MSI vs. VEA
MSI (Motorola Solutions, Inc.) is a stock, while VEA (Vanguard FTSE Developed Markets ETF) is Foreign Large Cap Equities fund tracking the FTSE Developed All Cap ex US Index. Over the past 10 years, MSI returned 21.45%/yr vs 9.92%/yr for VEA. At a 0.50 correlation, their price movements are largely independent.
Performance
MSI vs. VEA - Performance Comparison
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Returns By Period
In the year-to-date period, MSI achieves a 7.68% return, which is significantly lower than VEA's 11.59% return. Over the past 10 years, MSI has outperformed VEA with an annualized return of 21.45%, while VEA has yielded a comparatively lower 9.92% annualized return.
MSI
- 1D
- -0.70%
- 1M
- 3.86%
- 6M
- 3.03%
- YTD
- 7.68%
- 1Y
- -1.28%
- 3Y*
- 12.71%
- 5Y*
- 14.69%
- 10Y*
- 21.45%
- ALL TIME*
- 8.89%
VEA
- 1D
- -0.67%
- 1M
- -4.26%
- 6M
- 7.02%
- YTD
- 11.59%
- 1Y
- 25.76%
- 3Y*
- 17.14%
- 5Y*
- 9.55%
- 10Y*
- 9.92%
- ALL TIME*
- 5.03%
MSI vs. VEA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSI Motorola Solutions, Inc. | 7.68% | -16.17% | 49.12% | 23.04% | -3.81% | 61.90% | 7.35% | 42.19% | 29.64% | 11.44% |
VEA Vanguard FTSE Developed Markets ETF | 11.59% | 35.16% | 3.15% | 17.93% | -15.34% | 11.66% | 9.71% | 22.62% | -14.75% | 26.42% |
Correlation
The correlation between MSI and VEA is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2007 | 0.50 |
Over the past year, the correlation between MSI and VEA has dropped to 0.19 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.
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Return for Risk
MSI vs. VEA — Risk / Return Rank
MSI
VEA
MSI vs. VEA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Motorola Solutions, Inc. (MSI) and Vanguard FTSE Developed Markets ETF (VEA). 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.
| MSI | VEA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -2.03 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.28 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 2.23 | -2.28 |
| Martin ratioReturn relative to average drawdown | -0.09 | 8.35 | -8.45 |
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Drawdowns
MSI vs. VEA - Drawdown Comparison
The maximum MSI drawdown since its inception was -93.60%, which is greater than VEA's maximum drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for MSI and VEA.
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Drawdown Indicators
| MSI | VEA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.60% | -60.68% | -32.92% |
Max Drawdown (1Y)Largest decline over 1 year | -25.45% | -11.63% | -13.82% |
Max Drawdown (3Y)Largest decline over 3 years | -27.01% | -13.45% | -13.56% |
Max Drawdown (5Y)Largest decline over 5 years | -27.23% | -29.71% | +2.48% |
Max Drawdown (10Y)Largest decline over 10 years | -32.81% | -35.73% | +2.92% |
Current DrawdownCurrent decline from peak | -17.12% | -4.37% | -12.75% |
Average DrawdownAverage peak-to-trough decline | -40.66% | -13.22% | -27.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.05% | 3.09% | +10.96% |
Volatility
MSI vs. VEA - Volatility Comparison
Motorola Solutions, Inc. (MSI) has a higher volatility of 5.89% compared to Vanguard FTSE Developed Markets ETF (VEA) at 5.31%. This indicates that MSI's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSI | VEA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.89% | 5.31% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 20.03% | 15.14% | +4.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.12% | 17.09% | +7.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.15% | 16.78% | +6.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.14% | 17.18% | +7.96% |
Dividends
MSI vs. VEA - Dividend Comparison
MSI's dividend yield for the trailing twelve months is around 1.15%, less than VEA's 2.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSI Motorola Solutions, Inc. | 1.15% | 1.17% | 0.87% | 1.16% | 1.26% | 1.07% | 1.55% | 1.46% | 1.85% | 2.14% | 2.05% | 2.09% |
VEA Vanguard FTSE Developed Markets ETF | 2.62% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
Frequently Asked Questions
MSI and VEA have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSI has higher volatility (5.89%) compared to VEA (5.31%). In terms of maximum drawdown, MSI dropped -93.60% vs VEA's -60.68%.
VEA currently has the higher Sharpe Ratio (1.52 vs -0.05), 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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