USA vs. VTI
Compare and contrast key facts about Liberty All-Star Equity Fund (USA) 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: USA or VTI.
Performance
USA vs. VTI - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with USA having a 23.77% return and VTI slightly lower at 23.63%. Both investments have delivered pretty close results over the past 10 years, with USA having a 12.71% annualized return and VTI not far behind at 12.59%.
USA
23.77%
0.11%
10.15%
28.61%
12.71%
12.71%
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| USA | VTI | |
|---|---|---|
| Sharpe Ratio | 2.05 | 2.58 |
| Sortino Ratio | 2.78 | 3.45 |
| Omega Ratio | 1.35 | 1.48 |
| Calmar Ratio | 1.64 | 3.76 |
| Martin Ratio | 13.62 | 16.56 |
| Ulcer Index | 2.10% | 1.95% |
| Daily Std Dev | 13.97% | 12.51% |
| Max Drawdown | -69.06% | -55.45% |
| Current Drawdown | -2.17% | -2.43% |
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Correlation
The correlation between USA and VTI is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
USA vs. VTI - Risk-Adjusted Performance 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.
Dividends
USA vs. VTI - Dividend Comparison
USA's dividend yield for the trailing twelve months is around 9.97%, more than VTI's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USA Liberty All-Star Equity Fund | 9.97% | 9.56% | 12.11% | 9.67% | 9.26% | 9.88% | 12.81% | 9.01% | 9.43% | 9.66% | 6.61% | 5.94% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
USA vs. VTI - Drawdown Comparison
The maximum USA drawdown since its inception was -69.06%, 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. For additional features, visit the drawdowns tool.
Volatility
USA vs. VTI - Volatility Comparison
Liberty All-Star Equity Fund (USA) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.36% and 4.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.