RTX vs. VTI
Compare and contrast key facts about Raytheon Technologies Corporation (RTX) 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: RTX or VTI.
Key characteristics
| RTX | VTI | |
|---|---|---|
| YTD Return | 21.31% | 7.25% |
| 1Y Return | 8.60% | 28.09% |
| 3Y Return (Ann) | 9.15% | 7.12% |
| 5Y Return (Ann) | 5.19% | 12.77% |
| 10Y Return (Ann) | 5.88% | 12.09% |
| Sharpe Ratio | 0.32 | 2.25 |
| Daily Std Dev | 22.37% | 12.05% |
| Max Drawdown | -52.67% | -55.45% |
| Current Drawdown | -1.02% | -2.45% |
Correlation
The correlation between RTX and VTI is 0.66, 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.
Performance
RTX vs. VTI - Performance Comparison
In the year-to-date period, RTX achieves a 21.31% return, which is significantly higher than VTI's 7.25% return. Over the past 10 years, RTX has underperformed VTI with an annualized return of 5.88%, while VTI has yielded a comparatively higher 12.09% annualized return. 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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Risk-Adjusted Performance
RTX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Raytheon Technologies Corporation (RTX) 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
RTX vs. VTI - Dividend Comparison
RTX's dividend yield for the trailing twelve months is around 2.33%, more than VTI's 1.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RTX Raytheon Technologies Corporation | 2.33% | 2.76% | 2.14% | 2.33% | 2.64% | 1.96% | 2.66% | 2.13% | 2.39% | 2.66% | 2.05% | 1.93% |
VTI Vanguard Total Stock Market ETF | 1.40% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
RTX vs. VTI - Drawdown Comparison
The maximum RTX drawdown since its inception was -52.67%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for RTX and VTI. For additional features, visit the drawdowns tool.
Volatility
RTX vs. VTI - Volatility Comparison
The current volatility for Raytheon Technologies Corporation (RTX) is 3.41%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.14%. This indicates that RTX 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.