TMUS vs. VTI
TMUS (T-Mobile US, Inc.) is a stock, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, TMUS returned 14.46%/yr vs 14.63%/yr for VTI. Their 0.42 correlation means their historical movements had little consistent relationship.
Performance
TMUS vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, TMUS achieves a -14.07% return, which is significantly lower than VTI's 10.49% return. Both investments have delivered pretty close results over the past 10 years, with TMUS having a 14.46% annualized return and VTI not far ahead at 14.63%.
TMUS
- 1D
- -0.36%
- 1M
- -2.71%
- 6M
- -11.52%
- YTD
- -14.07%
- 1Y
- -25.82%
- 3Y*
- 9.58%
- 5Y*
- 4.63%
- 10Y*
- 14.46%
- ALL TIME*
- 17.60%
VTI
- 1D
- 0.53%
- 1M
- -0.15%
- 6M
- 8.77%
- YTD
- 10.49%
- 1Y
- 21.84%
- 3Y*
- 18.92%
- 5Y*
- 11.74%
- 10Y*
- 14.63%
- ALL TIME*
- 9.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.05B | $938.45M | $986.57M | |
| $1.06B | $1.16B | $1.24B |
TMUS vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TMUS T-Mobile US, Inc. | -14.07% | -6.58% | 39.70% | 15.02% | 20.71% | -13.99% | 71.96% | 23.28% | 0.16% | 10.43% |
VTI Vanguard Total Stock Market ETF | 10.49% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between TMUS and VTI is -0.26, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.26 |
Correlation (3Y) Balances recent behavior with more history. | 0.07 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.26 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.38 |
Correlation (All Time) Calculated using the full available price history since Apr 19, 2007 | 0.42 |
The correlation between TMUS and VTI shifts across timeframes, from -0.26 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TMUS vs. VTI — Risk / Return Rank
TMUS
VTI
TMUS vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TMUS) 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.
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.
| TMUS | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.44 | ||
| Sortino ratioReturn per unit of downside risk | -3.32 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.27 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | 2.23 | -3.00 |
| Martin ratioReturn relative to average drawdown | -1.28 | 9.62 | -10.90 |
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Drawdowns
TMUS vs. VTI - Drawdown Comparison
The maximum TMUS drawdown since its inception was -86.29%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for TMUS and VTI.
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Drawdown Indicators
| TMUS | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.29% | -55.45% | -30.84% |
Max Drawdown (1Y)Largest decline over 1 year | -34.02% | -8.92% | -25.10% |
Max Drawdown (3Y)Largest decline over 3 years | -37.13% | -19.30% | -17.83% |
Max Drawdown (5Y)Largest decline over 5 years | -37.13% | -25.36% | -11.77% |
Max Drawdown (10Y)Largest decline over 10 years | -37.13% | -35.00% | -2.13% |
Current DrawdownCurrent decline from peak | -35.27% | -1.36% | -33.91% |
Average DrawdownAverage peak-to-trough decline | -26.00% | -7.99% | -18.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.57% | 2.07% | +18.50% |
Volatility
TMUS vs. VTI - Volatility Comparison
T-Mobile US, Inc. (TMUS) has a higher volatility of 15.95% compared to Vanguard Total Stock Market ETF (VTI) at 3.46%. This indicates that TMUS'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.
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Volatility by Period
| TMUS | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.95% | 3.46% | +12.49% |
Volatility (6M)Calculated over the trailing 6-month period | 24.94% | 10.24% | +14.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.67% | 13.10% | +15.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.04% | 17.51% | +7.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.50% | 18.30% | +8.20% |
Dividends
TMUS vs. VTI - Dividend Comparison
TMUS's dividend yield for the trailing twelve months is around 2.28%, more than VTI's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TMUS T-Mobile US, Inc. | 2.28% | 1.80% | 1.28% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.06% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
TMUS and VTI have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMUS has higher volatility (15.95%) compared to VTI (3.46%). In terms of maximum drawdown, TMUS dropped -86.29% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (1.52 vs -0.92), 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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