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

Correlation

The correlation between VTI and SACH is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

VTI vs. SACH - Performance Comparison

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

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Key characteristics

Daily Std Dev

VTI:

19.98%

SACH:

45.33%

Max Drawdown

VTI:

-55.45%

SACH:

-5.05%

Current Drawdown

VTI:

-7.97%

SACH:

-3.27%

Returns By Period


VTI

YTD

-3.75%

1M

6.20%

6M

-5.68%

1Y

9.17%

5Y*

15.78%

10Y*

11.66%

SACH

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

VTI vs. SACH — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VTI
The Risk-Adjusted Performance Rank of VTI is 6464
Overall Rank
The Sharpe Ratio Rank of VTI is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6565
Martin Ratio Rank

SACH
The Risk-Adjusted Performance Rank of SACH is 44
Overall Rank
The Sharpe Ratio Rank of SACH is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of SACH is 22
Sortino Ratio Rank
The Omega Ratio Rank of SACH is 44
Omega Ratio Rank
The Calmar Ratio Rank of SACH is 44
Calmar Ratio Rank
The Martin Ratio Rank of SACH is 77
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.

VTI vs. SACH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) and Sachem Capital Corp. (SACH). 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

VTI vs. SACH - Dividend Comparison

VTI's dividend yield for the trailing twelve months is around 1.35%, less than SACH's 18.42% yield.


TTM20242023202220212020201920182017201620152014
VTI
Vanguard Total Stock Market ETF
1.35%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%
SACH
Sachem Capital Corp.
18.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VTI vs. SACH - Drawdown Comparison

The maximum VTI drawdown since its inception was -55.45%, which is greater than SACH's maximum drawdown of -5.05%. Use the drawdown chart below to compare losses from any high point for VTI and SACH. For additional features, visit the drawdowns tool.


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Volatility

VTI vs. SACH - Volatility Comparison


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