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

Key characteristics


VOOVTI
YTD Return10.42%9.87%
1Y Return34.26%33.77%
3Y Return (Ann)11.43%9.60%
5Y Return (Ann)15.04%14.26%
10Y Return (Ann)13.04%12.39%
Sharpe Ratio2.942.81
Daily Std Dev11.59%11.94%
Max Drawdown-33.99%-55.45%
Current Drawdown-0.12%0.00%

Correlation

0.99
-1.001.00

The correlation between VOO and VTI is 0.99, 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.

Performance

VOO vs. VTI - Performance Comparison

In the year-to-date period, VOO achieves a 10.42% return, which is significantly higher than VTI's 9.87% return. Both investments have delivered pretty close results over the past 10 years, with VOO having a 13.04% annualized return and VTI not far behind at 12.39%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


350.00%400.00%450.00%500.00%OctoberNovemberDecember2024FebruaryMarch
515.91%
491.63%
VOO
VTI

Compare stocks, funds, or ETFs


Vanguard S&P 500 ETF

Vanguard Total Stock Market ETF

VOO vs. VTI - Expense Ratio Comparison

Both VOO and VTI have an expense ratio of 0.03%.

VOO
Vanguard S&P 500 ETF
0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VOO vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VOO
Vanguard S&P 500 ETF
2.94
VTI
Vanguard Total Stock Market ETF
2.81

VOO vs. VTI - Sharpe Ratio Comparison

The current VOO Sharpe Ratio is 2.94, which roughly equals the VTI Sharpe Ratio of 2.81. The chart below compares the 12-month rolling Sharpe Ratio of VOO and VTI.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.94
2.81
VOO
VTI

Dividends

VOO vs. VTI - Dividend Comparison

VOO's dividend yield for the trailing twelve months is around 1.33%, less than VTI's 1.36% yield.


TTM20232022202120202019201820172016201520142013
VOO
Vanguard S&P 500 ETF
1.33%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VTI
Vanguard Total Stock Market ETF
1.36%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

VOO vs. VTI - Drawdown Comparison

The maximum VOO drawdown since its inception was -33.99%, smaller than the maximum VTI drawdown of -55.45%. The drawdown chart below compares losses from any high point along the way for VOO and VTI


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.12%
0
VOO
VTI

Volatility

VOO vs. VTI - Volatility Comparison

Vanguard S&P 500 ETF (VOO) and Vanguard Total Stock Market ETF (VTI) have volatilities of 2.90% and 2.80%, 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.


2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
2.90%
2.80%
VOO
VTI