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VGR vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VGRVTI

Correlation

-0.50.00.51.00.4

The correlation between VGR and VTI is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

VGR vs. VTI - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
39.35%
13.59%
VGR
VTI

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Risk-Adjusted Performance

VGR vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vector Group Ltd. (VGR) 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.


VGR
Sharpe ratio
The chart of Sharpe ratio for VGR, currently valued at 1.75, compared to the broader market-4.00-2.000.002.004.001.75
Sortino ratio
The chart of Sortino ratio for VGR, currently valued at 2.64, compared to the broader market-4.00-2.000.002.004.006.002.64
Omega ratio
The chart of Omega ratio for VGR, currently valued at 1.41, compared to the broader market0.501.001.502.001.41
Calmar ratio
The chart of Calmar ratio for VGR, currently valued at 1.88, compared to the broader market0.002.004.006.001.88
Martin ratio
The chart of Martin ratio for VGR, currently valued at 9.21, compared to the broader market0.0010.0020.0030.009.21
VTI
Sharpe ratio
The chart of Sharpe ratio for VTI, currently valued at 3.04, compared to the broader market-4.00-2.000.002.004.003.04
Sortino ratio
The chart of Sortino ratio for VTI, currently valued at 4.05, compared to the broader market-4.00-2.000.002.004.006.004.05
Omega ratio
The chart of Omega ratio for VTI, currently valued at 1.57, compared to the broader market0.501.001.502.001.57
Calmar ratio
The chart of Calmar ratio for VTI, currently valued at 4.46, compared to the broader market0.002.004.006.004.46
Martin ratio
The chart of Martin ratio for VTI, currently valued at 19.72, compared to the broader market0.0010.0020.0030.0019.72

VGR vs. VTI - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.75
3.04
VGR
VTI

Dividends

VGR vs. VTI - Dividend Comparison

VGR has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.26%.


TTM20232022202120202019201820172016201520142013
VGR
Vector Group Ltd.
5.34%7.09%6.75%4.94%6.87%11.66%16.05%6.98%6.87%6.62%7.33%9.54%
VTI
Vanguard Total Stock Market ETF
1.26%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

VGR vs. VTI - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.13%
-0.39%
VGR
VTI

Volatility

VGR vs. VTI - Volatility Comparison

The current volatility for Vector Group Ltd. (VGR) is 0.00%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.06%. This indicates that VGR 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.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember0
4.06%
VGR
VTI