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

Correlation

The correlation between SPY and VTI is 0.98, 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.


-0.50.00.51.01.0

Performance

SPY vs. VTI - Performance Comparison

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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
10.28%
10.84%
SPY
VTI

Key characteristics

Sharpe Ratio

SPY:

2.21

VTI:

2.05

Sortino Ratio

SPY:

2.93

VTI:

2.74

Omega Ratio

SPY:

1.41

VTI:

1.38

Calmar Ratio

SPY:

3.26

VTI:

3.06

Martin Ratio

SPY:

14.40

VTI:

13.06

Ulcer Index

SPY:

1.90%

VTI:

2.01%

Daily Std Dev

SPY:

12.44%

VTI:

12.79%

Max Drawdown

SPY:

-55.19%

VTI:

-55.45%

Current Drawdown

SPY:

-1.83%

VTI:

-2.48%

Returns By Period

The year-to-date returns for both stocks are quite close, with SPY having a 26.72% return and VTI slightly lower at 25.60%. Both investments have delivered pretty close results over the past 10 years, with SPY having a 13.04% annualized return and VTI not far behind at 12.55%.


SPY

YTD

26.72%

1M

0.20%

6M

10.28%

1Y

27.17%

5Y*

14.87%

10Y*

13.04%

VTI

YTD

25.60%

1M

-0.53%

6M

10.84%

1Y

25.91%

5Y*

14.22%

10Y*

12.55%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SPY vs. VTI - Expense Ratio Comparison

SPY has a 0.09% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


SPY
SPDR S&P 500 ETF
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

SPY vs. VTI - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for SPY, currently valued at 2.21, compared to the broader market0.002.004.002.212.05
The chart of Sortino ratio for SPY, currently valued at 2.93, compared to the broader market-2.000.002.004.006.008.0010.002.932.74
The chart of Omega ratio for SPY, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.001.411.38
The chart of Calmar ratio for SPY, currently valued at 3.26, compared to the broader market0.005.0010.0015.003.263.06
The chart of Martin ratio for SPY, currently valued at 14.40, compared to the broader market0.0020.0040.0060.0080.00100.0014.4013.06
SPY
VTI

The current SPY Sharpe Ratio is 2.21, which is comparable to the VTI Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of SPY 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.21
2.05
SPY
VTI

Dividends

SPY vs. VTI - Dividend Comparison

SPY's dividend yield for the trailing twelve months is around 1.19%, less than VTI's 1.25% yield.


TTM20232022202120202019201820172016201520142013
SPY
SPDR S&P 500 ETF
1.19%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%
VTI
Vanguard Total Stock Market ETF
1.25%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

SPY vs. VTI - Drawdown Comparison

The maximum SPY drawdown since its inception was -55.19%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SPY and VTI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.83%
-2.48%
SPY
VTI

Volatility

SPY vs. VTI - Volatility Comparison

SPDR S&P 500 ETF (SPY) and Vanguard Total Stock Market ETF (VTI) have volatilities of 3.83% and 3.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.83%
3.98%
SPY
VTI
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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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