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

Correlation

The correlation between VTI and SACH is 0.26, 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.


-0.50.00.51.00.3

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.

-60.00%-40.00%-20.00%0.00%20.00%AugustSeptemberOctoberNovemberDecember2025
7.42%
-55.14%
VTI
SACH

Key characteristics

Sharpe Ratio

VTI:

1.95

SACH:

-1.28

Sortino Ratio

VTI:

2.61

SACH:

-2.23

Omega Ratio

VTI:

1.36

SACH:

0.72

Calmar Ratio

VTI:

2.98

SACH:

-0.84

Martin Ratio

VTI:

11.95

SACH:

-1.55

Ulcer Index

VTI:

2.14%

SACH:

40.84%

Daily Std Dev

VTI:

13.09%

SACH:

49.54%

Max Drawdown

VTI:

-55.45%

SACH:

-76.34%

Current Drawdown

VTI:

-2.58%

SACH:

-71.68%

Returns By Period

In the year-to-date period, VTI achieves a 1.35% return, which is significantly higher than SACH's -5.93% return.


VTI

YTD

1.35%

1M

-2.16%

6M

7.42%

1Y

26.12%

5Y*

13.49%

10Y*

12.90%

SACH

YTD

-5.93%

1M

-0.00%

6M

-55.13%

1Y

-62.58%

5Y*

-13.18%

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 8080
Overall Rank
The Sharpe Ratio Rank of VTI is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 7777
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 8181
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 8282
Martin Ratio Rank

SACH
The Risk-Adjusted Performance Rank of SACH is 33
Overall Rank
The Sharpe Ratio Rank of SACH is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of SACH is 11
Sortino Ratio Rank
The Omega Ratio Rank of SACH is 22
Omega Ratio Rank
The Calmar Ratio Rank of SACH is 44
Calmar Ratio Rank
The Martin Ratio Rank of SACH is 55
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.


Sharpe ratio
The chart of Sharpe ratio for VTI, currently valued at 1.95, compared to the broader market0.002.004.001.95-1.28
The chart of Sortino ratio for VTI, currently valued at 2.61, compared to the broader market-2.000.002.004.006.008.0010.0012.002.61-2.23
The chart of Omega ratio for VTI, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.360.72
The chart of Calmar ratio for VTI, currently valued at 2.98, compared to the broader market0.005.0010.0015.002.98-0.84
The chart of Martin ratio for VTI, currently valued at 11.95, compared to the broader market0.0020.0040.0060.0080.00100.0011.95-1.55
VTI
SACH

The current VTI Sharpe Ratio is 1.95, which is higher than the SACH Sharpe Ratio of -1.28. The chart below compares the historical Sharpe Ratios of VTI and SACH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
1.95
-1.28
VTI
SACH

Dividends

VTI vs. SACH - Dividend Comparison

VTI's dividend yield for the trailing twelve months is around 1.25%, less than SACH's 18.90% yield.


TTM20242023202220212020201920182017201620152014
VTI
Vanguard Total Stock Market ETF
1.25%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.
18.90%17.78%12.83%15.76%8.22%11.54%8.29%15.60%6.60%0.00%0.00%0.00%

Drawdowns

VTI vs. SACH - Drawdown Comparison

The maximum VTI drawdown since its inception was -55.45%, smaller than the maximum SACH drawdown of -76.34%. Use the drawdown chart below to compare losses from any high point for VTI and SACH. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.58%
-71.68%
VTI
SACH

Volatility

VTI vs. SACH - Volatility Comparison

The current volatility for Vanguard Total Stock Market ETF (VTI) is 5.06%, while Sachem Capital Corp. (SACH) has a volatility of 24.26%. This indicates that VTI experiences smaller price fluctuations and is considered to be less risky than SACH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
5.06%
24.26%
VTI
SACH
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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