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MMAX vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MMAX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Large Cap Max Buffer Mar ETF (MMAX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MMAX achieves a 3.01% return, which is significantly lower than VTI's 10.35% return.


MMAX

1D
-0.04%
1M
0.09%
YTD
3.01%
6M
3.19%
1Y
7.29%
3Y*
5Y*
10Y*

VTI

1D
-0.32%
1M
0.55%
YTD
10.35%
6M
9.59%
1Y
27.18%
3Y*
21.19%
5Y*
12.36%
10Y*
15.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MMAX vs. VTI - Yearly Performance Comparison


Correlation

The correlation between MMAX and VTI is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Apr 1, 2025

0.71

The correlation between MMAX and VTI has been stable across timeframes, ranging from 0.70 to 0.71 - a consistent structural relationship.

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Return for Risk

MMAX vs. VTI — Risk / Return Rank

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

MMAX
MMAX Risk / Return Rank: 9898
Overall Rank
MMAX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
MMAX Sortino Ratio Rank: 9898
Sortino Ratio Rank
MMAX Omega Ratio Rank: 9898
Omega Ratio Rank
MMAX Calmar Ratio Rank: 9898
Calmar Ratio Rank
MMAX Martin Ratio Rank: 9999
Martin Ratio Rank

VTI
VTI Risk / Return Rank: 6868
Overall Rank
VTI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6666
Sortino Ratio Rank
VTI Omega Ratio Rank: 6767
Omega Ratio Rank
VTI Calmar Ratio Rank: 6464
Calmar Ratio Rank
VTI Martin Ratio Rank: 7474
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.

MMAX vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Large Cap Max Buffer Mar ETF (MMAX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MMAXVTIDifference
Sharpe ratioReturn per unit of total volatility

+3.01

Sortino ratioReturn per unit of downside risk

+6.39

Omega ratioGain probability vs. loss probability

2.35

1.38

+0.96

Calmar ratioReturn relative to maximum drawdown

15.86

3.06

+12.80

Martin ratioReturn relative to average drawdown

84.16

13.68

+70.48

MMAX vs. VTI - Sharpe Ratio Comparison

The current MMAX Sharpe Ratio is 5.15, which is higher than the VTI Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of MMAX and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MMAX vs. VTI - Drawdown Comparison

The maximum MMAX drawdown since its inception was -1.93%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for MMAX and VTI.


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Drawdown Indicators


MMAXVTIDifference

Max Drawdown

Largest peak-to-trough decline

-1.93%

-55.45%

+53.52%

Max Drawdown (1Y)

Largest decline over 1 year

-0.46%

-8.92%

+8.46%

Max Drawdown (3Y)

Largest decline over 3 years

-19.30%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

Current Drawdown

Current decline from peak

-0.20%

-1.48%

+1.28%

Average Drawdown

Average peak-to-trough decline

-0.11%

-8.01%

+7.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.09%

1.99%

-1.90%

Volatility

MMAX vs. VTI - Volatility Comparison

The current volatility for iShares Large Cap Max Buffer Mar ETF (MMAX) is 0.52%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.74%. This indicates that MMAX 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


MMAXVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.52%

4.74%

-4.22%

Volatility (6M)

Calculated over the trailing 6-month period

1.06%

9.96%

-8.90%

Volatility (1Y)

Calculated over the trailing 1-year period

1.42%

12.76%

-11.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.48%

17.49%

-15.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.48%

18.35%

-15.87%

MMAX vs. VTI - Expense Ratio Comparison

MMAX has a 0.50% expense ratio, which is higher than VTI's 0.03% expense ratio.


Dividends

MMAX vs. VTI - Dividend Comparison

MMAX's dividend yield for the trailing twelve months is around 1.28%, more than VTI's 1.02% yield.


PositionTTM20252024202320222021202020192018201720162015
MMAX
iShares Large Cap Max Buffer Mar ETF
1.28%1.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.02%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


MMAX and VTI have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTI has higher volatility (4.74%) compared to MMAX (0.52%). In terms of maximum drawdown, MMAX dropped -1.93% vs VTI's -55.45%.

On 1-year performance, VTI leads with 27.18% vs 7.29% for MMAX. On fees, VTI is cheaper at 0.03% per year. On volatility, MMAX has been the lower-risk option at 0.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, VTI has performed better with a 27.18% return vs 7.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTI is cheaper with a 0.03% expense ratio, compared with 0.50% for MMAX.

MMAX has the higher dividend yield at 1.28%, compared with 1.02% for VTI.

MMAX is categorized as Defined Outcome, while VTI is Large Cap Blend Equities. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.50% for MMAX and 0.03% for VTI.

MMAX currently has the higher Sharpe Ratio (5.15 vs 2.14), 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.

Portfolio Optimizer

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