MS vs. VTI
MS (Morgan Stanley) 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, MS returned 27.59%/yr vs 15.07%/yr for VTI. A 0.70 correlation means they provide meaningful diversification when combined.
Performance
MS vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, MS achieves a 27.08% return, which is significantly higher than VTI's 10.70% return. Over the past 10 years, MS has outperformed VTI with an annualized return of 27.59%, while VTI has yielded a comparatively lower 15.07% annualized return.
MS
- 1D
- -0.80%
- 1M
- 12.84%
- YTD
- 27.08%
- 6M
- 27.48%
- 1Y
- 72.47%
- 3Y*
- 40.74%
- 5Y*
- 25.54%
- 10Y*
- 27.59%
VTI
- 1D
- 1.16%
- 1M
- 1.59%
- YTD
- 10.70%
- 6M
- 10.70%
- 1Y
- 27.29%
- 3Y*
- 20.67%
- 5Y*
- 12.86%
- 10Y*
- 15.07%
MS vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MS Morgan Stanley | 27.08% | 45.16% | 39.73% | 13.93% | -10.34% | 46.65% | 38.09% | 32.67% | -22.76% | 26.61% |
VTI Vanguard Total Stock Market ETF | 10.70% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between MS and VTI is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since May 31, 2001 | 0.70 |
The correlation between MS and VTI has been stable across timeframes, ranging from 0.62 to 0.70 - a consistent structural relationship.
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Return for Risk
MS vs. VTI — Risk / Return Rank
MS
VTI
MS vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley (MS) 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.
| MS | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.67 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.39 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.87 | 3.07 | +0.80 |
| Martin ratioReturn relative to average drawdown | 12.76 | 13.75 | -0.99 |
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Drawdowns
MS vs. VTI - Drawdown Comparison
The maximum MS drawdown since its inception was -88.12%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for MS and VTI.
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Drawdown Indicators
| MS | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.12% | -55.45% | -32.67% |
Max Drawdown (1Y)Largest decline over 1 year | -18.83% | -8.92% | -9.91% |
Max Drawdown (3Y)Largest decline over 3 years | -29.24% | -19.30% | -9.94% |
Max Drawdown (5Y)Largest decline over 5 years | -32.38% | -25.36% | -7.02% |
Max Drawdown (10Y)Largest decline over 10 years | -51.33% | -35.00% | -16.33% |
Current DrawdownCurrent decline from peak | -0.80% | -1.17% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -33.67% | -8.01% | -25.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.70% | 1.99% | +3.71% |
Volatility
MS vs. VTI - Volatility Comparison
Morgan Stanley (MS) has a higher volatility of 8.45% compared to Vanguard Total Stock Market ETF (VTI) at 4.84%. This indicates that MS'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
| MS | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.45% | 4.84% | +3.61% |
Volatility (6M)Calculated over the trailing 6-month period | 21.58% | 10.03% | +11.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.85% | 12.74% | +13.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.67% | 17.50% | +11.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.51% | 18.35% | +13.16% |
Dividends
MS vs. VTI - Dividend Comparison
MS's dividend yield for the trailing twelve months is around 1.79%, more than VTI's 1.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MS Morgan Stanley | 1.79% | 2.17% | 2.82% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% |
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
MS and VTI have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MS has higher volatility (8.45%) compared to VTI (4.84%). In terms of maximum drawdown, MS dropped -88.12% vs VTI's -55.45%.
MS currently has the higher Sharpe Ratio (2.82 vs 2.15), 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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