio Rank: 17
MAT Martin Ratio Rank: 13

VT

VT Risk / Return Rank: 67
VT Sharpe Ratio Rank: 68
VT Sortino Ratio Rank: 68
VT Omega Ratio Rank: 67
VT Calmar Ratio Rank: 60
VT Martin Ratio Rank: 71

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.

MAT vs. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mattel, Inc. (MAT) and Vanguard Total World Stock ETF (VT). 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.

	MAT	VT	Difference
Sharpe ratio: Return per unit of total volatility	-0.57	2.31	-2.89
Sortino ratio: Return per unit of downside risk	-0.50	3.20	-3.70
Omega ratio: Gain probability vs. loss probability	0.91	1.42	-0.50
Calmar ratio: Return relative to maximum drawdown	-0.65	3.04	-3.69
Martin ratio: Return relative to average drawdown	-1.24	13.53	-14.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MAT vs. VT - Sharpe Ratio Comparison

The current MAT Sharpe Ratio is -0.57, which is lower than the VT Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of MAT and VT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MAT	VT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.57	2.31	-2.89
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.19	0.69	-0.88
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.17	0.74	-0.91
Sharpe Ratio (All Time) Calculated using the full available price history	0.13	0.44	-0.31

Drawdowns

MAT vs. VT - Drawdown Comparison

The maximum MAT drawdown since its inception was -83.68%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for MAT and VT.

Drawdown Indicators

	MAT	VT	Difference
Max Drawdown Largest peak-to-trough decline	-83.68%	-50.27%	-33.41%
Max Drawdown (1Y) Largest decline over 1 year	-36.10%	-9.67%	-26.43%
Max Drawdown (3Y) Largest decline over 3 years	-36.56%	-16.51%	-20.05%
Max Drawdown (5Y) Largest decline over 5 years	-47.50%	-26.38%	-21.12%
Max Drawdown (10Y) Largest decline over 10 years	-77.44%	-34.24%	-43.20%
Current Drawdown Current decline from peak	-63.60%	-0.88%	-62.72%
Average Drawdown Average peak-to-trough decline	-41.35%	-7.02%	-34.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.98%	2.17%	+16.81%

Volatility

MAT vs. VT - Volatility Comparison

Mattel, Inc. (MAT) has a higher volatility of 7.07% compared to Vanguard Total World Stock ETF (VT) at 3.83%. This indicates that MAT's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MAT	VT	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.07%	3.83%	+3.24%
Volatility (6M) Calculated over the trailing 6-month period	34.68%	10.17%	+24.51%
Volatility (1Y) Calculated over the trailing 1-year period	41.00%	12.70%	+28.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.10%	16.05%	+21.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.85%	17.23%	+24.62%

Dividends

MAT vs. VT - Dividend Comparison

MAT has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.59%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MAT Mattel, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	5.92%	5.52%	5.59%
VT Vanguard Total World Stock ETF	1.59%	1.82%	1.95%	2.08%	2.20%	1.82%	1.66%	2.32%	2.53%	2.11%	2.39%	2.45%

Frequently Asked Questions

Can I hold both MAT and VT in my portfolio?

MAT and VT have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MAT or VT?

MAT has higher volatility (7.07%) compared to VT (3.83%). In terms of maximum drawdown, MAT dropped -83.68% vs VT's -50.27%.

Which has better risk-adjusted returns?

VT currently has the higher Sharpe Ratio (2.31 vs -0.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.