PRUIX vs. VTI
PRUIX (T. Rowe Price Equity Index 500 Fund - I Class) and VTI (Vanguard Total Stock Market ETF) are both Large Cap Blend Equities funds - PRUIX tracks the S&P 500 Index while VTI tracks the CRSP US Total Market Index. Both are passively managed. Over the past 10 years, PRUIX returned 15.49%/yr vs 15.31%/yr for VTI. With a 0.98 correlation, they move nearly in lockstep. PRUIX charges 0.05%/yr vs 0.03%/yr for VTI.
Performance
PRUIX vs. VTI - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with PRUIX having a 10.15% return and VTI slightly higher at 10.35%. Both investments have delivered pretty close results over the past 10 years, with PRUIX having a 15.49% annualized return and VTI not far behind at 15.31%.
PRUIX
- 1D
- 1.08%
- 1M
- 0.46%
- YTD
- 10.15%
- 6M
- 9.64%
- 1Y
- 27.12%
- 3Y*
- 20.93%
- 5Y*
- 14.05%
- 10Y*
- 15.49%
VTI
- 1D
- -0.32%
- 1M
- 0.55%
- YTD
- 10.35%
- 6M
- 9.59%
- 1Y
- 27.18%
- 3Y*
- 21.19%
- 5Y*
- 12.36%
- 10Y*
- 15.31%
PRUIX vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRUIX T. Rowe Price Equity Index 500 Fund - I Class | 10.15% | 17.82% | 24.95% | 26.24% | -18.14% | 28.62% | 18.31% | 31.63% | -4.44% | 21.14% |
VTI Vanguard Total Stock Market ETF | 10.35% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between PRUIX and VTI is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.98 |
The correlation between PRUIX and VTI has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.
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Return for Risk
PRUIX vs. VTI — Risk / Return Rank
PRUIX
VTI
PRUIX vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Equity Index 500 Fund - I Class (PRUIX) 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.
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.
| PRUIX | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.38 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.03 | 3.06 | -0.03 |
| Martin ratioReturn relative to average drawdown | 13.69 | 13.68 | +0.01 |
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Drawdowns
PRUIX vs. VTI - Drawdown Comparison
The maximum PRUIX drawdown since its inception was -33.80%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for PRUIX and VTI.
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Drawdown Indicators
| PRUIX | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.80% | -55.45% | +21.65% |
Max Drawdown (1Y)Largest decline over 1 year | -8.91% | -8.92% | +0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -18.76% | -19.30% | +0.54% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -25.36% | +0.84% |
Max Drawdown (10Y)Largest decline over 10 years | -33.80% | -35.00% | +1.20% |
Current DrawdownCurrent decline from peak | -1.36% | -1.48% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -4.22% | -8.01% | +3.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 1.99% | -0.02% |
Volatility
PRUIX vs. VTI - Volatility Comparison
T. Rowe Price Equity Index 500 Fund - I Class (PRUIX) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.77% and 4.74%, 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.
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Volatility by Period
| PRUIX | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 4.74% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.91% | 9.96% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.47% | 12.76% | -0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.08% | 17.49% | -0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.14% | 18.35% | -0.21% |
PRUIX vs. VTI - Expense Ratio Comparison
PRUIX has a 0.05% 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%.
Dividends
PRUIX vs. VTI - Dividend Comparison
PRUIX's dividend yield for the trailing twelve months is around 2.24%, more than VTI's 1.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRUIX T. Rowe Price Equity Index 500 Fund - I Class | 2.24% | 2.44% | 1.28% | 1.44% | 1.69% | 1.64% | 2.09% | 2.25% | 2.77% | 1.39% | 2.16% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.02% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
With a correlation of 0.99, PRUIX and VTI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
PRUIX has higher volatility (4.77%) compared to VTI (4.74%). In terms of maximum drawdown, PRUIX dropped -33.80% vs VTI's -55.45%.
PRUIX currently has the higher Sharpe Ratio (2.16 vs 2.14), 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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