POMIX vs. VTI
Compare and contrast key facts about T. Rowe Price Total Equity Market Index Fund (POMIX) and Vanguard Total Stock Market ETF (VTI).
POMIX is managed by T. Rowe Price. It was launched on Jan 30, 1998. 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: POMIX or VTI.
Key characteristics
| POMIX | VTI | |
|---|---|---|
| YTD Return | 25.91% | 26.21% |
| 1Y Return | 38.15% | 38.35% |
| 3Y Return (Ann) | 8.69% | 8.70% |
| 5Y Return (Ann) | 15.00% | 15.34% |
| 10Y Return (Ann) | 12.64% | 12.90% |
| Sharpe Ratio | 2.92 | 3.04 |
| Sortino Ratio | 3.94 | 4.05 |
| Omega Ratio | 1.55 | 1.57 |
| Calmar Ratio | 4.44 | 4.46 |
| Martin Ratio | 19.31 | 19.72 |
| Ulcer Index | 1.97% | 1.94% |
| Daily Std Dev | 13.02% | 12.58% |
| Max Drawdown | -55.54% | -55.45% |
| Current Drawdown | -0.37% | -0.39% |
Correlation
The correlation between POMIX and VTI is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
POMIX vs. VTI - Performance Comparison
The year-to-date returns for both investments are quite close, with POMIX having a 25.91% return and VTI slightly higher at 26.21%. Both investments have delivered pretty close results over the past 10 years, with POMIX having a 12.64% annualized return and VTI not far ahead at 12.90%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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POMIX vs. VTI - Expense Ratio Comparison
POMIX has a 0.20% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
POMIX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Total Equity Market Index Fund (POMIX) 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
POMIX vs. VTI - Dividend Comparison
POMIX's dividend yield for the trailing twelve months is around 0.95%, less than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
POMIX T. Rowe Price Total Equity Market Index Fund | 0.95% | 1.20% | 1.46% | 1.02% | 1.17% | 1.52% | 1.77% | 1.43% | 1.62% | 1.78% | 1.41% | 1.27% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
POMIX vs. VTI - Drawdown Comparison
The maximum POMIX drawdown since its inception was -55.54%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for POMIX and VTI. For additional features, visit the drawdowns tool.
Volatility
POMIX vs. VTI - Volatility Comparison
T. Rowe Price Total Equity Market Index Fund (POMIX) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.01% and 4.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.