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

Key characteristics


VOOGVTI
YTD Return12.64%9.95%
1Y Return36.35%31.95%
3Y Return (Ann)10.30%9.80%
5Y Return (Ann)15.69%14.26%
10Y Return (Ann)14.44%12.29%
Sharpe Ratio2.872.84
Daily Std Dev13.28%11.94%
Max Drawdown-32.73%-55.45%
Current Drawdown-0.69%0.00%

Correlation

0.94
-1.001.00

The correlation between VOOG and VTI is 0.94, 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

VOOG vs. VTI - Performance Comparison

In the year-to-date period, VOOG achieves a 12.64% return, which is significantly higher than VTI's 9.95% return. Over the past 10 years, VOOG has outperformed VTI with an annualized return of 14.44%, while VTI has yielded a comparatively lower 12.29% annualized return. 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%550.00%600.00%OctoberNovemberDecember2024FebruaryMarch
615.43%
492.01%
VOOG
VTI

Compare stocks, funds, or ETFs


Vanguard S&P 500 Growth ETF

Vanguard Total Stock Market ETF

VOOG vs. VTI - Expense Ratio Comparison

VOOG has a 0.10% expense ratio, which is higher than VTI's 0.03% expense ratio.

VOOG
Vanguard S&P 500 Growth ETF
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VOOG vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 Growth ETF (VOOG) 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
VOOG
Vanguard S&P 500 Growth ETF
2.87
VTI
Vanguard Total Stock Market ETF
2.84

VOOG vs. VTI - Sharpe Ratio Comparison

The current VOOG Sharpe Ratio is 2.87, which roughly equals the VTI Sharpe Ratio of 2.84. The chart below compares the 12-month rolling Sharpe Ratio of VOOG and VTI.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.87
2.84
VOOG
VTI

Dividends

VOOG vs. VTI - Dividend Comparison

VOOG's dividend yield for the trailing twelve months is around 0.87%, less than VTI's 1.36% yield.


TTM20232022202120202019201820172016201520142013
VOOG
Vanguard S&P 500 Growth ETF
0.87%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%
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

VOOG vs. VTI - Drawdown Comparison

The maximum VOOG drawdown since its inception was -32.73%, smaller than the maximum VTI drawdown of -55.45%. The drawdown chart below compares losses from any high point along the way for VOOG and VTI


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.69%
0
VOOG
VTI

Volatility

VOOG vs. VTI - Volatility Comparison

Vanguard S&P 500 Growth ETF (VOOG) has a higher volatility of 4.16% compared to Vanguard Total Stock Market ETF (VTI) at 2.78%. This indicates that VOOG's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
4.16%
2.78%
VOOG
VTI