T vs. VEA
T (AT&T Inc.) is a stock, while VEA (Vanguard FTSE Developed Markets ETF) is Foreign Large Cap Equities fund tracking the FTSE Developed All Cap ex US Index. Over the past 10 years, T returned 2.24%/yr vs 10.12%/yr for VEA. At a 0.43 correlation, their price movements are largely independent.
Performance
T vs. VEA - Performance Comparison
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Returns By Period
In the year-to-date period, T achieves a -5.73% return, which is significantly lower than VEA's 13.59% return. Over the past 10 years, T has underperformed VEA with an annualized return of 2.24%, while VEA has yielded a comparatively higher 10.12% annualized return.
T
- 1D
- 1.41%
- 1M
- 4.07%
- 6M
- -1.30%
- YTD
- -5.73%
- 1Y
- -13.56%
- 3Y*
- 21.50%
- 5Y*
- 7.35%
- 10Y*
- 2.24%
- ALL TIME*
- 9.38%
VEA
- 1D
- 1.79%
- 1M
- -2.54%
- 6M
- 10.41%
- YTD
- 13.59%
- 1Y
- 27.18%
- 3Y*
- 17.84%
- 5Y*
- 9.91%
- 10Y*
- 10.12%
- ALL TIME*
- 5.13%
T vs. VEA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
T AT&T Inc. | -5.73% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
VEA Vanguard FTSE Developed Markets ETF | 13.59% | 35.16% | 3.15% | 17.93% | -15.34% | 11.66% | 9.71% | 22.62% | -14.75% | 26.42% |
Correlation
The correlation between T and VEA is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2007 | 0.43 |
The correlation between T and VEA shifts across timeframes, from -0.12 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
T vs. VEA — Risk / Return Rank
T
VEA
T vs. VEA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and Vanguard FTSE Developed Markets ETF (VEA). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| T | VEA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.17 | ||
| Sortino ratioReturn per unit of downside risk | -2.89 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.29 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 2.35 | -2.82 |
| Martin ratioReturn relative to average drawdown | -1.04 | 8.80 | -9.85 |
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Drawdowns
T vs. VEA - Drawdown Comparison
The maximum T drawdown since its inception was -64.15%, which is greater than VEA's maximum drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for T and VEA.
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Drawdown Indicators
| T | VEA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -60.68% | -3.47% |
Max Drawdown (1Y)Largest decline over 1 year | -28.89% | -11.63% | -17.26% |
Max Drawdown (3Y)Largest decline over 3 years | -28.89% | -13.45% | -15.44% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | -29.71% | -2.30% |
Max Drawdown (10Y)Largest decline over 10 years | -42.35% | -35.73% | -6.62% |
Current DrawdownCurrent decline from peak | -20.46% | -2.65% | -17.81% |
Average DrawdownAverage peak-to-trough decline | -15.74% | -13.22% | -2.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.01% | 3.10% | +9.91% |
Volatility
T vs. VEA - Volatility Comparison
AT&T Inc. (T) has a higher volatility of 9.45% compared to Vanguard FTSE Developed Markets ETF (VEA) at 5.55%. This indicates that T's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| T | VEA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.45% | 5.55% | +3.90% |
Volatility (6M)Calculated over the trailing 6-month period | 19.94% | 15.23% | +4.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.72% | 17.14% | +6.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.39% | 16.79% | +7.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.92% | 17.19% | +6.73% |
Dividends
T vs. VEA - Dividend Comparison
T's dividend yield for the trailing twelve months is around 6.49%, more than VEA's 2.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
T AT&T Inc. | 6.49% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
VEA Vanguard FTSE Developed Markets ETF | 2.57% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
Frequently Asked Questions
T and VEA have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
T has higher volatility (9.45%) compared to VEA (5.55%). In terms of maximum drawdown, T dropped -64.15% vs VEA's -60.68%.
VEA currently has the higher Sharpe Ratio (1.59 vs -0.58), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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