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RTX vs. VTI

Last updated Feb 24, 2024

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


RTXVTI
YTD Return7.68%6.23%
1Y Return-7.19%26.90%
3Y Return (Ann)9.63%8.94%
5Y Return (Ann)4.85%13.73%
10Y Return (Ann)4.63%12.05%
Sharpe Ratio-0.322.15
Daily Std Dev23.41%12.81%
Max Drawdown-52.67%-55.45%
Current Drawdown-11.65%0.00%

Correlation

0.67
-1.001.00

The correlation between RTX and VTI is 0.67, 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.

RTX vs. VTI - Performance Comparison

In the year-to-date period, RTX achieves a 7.68% return, which is significantly higher than VTI's 6.23% return. Over the past 10 years, RTX has underperformed VTI with an annualized return of 4.63%, while VTI has yielded a comparatively higher 12.05% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2024February
7.77%
16.20%
RTX
VTI

Compare stocks, funds, or ETFs


Raytheon Technologies Corporation

Vanguard Total Stock Market ETF

RTX vs. VTI - Dividend Comparison

RTX's dividend yield for the trailing twelve months is around 2.62%, more than VTI's 1.35% yield.


TTM20232022202120202019201820172016201520142013
RTX
Raytheon Technologies Corporation
2.62%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
1.35%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
RTX
Raytheon Technologies Corporation
-0.32
VTI
Vanguard Total Stock Market ETF
2.15

RTX vs. VTI - Sharpe Ratio Comparison

The current RTX Sharpe Ratio is -0.32, which is lower than the VTI Sharpe Ratio of 2.15. The chart below compares the 12-month rolling Sharpe Ratio of RTX and VTI.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
-0.32
2.15
RTX
VTI

RTX vs. VTI - Drawdown Comparison

The maximum RTX drawdown since its inception was -52.67%, smaller than the maximum VTI drawdown of -55.45%. The drawdown chart below compares losses from any high point along the way for RTX and VTI


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-11.65%
0
RTX
VTI

RTX vs. VTI - Volatility Comparison

The current volatility for Raytheon Technologies Corporation (RTX) is 3.25%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.09%. 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.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2024February
3.25%
4.09%
RTX
VTI