PG vs. ITOT
PG (The Procter & Gamble Company) is a stock, while ITOT (iShares Core S&P Total U.S. Stock Market ETF) is Large Cap Blend Equities fund tracking the S&P Total Market Index. Over the past 10 years, PG returned 8.96%/yr vs 14.99%/yr for ITOT. At a 0.44 correlation, their price movements are largely independent.
Performance
PG vs. ITOT - Performance Comparison
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Returns By Period
In the year-to-date period, PG achieves a 5.93% return, which is significantly lower than ITOT's 9.69% return. Over the past 10 years, PG has underperformed ITOT with an annualized return of 8.96%, while ITOT has yielded a comparatively higher 14.99% annualized return.
PG
- 1D
- 0.86%
- 1M
- 5.18%
- YTD
- 5.93%
- 6M
- 6.28%
- 1Y
- -5.68%
- 3Y*
- 3.69%
- 5Y*
- 4.73%
- 10Y*
- 8.96%
ITOT
- 1D
- 0.59%
- 1M
- 0.46%
- YTD
- 9.69%
- 6M
- 9.77%
- 1Y
- 24.78%
- 3Y*
- 20.61%
- 5Y*
- 12.20%
- 10Y*
- 14.99%
PG vs. ITOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 5.93% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 9.69% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
Correlation
The correlation between PG and ITOT is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2004 | 0.44 |
The correlation between PG and ITOT shifts across timeframes, from -0.00 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PG vs. ITOT — Risk / Return Rank
PG
ITOT
PG vs. ITOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.
| PG | ITOT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.27 | ||
| Sortino ratioReturn per unit of downside risk | -2.97 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.35 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 2.80 | -3.16 |
| Martin ratioReturn relative to average drawdown | -0.68 | 12.50 | -13.18 |
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Drawdowns
PG vs. ITOT - Drawdown Comparison
The maximum PG drawdown since its inception was -54.25%, roughly equal to the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for PG and ITOT.
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Drawdown Indicators
| PG | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -55.20% | +0.95% |
Max Drawdown (1Y)Largest decline over 1 year | -15.52% | -8.90% | -6.62% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -19.44% | -1.71% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -25.36% | +1.59% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -35.00% | +11.23% |
Current DrawdownCurrent decline from peak | -13.29% | -2.12% | -11.17% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -6.96% | -5.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.80% | 1.99% | +6.81% |
Volatility
PG vs. ITOT - Volatility Comparison
The Procter & Gamble Company (PG) has a higher volatility of 6.99% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 4.57%. This indicates that PG's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PG | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.99% | 4.57% | +2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 15.01% | 9.85% | +5.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.78% | 12.69% | +6.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.82% | 17.43% | +0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.05% | 18.29% | +0.76% |
Dividends
PG vs. ITOT - Dividend Comparison
PG's dividend yield for the trailing twelve months is around 2.85%, more than ITOT's 0.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 0.99% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
PG The Procter & Gamble Company | 2.85% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
Frequently Asked Questions
PG and ITOT have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PG has higher volatility (6.99%) compared to ITOT (4.57%). In terms of maximum drawdown, PG dropped -54.25% vs ITOT's -55.20%.
ITOT currently has the higher Sharpe Ratio (1.96 vs -0.30), 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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