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

Correlation

The correlation between SPLG and VTI is 0.86, 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

SPLG vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio S&P 500 ETF (SPLG) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

500.00%550.00%600.00%December2025FebruaryMarchAprilMay
570.67%
556.26%
SPLG
VTI

Key characteristics

Sharpe Ratio

SPLG:

0.56

VTI:

0.51

Sortino Ratio

SPLG:

0.91

VTI:

0.84

Omega Ratio

SPLG:

1.13

VTI:

1.12

Calmar Ratio

SPLG:

0.58

VTI:

0.52

Martin Ratio

SPLG:

2.24

VTI:

1.99

Ulcer Index

SPLG:

4.83%

VTI:

5.05%

Daily Std Dev

SPLG:

19.21%

VTI:

19.98%

Max Drawdown

SPLG:

-54.52%

VTI:

-55.45%

Current Drawdown

SPLG:

-7.54%

VTI:

-7.87%

Returns By Period

In the year-to-date period, SPLG achieves a -3.30% return, which is significantly higher than VTI's -3.64% return. Both investments have delivered pretty close results over the past 10 years, with SPLG having a 12.33% annualized return and VTI not far behind at 11.75%.


SPLG

YTD

-3.30%

1M

13.76%

6M

-4.52%

1Y

10.72%

5Y*

15.90%

10Y*

12.33%

VTI

YTD

-3.64%

1M

14.17%

6M

-5.14%

1Y

10.03%

5Y*

15.30%

10Y*

11.75%

*Annualized

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SPLG vs. VTI - Expense Ratio Comparison

Both SPLG and VTI have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Risk-Adjusted Performance

SPLG vs. VTI — Risk-Adjusted Performance Rank

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

SPLG
The Risk-Adjusted Performance Rank of SPLG is 6464
Overall Rank
The Sharpe Ratio Rank of SPLG is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of SPLG is 6262
Sortino Ratio Rank
The Omega Ratio Rank of SPLG is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SPLG is 6767
Calmar Ratio Rank
The Martin Ratio Rank of SPLG is 6464
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 6060
Overall Rank
The Sharpe Ratio Rank of VTI is 5757
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 6262
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6060
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.

SPLG vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 500 ETF (SPLG) 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.


The current SPLG Sharpe Ratio is 0.56, which is comparable to the VTI Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of SPLG and VTI, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.56
0.51
SPLG
VTI

Dividends

SPLG vs. VTI - Dividend Comparison

SPLG's dividend yield for the trailing twelve months is around 1.35%, which matches VTI's 1.35% yield.


TTM20242023202220212020201920182017201620152014
SPLG
SPDR Portfolio S&P 500 ETF
1.35%1.28%1.44%1.69%1.25%1.54%1.79%2.23%1.75%1.97%1.98%1.79%
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%

Drawdowns

SPLG vs. VTI - Drawdown Comparison

The maximum SPLG drawdown since its inception was -54.52%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SPLG and VTI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.54%
-7.87%
SPLG
VTI

Volatility

SPLG vs. VTI - Volatility Comparison

The current volatility for SPDR Portfolio S&P 500 ETF (SPLG) is 11.17%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 11.92%. This indicates that SPLG 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%12.00%14.00%December2025FebruaryMarchAprilMay
11.17%
11.92%
SPLG
VTI