MO vs. VT

Last updated Jun 26, 2026

MO (Altria Group, 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, MO returned 7.86%/yr vs 13.25%/yr for VT. At a 0.35 correlation, their price movements are largely independent.

Performance

MO vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Altria Group, Inc. (MO) 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, MO achieves a 31.03% return, which is significantly higher than VT's 10.43% return. Over the past 10 years, MO has underperformed VT with an annualized return of 7.86%, while VT has yielded a comparatively higher 13.25% annualized return.

MO

• 1D: 1.58%
• 1M: 2.67%
• YTD: 31.03%
• 6M: 30.44%
• 1Y: 32.64%
• 3Y*: 27.63%
• 5Y*: 17.74%
• 10Y*: 7.86%

VT

• 1D: 0.38%
• 1M: -1.25%
• YTD: 10.43%
• 6M: 9.42%
• 1Y: 24.79%
• 3Y*: 20.08%
• 5Y*: 10.49%
• 10Y*: 13.25%

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

MO vs. VT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MO Altria Group, Inc.	31.03%	18.17%	40.76%	-3.70%	4.37%	24.18%	-10.21%	7.87%	-27.14%	9.45%
VT Vanguard Total World Stock ETF	10.43%	22.43%	16.49%	22.02%	-18.00%	18.27%	16.59%	26.81%	-9.76%	24.50%

Correlation

The correlation between MO and VT is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.22
Correlation (3Y) Calculated over the trailing 3-year period	0.01
Correlation (5Y) Calculated over the trailing 5-year period	0.15
Correlation (10Y) Calculated over the trailing 10-year period	0.25
Correlation (All Time) Calculated using the full available price history since Jun 26, 2008	0.35

The correlation between MO and VT shifts across timeframes, from -0.22 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.

Return for Risk

MO vs. VT — Risk / Return Rank

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

MO

MO Risk / Return Rank: 78
MO Sharpe Ratio Rank: 82
MO Sortino Ratio Rank: 77
MO Omega Ratio Rank: 78
MO Calmar Ratio Rank: 77
MO Martin Ratio Rank: 78

VT

VT Risk / Return Rank: 65
VT Sharpe Ratio Rank: 65
VT Sortino Ratio Rank: 64
VT Omega Ratio Rank: 65
VT Calmar Ratio Rank: 61
VT Martin Ratio Rank: 69

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.

MO vs. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Altria Group, Inc. (MO) 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.

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.

	MO	VT	Difference
Sharpe ratio: Return per unit of total volatility	1.43	1.84	-0.41
Sortino ratio: Return per unit of downside risk	1.97	2.54	-0.57
Omega ratio: Gain probability vs. loss probability	1.27	1.34	-0.07
Calmar ratio: Return relative to maximum drawdown	2.00	2.57	-0.57
Martin ratio: Return relative to average drawdown	5.01	11.09	-6.08

MO vs. VT - Sharpe Ratio Comparison

The current MO Sharpe Ratio is 1.43, which is comparable to the VT Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of MO 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.

Drawdowns

MO vs. VT - Drawdown Comparison

The maximum MO drawdown since its inception was -65.43%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for MO and VT.

Drawdown Indicators

	MO	VT	Difference
Max Drawdown Largest peak-to-trough decline	-65.43%	-50.27%	-15.16%
Max Drawdown (1Y) Largest decline over 1 year	-16.40%	-9.67%	-6.73%
Max Drawdown (3Y) Largest decline over 3 years	-16.40%	-16.51%	+0.11%
Max Drawdown (5Y) Largest decline over 5 years	-25.83%	-26.38%	+0.55%
Max Drawdown (10Y) Largest decline over 10 years	-53.69%	-34.24%	-19.45%
Current Drawdown Current decline from peak	-0.33%	-2.47%	+2.14%
Average Drawdown Average peak-to-trough decline	-11.92%	-7.00%	-4.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.53%	2.24%	+4.29%

Volatility

MO vs. VT - Volatility Comparison

Altria Group, Inc. (MO) has a higher volatility of 7.48% compared to Vanguard Total World Stock ETF (VT) at 5.53%. This indicates that MO'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

	MO	VT	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.48%	5.53%	+1.95%
Volatility (6M) Calculated over the trailing 6-month period	18.01%	11.28%	+6.73%
Volatility (1Y) Calculated over the trailing 1-year period	22.94%	13.51%	+9.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.73%	16.19%	+4.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.01%	17.19%	+5.82%

Dividends

MO vs. VT - Dividend Comparison

MO's dividend yield for the trailing twelve months is around 5.79%, more than VT's 1.60% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MO Altria Group, Inc.	5.79%	7.21%	7.65%	9.52%	8.05%	7.43%	8.29%	6.57%	6.07%	3.56%	3.48%	3.73%
VT Vanguard Total World Stock ETF	1.60%	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 MO and VT in my portfolio?

MO and VT 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.

Which is riskier, MO or VT?

MO has higher volatility (7.48%) compared to VT (5.53%). In terms of maximum drawdown, MO dropped -65.43% vs VT's -50.27%.

Which has better risk-adjusted returns?

VT currently has the higher Sharpe Ratio (1.84 vs 1.43), 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.