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

Key characteristics


VOOVTI
YTD Return16.29%15.07%
1Y Return23.22%22.00%
3Y Return (Ann)10.10%8.38%
5Y Return (Ann)14.95%14.12%
10Y Return (Ann)12.82%12.20%
Sharpe Ratio1.991.82
Daily Std Dev11.27%11.61%
Max Drawdown-33.99%-55.45%
Current Drawdown-2.79%-2.88%

Correlation

-0.50.00.51.01.0

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 16.29% return, which is significantly higher than VTI's 15.07% return. Both investments have delivered pretty close results over the past 10 years, with VOO having a 12.82% annualized return and VTI not far behind at 12.20%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


440.00%460.00%480.00%500.00%520.00%540.00%560.00%FebruaryMarchAprilMayJuneJuly
548.69%
519.62%
VOO
VTI

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


VOO
Vanguard S&P 500 ETF
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.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.


VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 1.99, compared to the broader market0.002.004.006.001.99
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 2.80, compared to the broader market0.005.0010.0015.002.80
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.35, compared to the broader market1.002.003.001.35
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 1.93, compared to the broader market0.005.0010.0015.0020.001.93
Martin ratio
The chart of Martin ratio for VOO, currently valued at 7.76, compared to the broader market0.0050.00100.00150.007.76
VTI
Sharpe ratio
The chart of Sharpe ratio for VTI, currently valued at 1.82, compared to the broader market0.002.004.006.001.82
Sortino ratio
The chart of Sortino ratio for VTI, currently valued at 2.58, compared to the broader market0.005.0010.0015.002.58
Omega ratio
The chart of Omega ratio for VTI, currently valued at 1.32, compared to the broader market1.002.003.001.32
Calmar ratio
The chart of Calmar ratio for VTI, currently valued at 1.50, compared to the broader market0.005.0010.0015.0020.001.50
Martin ratio
The chart of Martin ratio for VTI, currently valued at 6.62, compared to the broader market0.0050.00100.00150.006.62

VOO vs. VTI - Sharpe Ratio Comparison

The current VOO Sharpe Ratio is 1.99, which roughly equals the VTI Sharpe Ratio of 1.82. The chart below compares the 12-month rolling Sharpe Ratio of VOO and VTI.


Rolling 12-month Sharpe Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.99
1.82
VOO
VTI

Dividends

VOO vs. VTI - Dividend Comparison

VOO's dividend yield for the trailing twelve months is around 1.31%, less than VTI's 1.35% yield.


TTM20232022202120202019201820172016201520142013
VOO
Vanguard S&P 500 ETF
1.31%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
1.35%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%. Use the drawdown chart below to compare losses from any high point for VOO and VTI. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-2.79%
-2.88%
VOO
VTI

Volatility

VOO vs. VTI - Volatility Comparison

Vanguard S&P 500 ETF (VOO) and Vanguard Total Stock Market ETF (VTI) have volatilities of 2.72% and 2.67%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
2.72%
2.67%
VOO
VTI