PortfoliosLab logoPortfoliosLab logo
TMUS vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMUS vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-Mobile US, Inc. (TMUS) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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)202520242023202220212020201920182017
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.

Compare stocks, funds, or ETFs

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


Return for Risk

TMUS vs. VTI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TMUS
TMUS Risk / Return Rank: 1111
Overall Rank
TMUS Sharpe Ratio Rank: 66
Sharpe Ratio Rank
TMUS Sortino Ratio Rank: 1010
Sortino Ratio Rank
TMUS Omega Ratio Rank: 1010
Omega Ratio Rank
TMUS Calmar Ratio Rank: 1414
Calmar Ratio Rank
TMUS Martin Ratio Rank: 1212
Martin Ratio Rank

VTI
VTI Risk / Return Rank: 6767
Overall Rank
VTI Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6464
Sortino Ratio Rank
VTI Omega Ratio Rank: 6464
Omega Ratio Rank
VTI Calmar Ratio Rank: 6565
Calmar Ratio Rank
VTI Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


TMUSVTIDifference
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

TMUS vs. VTI - Sharpe Ratio Comparison

The current TMUS Sharpe Ratio is -0.92, which is lower than the VTI Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of TMUS and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

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.


Loading charts...

Drawdown Indicators


TMUSVTIDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-35.27%

-1.36%

-33.91%

Average Drawdown

Average peak-to-trough decline

-26.00%

-7.99%

-18.01%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


TMUSVTIDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for TMUS and VTI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer