PGR vs. VTI
Compare and contrast key facts about The Progressive Corporation (PGR) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PGR or VTI.
Performance
PGR vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, PGR achieves a 61.61% return, which is significantly higher than VTI's 23.63% return. Over the past 10 years, PGR has outperformed VTI with an annualized return of 28.36%, while VTI has yielded a comparatively lower 12.59% annualized return.
PGR
61.61%
0.16%
22.36%
60.94%
31.54%
28.36%
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| PGR | VTI | |
|---|---|---|
| Sharpe Ratio | 3.09 | 2.58 |
| Sortino Ratio | 4.10 | 3.45 |
| Omega Ratio | 1.54 | 1.48 |
| Calmar Ratio | 8.91 | 3.76 |
| Martin Ratio | 23.66 | 16.56 |
| Ulcer Index | 2.67% | 1.95% |
| Daily Std Dev | 20.45% | 12.51% |
| Max Drawdown | -71.06% | -55.45% |
| Current Drawdown | -2.50% | -2.43% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between PGR and VTI is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
PGR vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Progressive Corporation (PGR) 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.
Dividends
PGR vs. VTI - Dividend Comparison
PGR's dividend yield for the trailing twelve months is around 0.45%, less than VTI's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGR The Progressive Corporation | 0.45% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% | 1.05% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
PGR vs. VTI - Drawdown Comparison
The maximum PGR drawdown since its inception was -71.06%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for PGR and VTI. For additional features, visit the drawdowns tool.
Volatility
PGR vs. VTI - Volatility Comparison
The Progressive Corporation (PGR) has a higher volatility of 6.58% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that PGR'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.