TM vs. VTI
Compare and contrast key facts about Toyota Motor Corporation (TM) and Vanguard Total Stock Market ETF (VTI).
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: TM or VTI.
Key characteristics
| TM | VTI | |
|---|---|---|
| YTD Return | -4.94% | 26.15% |
| 1Y Return | -9.25% | 35.28% |
| 3Y Return (Ann) | -0.07% | 8.67% |
| 5Y Return (Ann) | 6.27% | 15.15% |
| 10Y Return (Ann) | 6.70% | 12.89% |
| Sharpe Ratio | -0.27 | 3.04 |
| Sortino Ratio | -0.21 | 4.05 |
| Omega Ratio | 0.97 | 1.57 |
| Calmar Ratio | -0.21 | 4.47 |
| Martin Ratio | -0.38 | 19.73 |
| Ulcer Index | 18.68% | 1.94% |
| Daily Std Dev | 26.11% | 12.58% |
| Max Drawdown | -60.34% | -55.45% |
| Current Drawdown | -31.65% | -0.44% |
Correlation
The correlation between TM and VTI is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
TM vs. VTI - Performance Comparison
In the year-to-date period, TM achieves a -4.94% return, which is significantly lower than VTI's 26.15% return. Over the past 10 years, TM has underperformed VTI with an annualized return of 6.70%, while VTI has yielded a comparatively higher 12.89% annualized 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
TM vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Toyota Motor Corporation (TM) 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.
Dividends
TM vs. VTI - Dividend Comparison
TM's dividend yield for the trailing twelve months is around 1.66%, more than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TM Toyota Motor Corporation | 1.66% | 2.45% | 2.90% | 2.45% | 2.74% | 2.86% | 3.40% | 2.96% | 3.23% | 2.96% | 2.57% | 2.08% |
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% |
Drawdowns
TM vs. VTI - Drawdown Comparison
The maximum TM drawdown since its inception was -60.34%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for TM and VTI. For additional features, visit the drawdowns tool.
Volatility
TM vs. VTI - Volatility Comparison
Toyota Motor Corporation (TM) has a higher volatility of 6.19% compared to Vanguard Total Stock Market ETF (VTI) at 3.97%. This indicates that TM's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.