PM vs. VTI
Compare and contrast key facts about Philip Morris International Inc. (PM) 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: PM or VTI.
Performance
PM vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, PM achieves a 42.84% return, which is significantly higher than VTI's 23.63% return. Over the past 10 years, PM has underperformed VTI with an annualized return of 9.55%, while VTI has yielded a comparatively higher 12.59% annualized return.
PM
42.84%
7.64%
33.09%
48.17%
15.35%
9.55%
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| PM | VTI | |
|---|---|---|
| Sharpe Ratio | 2.52 | 2.58 |
| Sortino Ratio | 3.72 | 3.45 |
| Omega Ratio | 1.52 | 1.48 |
| Calmar Ratio | 4.29 | 3.76 |
| Martin Ratio | 14.86 | 16.56 |
| Ulcer Index | 3.32% | 1.95% |
| Daily Std Dev | 19.55% | 12.51% |
| Max Drawdown | -42.87% | -55.45% |
| Current Drawdown | -2.57% | -2.43% |
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Correlation
The correlation between PM and VTI is 0.45, 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
PM vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Philip Morris International Inc. (PM) 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
PM vs. VTI - Dividend Comparison
PM's dividend yield for the trailing twelve months is around 4.06%, more than VTI's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PM Philip Morris International Inc. | 4.06% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% | 4.11% |
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
PM vs. VTI - Drawdown Comparison
The maximum PM drawdown since its inception was -42.87%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for PM and VTI. For additional features, visit the drawdowns tool.
Volatility
PM vs. VTI - Volatility Comparison
Philip Morris International Inc. (PM) has a higher volatility of 12.61% compared to Vanguard Total Stock Market ETF (VTI) at 4.27%. This indicates that PM'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.