MO vs. VTI
MO (Altria Group, Inc.) 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, MO returned 7.21%/yr vs 14.63%/yr for VTI. Their 0.36 correlation means their historical movements had little consistent relationship.
Performance
MO vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, MO achieves a 22.29% return, which is significantly higher than VTI's 10.49% return. Over the past 10 years, MO has underperformed VTI with an annualized return of 7.21%, while VTI has yielded a comparatively higher 14.63% annualized return.
MO
- 1D
- 0.57%
- 1M
- -6.02%
- 6M
- 13.75%
- YTD
- 22.29%
- 1Y
- 18.10%
- 3Y*
- 23.87%
- 5Y*
- 15.92%
- 10Y*
- 7.21%
- ALL TIME*
- 17.80%
VTI
- 1D
- 0.53%
- 1M
- -0.15%
- 6M
- 8.77%
- YTD
- 10.49%
- 1Y
- 21.84%
- 3Y*
- 18.92%
- 5Y*
- 11.74%
- 10Y*
- 14.63%
- ALL TIME*
- 9.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $637.73M | $559.86M | $594.92M | |
| $1.06B | $1.16B | $1.24B |
MO vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MO Altria Group, Inc. | 22.29% | 18.17% | 40.76% | -3.70% | 4.37% | 24.18% | -10.21% | 7.87% | -27.14% | 9.45% |
VTI Vanguard Total Stock Market ETF | 10.49% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between MO and VTI is -0.28, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.28 |
Correlation (3Y) Balances recent behavior with more history. | -0.03 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.11 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.24 |
Correlation (All Time) Calculated using the full available price history since May 31, 2001 | 0.36 |
The correlation between MO and VTI shifts across timeframes, from -0.28 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MO vs. VTI — Risk / Return Rank
MO
VTI
MO vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Altria Group, Inc. (MO) 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.
| MO | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.27 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.09 | 2.23 | -1.14 |
| Martin ratioReturn relative to average drawdown | 2.71 | 9.62 | -6.91 |
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Drawdowns
MO vs. VTI - Drawdown Comparison
The maximum MO drawdown since its inception was -65.43%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for MO and VTI.
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Drawdown Indicators
| MO | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.43% | -55.45% | -9.98% |
Max Drawdown (1Y)Largest decline over 1 year | -16.40% | -8.92% | -7.48% |
Max Drawdown (3Y)Largest decline over 3 years | -16.40% | -19.30% | +2.90% |
Max Drawdown (5Y)Largest decline over 5 years | -25.83% | -25.36% | -0.47% |
Max Drawdown (10Y)Largest decline over 10 years | -53.69% | -35.00% | -18.69% |
Current DrawdownCurrent decline from peak | -8.80% | -1.36% | -7.44% |
Average DrawdownAverage peak-to-trough decline | -11.90% | -7.99% | -3.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.59% | 2.07% | +4.52% |
Volatility
MO vs. VTI - Volatility Comparison
Altria Group, Inc. (MO) has a higher volatility of 12.13% compared to Vanguard Total Stock Market ETF (VTI) at 3.46%. This indicates that MO'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
| MO | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.13% | 3.46% | +8.67% |
Volatility (6M)Calculated over the trailing 6-month period | 20.12% | 10.24% | +9.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.97% | 13.10% | +11.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.27% | 17.51% | +3.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.29% | 18.30% | +4.99% |
Dividends
MO vs. VTI - Dividend Comparison
MO's dividend yield for the trailing twelve months is around 6.21%, more than VTI's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MO Altria Group, Inc. | 6.21% | 7.21% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% |
VTI Vanguard Total Stock Market ETF | 1.06% | 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
MO and VTI have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MO has higher volatility (12.13%) compared to VTI (3.46%). In terms of maximum drawdown, MO dropped -65.43% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (1.52 vs 0.72), 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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