PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
QUAL vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

QUAL vs. VTI

Last updated Jun 4, 2026

QUAL (iShares MSCI USA Quality Factor ETF) and VTI (Vanguard Total Stock Market ETF) are both Large Cap Blend Equities funds - QUAL tracks the MSCI USA Sector Neutral Quality Index while VTI tracks the CRSP US Total Market Index. Both are passively managed. Over the past 10 years, QUAL returned 14.27%/yr vs 15.05%/yr for VTI. With a 0.96 correlation, they move nearly in lockstep. QUAL charges 0.15%/yr vs 0.03%/yr for VTI.

Performance

QUAL vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Quality Factor ETF (QUAL) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, QUAL achieves a 8.80% return, which is significantly lower than VTI's 11.20% return. Over the past 10 years, QUAL has underperformed VTI with an annualized return of 14.27%, while VTI has yielded a comparatively higher 15.05% annualized return.

QUAL

1D
-0.07%
1M
4.62%
YTD
8.80%
6M
8.86%
1Y
21.68%
3Y*
19.66%
5Y*
11.96%
10Y*
14.27%

VTI

1D
-0.72%
1M
4.99%
YTD
11.20%
6M
11.09%
1Y
28.18%
3Y*
22.07%
5Y*
12.69%
10Y*
15.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QUAL vs. VTI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
QUAL
iShares MSCI USA Quality Factor ETF		8.80%12.65%22.29%30.88%-20.50%26.94%17.04%33.89%-5.70%22.26%
VTI
Vanguard Total Stock Market ETF		11.20%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%

Correlation

The correlation between QUAL and VTI is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2013

0.96

The correlation between QUAL and VTI has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

QUAL vs. VTI - Sectors Allocation Comparison

Sectors
QUAL
VTI

Technology

36.5%
33.5%

Financial Services

11.5%
12.0%

Communication Services

11.1%
10.3%

Consumer Cyclical

9.3%
10.0%

Healthcare

9.0%
9.2%

Industrials

8.2%
9.8%

Consumer Defensive

4.9%
4.7%

Energy

4.0%
3.7%

Utilities

1.9%
2.3%

Real Estate

1.8%
2.4%

Basic Materials

1.7%
2.0%

Technology

QUAL
36.5%
VTI
33.5%

Financial Services

QUAL
11.5%
VTI
12.0%

Communication Services

QUAL
11.1%
VTI
10.3%

Consumer Cyclical

QUAL
9.3%
VTI
10.0%

Healthcare

QUAL
9.0%
VTI
9.2%

Industrials

QUAL
8.2%
VTI
9.8%

Consumer Defensive

QUAL
4.9%
VTI
4.7%

Energy

QUAL
4.0%
VTI
3.7%

Utilities

QUAL
1.9%
VTI
2.3%

Real Estate

QUAL
1.8%
VTI
2.4%

Basic Materials

QUAL
1.7%
VTI
2.0%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI USA Quality Factor ETF

Vanguard Total Stock Market ETF

Often compared with QUAL:
QUAL vs. SPHQQUAL vs. SPYQUAL vs. MTUMQUAL vs. USMVQUAL vs. VOOQUAL vs. IVVQUAL vs. SCHD
Often compared with VTI:
VTI vs. VOOVTI vs. VXUSVTI vs. SPYVTI vs. VTVTI vs. SCHDVTI vs. FZROXVTI vs. QQQ

Return for Risk

QUAL vs. VTI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QUAL
QUAL Risk / Return Rank: 5353
Overall Rank
QUAL Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
QUAL Sortino Ratio Rank: 5353
Sortino Ratio Rank
QUAL Omega Ratio Rank: 5151
Omega Ratio Rank
QUAL Calmar Ratio Rank: 4848
Calmar Ratio Rank
QUAL Martin Ratio Rank: 6060
Martin Ratio Rank
VTI
VTI Risk / Return Rank: 6868
Overall Rank
VTI Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6868
Sortino Ratio Rank
VTI Omega Ratio Rank: 6767
Omega Ratio Rank
VTI Calmar Ratio Rank: 6262
Calmar Ratio Rank
VTI Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QUAL vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Quality Factor ETF (QUAL) 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.

QUALVTIDifference
Sharpe ratioReturn per unit of total volatility
1.84
2.33

-0.49

Sortino ratioReturn per unit of downside risk
2.62
3.18

-0.56

Omega ratioGain probability vs. loss probability

1.32

1.42

-0.09

Calmar ratioReturn relative to maximum drawdown

2.41

3.17

-0.76

Martin ratioReturn relative to average drawdown

11.00

14.62

-3.63

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QUAL vs. VTI - Sharpe Ratio Comparison

The current QUAL Sharpe Ratio is 1.84, which is comparable to the VTI Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of QUAL and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

QUALVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

2.33

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.73

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.82

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.51

+0.29

Drawdowns

QUAL vs. VTI - Drawdown Comparison

The maximum QUAL drawdown since its inception was -34.06%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for QUAL and VTI.

Loading charts...

Drawdown Indicators

QUALVTIDifference

Max Drawdown

Largest peak-to-trough decline

-34.06%

-55.45%

+21.39%

Max Drawdown (1Y)

Largest decline over 1 year

-9.03%

-8.92%

-0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-18.00%

-19.30%

+1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-28.23%

-25.36%

-2.87%

Max Drawdown (10Y)

Largest decline over 10 years

-34.06%

-35.00%

+0.94%

Current Drawdown

Current decline from peak

-0.16%

-0.72%

+0.56%

Average Drawdown

Average peak-to-trough decline

-4.11%

-8.03%

+3.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

1.93%

+0.05%

Volatility

QUAL vs. VTI - Volatility Comparison

The current volatility for iShares MSCI USA Quality Factor ETF (QUAL) is 2.51%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 2.96%. This indicates that QUAL experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

QUALVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.51%

2.96%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

9.13%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

11.83%

12.17%

-0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.33%

17.40%

-0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.10%

18.30%

-0.20%

QUAL vs. VTI - Expense Ratio Comparison

QUAL has a 0.15% 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

QUAL vs. VTI - Dividend Comparison

QUAL's dividend yield for the trailing twelve months is around 0.88%, less than VTI's 1.01% yield.

PositionTTM20252024202320222021202020192018201720162015
QUAL
iShares MSCI USA Quality Factor ETF		0.88%0.94%1.02%1.23%1.59%1.20%1.39%1.60%2.00%1.76%1.96%1.63%
VTI
Vanguard Total Stock Market ETF		1.01%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 0.94, QUAL 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.

VTI has higher volatility (2.96%) compared to QUAL (2.51%). In terms of maximum drawdown, QUAL dropped -34.06% vs VTI's -55.45%.

On 10-year performance, VTI leads with 15.05% vs 14.27% for QUAL. On fees, VTI is cheaper at 0.03% per year. On volatility, QUAL has been the lower-risk option at 2.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VTI has performed better with a 15.05% return vs 14.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTI is cheaper with a 0.03% expense ratio, compared with 0.15% for QUAL.

VTI has the higher dividend yield at 1.01%, compared with 0.88% for QUAL.

QUAL tracks MSCI USA Sector Neutral Quality Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.15% for QUAL and 0.03% for VTI.

VTI currently has the higher Sharpe Ratio (2.33 vs 1.84), 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.

Portfolio Optimizer

Find the right allocation for QUAL and VTI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer