MDT vs. VTI
MDT (Medtronic plc) is a stock, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, MDT returned 2.04%/yr vs 14.84%/yr for VTI. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
MDT vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, MDT achieves a -15.31% return, which is significantly lower than VTI's 9.05% return. Over the past 10 years, MDT has underperformed VTI with an annualized return of 2.04%, while VTI has yielded a comparatively higher 14.84% annualized return.
MDT
- 1D
- -1.20%
- 1M
- 5.96%
- YTD
- -15.31%
- 6M
- -19.07%
- 1Y
- -4.79%
- 3Y*
- 2.04%
- 5Y*
- -5.25%
- 10Y*
- 2.04%
VTI
- 1D
- 0.30%
- 1M
- 0.44%
- YTD
- 9.05%
- 6M
- 8.94%
- 1Y
- 24.96%
- 3Y*
- 21.05%
- 5Y*
- 12.25%
- 10Y*
- 14.84%
MDT vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDT Medtronic plc | -15.31% | 24.05% | 0.28% | 9.58% | -22.55% | -9.79% | 5.70% | 27.34% | 15.18% | 15.90% |
VTI Vanguard Total Stock Market ETF | 9.05% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between MDT and VTI is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2001 | 0.53 |
Over the past year, the correlation between MDT and VTI has dropped to 0.22 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.
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Return for Risk
MDT vs. VTI — Risk / Return Rank
MDT
VTI
MDT vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Medtronic plc (MDT) 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.
| MDT | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.25 | ||
| Sortino ratioReturn per unit of downside risk | -2.93 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.36 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | 2.81 | -2.98 |
| Martin ratioReturn relative to average drawdown | -0.43 | 12.85 | -13.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MDT | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.23 | 2.02 | -2.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.24 | 0.71 | -0.95 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | 0.81 | -0.73 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.50 | -0.03 |
Drawdowns
MDT vs. VTI - Drawdown Comparison
The maximum MDT drawdown since its inception was -57.63%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for MDT and VTI.
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Drawdown Indicators
| MDT | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.63% | -55.45% | -2.18% |
Max Drawdown (1Y)Largest decline over 1 year | -28.90% | -8.92% | -19.98% |
Max Drawdown (3Y)Largest decline over 3 years | -28.90% | -19.30% | -9.60% |
Max Drawdown (5Y)Largest decline over 5 years | -45.10% | -25.36% | -19.74% |
Max Drawdown (10Y)Largest decline over 10 years | -45.10% | -35.00% | -10.10% |
Current DrawdownCurrent decline from peak | -30.81% | -2.64% | -28.17% |
Average DrawdownAverage peak-to-trough decline | -16.54% | -8.02% | -8.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.17% | 1.95% | +9.22% |
Volatility
MDT vs. VTI - Volatility Comparison
Medtronic plc (MDT) has a higher volatility of 10.04% compared to Vanguard Total Stock Market ETF (VTI) at 3.88%. This indicates that MDT'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
| MDT | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.04% | 3.88% | +6.16% |
Volatility (6M)Calculated over the trailing 6-month period | 16.19% | 9.55% | +6.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.95% | 12.44% | +8.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.93% | 17.44% | +4.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.24% | 18.33% | +4.91% |
Dividends
MDT vs. VTI - Dividend Comparison
MDT's dividend yield for the trailing twelve months is around 3.52%, more than VTI's 1.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDT Medtronic plc | 3.52% | 2.95% | 3.49% | 3.34% | 3.44% | 2.39% | 1.95% | 1.87% | 2.15% | 2.24% | 2.34% | 1.88% |
VTI Vanguard Total Stock Market ETF | 1.03% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
MDT and VTI have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MDT has higher volatility (10.04%) compared to VTI (3.88%). In terms of maximum drawdown, MDT dropped -57.63% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (2.02 vs -0.23), 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.
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