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PALL vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PALL and VTI is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

PALL vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aberdeen Standard Physical Palladium Shares ETF (PALL) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PALL:

0.02

VTI:

0.62

Sortino Ratio

PALL:

0.12

VTI:

1.00

Omega Ratio

PALL:

1.01

VTI:

1.15

Calmar Ratio

PALL:

-0.03

VTI:

0.64

Martin Ratio

PALL:

-0.15

VTI:

2.41

Ulcer Index

PALL:

16.68%

VTI:

5.15%

Daily Std Dev

PALL:

32.39%

VTI:

20.42%

Max Drawdown

PALL:

-73.63%

VTI:

-55.45%

Current Drawdown

PALL:

-69.66%

VTI:

-3.69%

Returns By Period

In the year-to-date period, PALL achieves a 7.17% return, which is significantly higher than VTI's 0.73% return. Over the past 10 years, PALL has underperformed VTI with an annualized return of 1.76%, while VTI has yielded a comparatively higher 12.19% annualized return.


PALL

YTD

7.17%

1M

4.30%

6M

0.01%

1Y

0.63%

3Y*

-22.46%

5Y*

-13.20%

10Y*

1.76%

VTI

YTD

0.73%

1M

7.49%

6M

-2.07%

1Y

12.58%

3Y*

13.53%

5Y*

15.39%

10Y*

12.19%

*Annualized

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PALL vs. VTI - Expense Ratio Comparison

PALL has a 0.60% expense ratio, which is higher than VTI's 0.03% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PALL vs. VTI — Risk-Adjusted Performance Rank

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

PALL
The Risk-Adjusted Performance Rank of PALL is 1717
Overall Rank
The Sharpe Ratio Rank of PALL is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of PALL is 1818
Sortino Ratio Rank
The Omega Ratio Rank of PALL is 1717
Omega Ratio Rank
The Calmar Ratio Rank of PALL is 1616
Calmar Ratio Rank
The Martin Ratio Rank of PALL is 1616
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 6767
Overall Rank
The Sharpe Ratio Rank of VTI is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PALL vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aberdeen Standard Physical Palladium Shares ETF (PALL) 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.


The current PALL Sharpe Ratio is 0.02, which is lower than the VTI Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of PALL and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PALL vs. VTI - Dividend Comparison

PALL has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.29%.


TTM20242023202220212020201920182017201620152014
PALL
Aberdeen Standard Physical Palladium Shares ETF
0.00%0.00%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
1.29%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

PALL vs. VTI - Drawdown Comparison

The maximum PALL drawdown since its inception was -73.63%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for PALL and VTI.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PALL vs. VTI - Volatility Comparison

Aberdeen Standard Physical Palladium Shares ETF (PALL) has a higher volatility of 8.18% compared to Vanguard Total Stock Market ETF (VTI) at 4.81%. This indicates that PALL'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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