VTI vs. SACH
Compare and contrast key facts about Vanguard Total Stock Market ETF (VTI) and Sachem Capital Corp. (SACH).
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: VTI or SACH.
Key characteristics
| VTI | SACH | |
|---|---|---|
| YTD Return | 26.35% | -41.47% |
| 1Y Return | 40.48% | -34.28% |
| 3Y Return (Ann) | 8.68% | -20.34% |
| 5Y Return (Ann) | 15.37% | -4.77% |
| Sharpe Ratio | 3.10 | -0.92 |
| Sortino Ratio | 4.13 | -1.17 |
| Omega Ratio | 1.58 | 0.84 |
| Calmar Ratio | 4.21 | -0.63 |
| Martin Ratio | 20.25 | -1.17 |
| Ulcer Index | 1.94% | 30.03% |
| Daily Std Dev | 12.68% | 38.09% |
| Max Drawdown | -55.45% | -76.34% |
| Current Drawdown | 0.00% | -55.35% |
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.
Performance
VTI vs. SACH - Performance Comparison
In the year-to-date period, VTI achieves a 26.35% return, which is significantly higher than SACH's -41.47% 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
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.
Dividends
VTI vs. SACH - Dividend Comparison
VTI's dividend yield for the trailing twelve months is around 1.26%, less than SACH's 14.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
SACH Sachem Capital Corp. | 14.56% | 12.83% | 15.76% | 8.22% | 11.54% | 8.29% | 15.60% | 6.60% | 0.00% | 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.
Volatility
VTI vs. SACH - Volatility Comparison
The current volatility for Vanguard Total Stock Market ETF (VTI) is 4.11%, while Sachem Capital Corp. (SACH) has a volatility of 11.75%. 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.