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USD=X vs. VTI
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

VTI

1D
0.30%
1M
0.44%
YTD
9.05%
6M
8.94%
1Y
24.96%
3Y*
21.05%
5Y*
12.25%
10Y*
14.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. VTI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
9.05%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%

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Return for Risk

USD=X vs. VTI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

USD=X

VTI
VTI Risk / Return Rank: 6868
Overall Rank
VTI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6666
Sortino Ratio Rank
VTI Omega Ratio Rank: 6868
Omega Ratio Rank
VTI Calmar Ratio Rank: 6262
Calmar Ratio Rank
VTI Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

USD=X vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

USD=X vs. VTI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USD=XVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

Drawdowns

USD=X vs. VTI - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for USD=X and VTI.


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Drawdown Indicators


USD=XVTIDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-55.45%

+55.45%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-8.92%

+8.92%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-19.30%

+19.30%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-25.36%

+25.36%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-35.00%

+35.00%

Current Drawdown

Current decline from peak

0.00%

-2.64%

+2.64%

Average Drawdown

Average peak-to-trough decline

0.00%

-8.02%

+8.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

1.95%

-1.95%

Volatility

USD=X vs. VTI - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 3.88%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky 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


USD=XVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

3.88%

-3.88%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

9.55%

-9.55%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

12.44%

-12.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

17.44%

-17.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

18.33%

-18.33%

Frequently Asked Questions


VTI has higher volatility (3.88%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs VTI's -55.45%.

Portfolio Optimizer

Find the right allocation for USD=X and VTI

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