USA vs. VTI
USA (Liberty All-Star Equity Fund) 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, USA returned 12.22%/yr vs 14.67%/yr for VTI. A 0.76 correlation means they provide meaningful diversification when combined.
Performance
USA vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, USA achieves a 0.24% return, which is significantly lower than VTI's 10.96% return. Over the past 10 years, USA has underperformed VTI with an annualized return of 12.22%, while VTI has yielded a comparatively higher 14.67% annualized return.
USA
- 1D
- 0.34%
- 1M
- 3.83%
- 6M
- -1.64%
- YTD
- 0.24%
- 1Y
- -3.40%
- 3Y*
- 6.94%
- 5Y*
- 1.37%
- 10Y*
- 12.22%
VTI
- 1D
- -0.78%
- 1M
- 1.22%
- 6M
- 8.45%
- YTD
- 10.96%
- 1Y
- 21.85%
- 3Y*
- 19.76%
- 5Y*
- 12.01%
- 10Y*
- 14.67%
USA vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USA Liberty All-Star Equity Fund | 0.24% | 0.09% | 20.81% | 23.17% | -25.20% | 33.76% | 12.89% | 39.70% | -5.06% | 34.66% |
VTI Vanguard Total Stock Market ETF | 10.96% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between USA and VTI is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since May 31, 2001 | 0.76 |
The correlation between USA and VTI has been stable across timeframes, ranging from 0.75 to 0.78 - a consistent structural relationship.
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Return for Risk
USA vs. VTI — Risk / Return Rank
USA
VTI
USA vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Liberty All-Star Equity Fund (USA) 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.
| USA | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.96 | ||
| Sortino ratioReturn per unit of downside risk | -2.62 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.31 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.24 | 2.46 | -2.70 |
| Martin ratioReturn relative to average drawdown | -0.59 | 10.78 | -11.37 |
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Drawdowns
USA vs. VTI - Drawdown Comparison
The maximum USA drawdown since its inception was -69.15%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for USA and VTI.
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Drawdown Indicators
| USA | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.15% | -55.45% | -13.70% |
Max Drawdown (1Y)Largest decline over 1 year | -14.30% | -8.92% | -5.38% |
Max Drawdown (3Y)Largest decline over 3 years | -17.69% | -19.30% | +1.61% |
Max Drawdown (5Y)Largest decline over 5 years | -34.05% | -25.36% | -8.69% |
Max Drawdown (10Y)Largest decline over 10 years | -47.07% | -35.00% | -12.07% |
Current DrawdownCurrent decline from peak | -5.15% | -0.94% | -4.21% |
Average DrawdownAverage peak-to-trough decline | -11.51% | -8.00% | -3.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.97% | 2.03% | +3.94% |
Volatility
USA vs. VTI - Volatility Comparison
Liberty All-Star Equity Fund (USA) has a higher volatility of 4.78% compared to Vanguard Total Stock Market ETF (VTI) at 4.08%. This indicates that USA'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
| USA | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.78% | 4.08% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 10.84% | 10.13% | +0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.97% | 12.85% | +1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.19% | 17.51% | +2.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.56% | 18.29% | +4.27% |
Dividends
USA vs. VTI - Dividend Comparison
USA's dividend yield for the trailing twelve months is around 11.41%, more than VTI's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USA Liberty All-Star Equity Fund | 11.41% | 10.67% | 10.22% | 9.56% | 12.11% | 9.67% | 9.13% | 9.75% | 12.64% | 8.89% | 9.30% | 9.53% |
VTI Vanguard Total Stock Market ETF | 1.05% | 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
USA and VTI have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USA has higher volatility (4.78%) compared to VTI (4.08%). In terms of maximum drawdown, USA dropped -69.15% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (1.71 vs -0.24), 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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