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RY vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

RY vs. VTI

Last updated May 12, 2025

Compare and contrast key facts about Royal Bank of Canada (RY) 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: RY or VTI.

Correlation

The correlation between RY and VTI is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

RY vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Royal Bank of Canada (RY) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

RY:

7.09%

VTI:

11.00%

Max Drawdown

RY:

-0.94%

VTI:

-0.81%

Current Drawdown

RY:

-0.57%

VTI:

-0.11%

Returns By Period

RY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VTI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

RY vs. VTI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
RY
The Risk-Adjusted Performance Rank of RY is 8686
Overall Rank
The Sharpe Ratio Rank of RY is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of RY is 8484
Sortino Ratio Rank
The Omega Ratio Rank of RY is 8282
Omega Ratio Rank
The Calmar Ratio Rank of RY is 9191
Calmar Ratio Rank
The Martin Ratio Rank of RY is 8585
Martin Ratio Rank
VTI
The Risk-Adjusted Performance Rank of VTI is 6060
Overall Rank
The Sharpe Ratio Rank of VTI is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RY vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Royal Bank of Canada (RY) 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.

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Dividends

RY vs. VTI - Dividend Comparison

RY's dividend yield for the trailing twelve months is around 3.44%, more than VTI's 1.35% yield.

TTM20242023202220212020201920182017201620152014
RY
Royal Bank of Canada		3.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF		1.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RY vs. VTI - Drawdown Comparison

The maximum RY drawdown since its inception was -0.94%, which is greater than VTI's maximum drawdown of -0.81%. Use the drawdown chart below to compare losses from any high point for RY and VTI. For additional features, visit the drawdowns tool.

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Volatility

RY vs. VTI - Volatility Comparison

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