VOX vs. VTI
Compare and contrast key facts about Vanguard Communication Services ETF (VOX) and Vanguard Total Stock Market ETF (VTI).
VOX and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VOX is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Telecommunication Services 25/50 Index. It was launched on Sep 23, 2004. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both VOX and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VOX or VTI.
Key characteristics
| VOX | VTI | |
|---|---|---|
| YTD Return | 33.18% | 26.21% |
| 1Y Return | 44.19% | 38.35% |
| 3Y Return (Ann) | 3.82% | 8.70% |
| 5Y Return (Ann) | 12.46% | 15.34% |
| 10Y Return (Ann) | 7.79% | 12.90% |
| Sharpe Ratio | 2.77 | 3.04 |
| Sortino Ratio | 3.63 | 4.05 |
| Omega Ratio | 1.50 | 1.57 |
| Calmar Ratio | 1.68 | 4.46 |
| Martin Ratio | 19.87 | 19.72 |
| Ulcer Index | 2.20% | 1.94% |
| Daily Std Dev | 15.76% | 12.58% |
| Max Drawdown | -57.18% | -55.45% |
| Current Drawdown | 0.00% | -0.39% |
Correlation
The correlation between VOX and VTI is 0.79, 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
VOX vs. VTI - Performance Comparison
In the year-to-date period, VOX achieves a 33.18% return, which is significantly higher than VTI's 26.21% return. Over the past 10 years, VOX has underperformed VTI with an annualized return of 7.79%, while VTI has yielded a comparatively higher 12.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VOX vs. VTI - Expense Ratio Comparison
VOX has a 0.10% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VOX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Communication Services ETF (VOX) 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.
Dividends
VOX vs. VTI - Dividend Comparison
VOX's dividend yield for the trailing twelve months is around 0.94%, less than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOX Vanguard Communication Services ETF | 0.94% | 1.03% | 0.88% | 0.93% | 0.74% | 0.90% | 2.77% | 3.83% | 2.67% | 3.55% | 2.66% | 3.88% |
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
VOX vs. VTI - Drawdown Comparison
The maximum VOX drawdown since its inception was -57.18%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VOX and VTI. For additional features, visit the drawdowns tool.
Volatility
VOX vs. VTI - Volatility Comparison
Vanguard Communication Services ETF (VOX) and Vanguard Total Stock Market ETF (VTI) have volatilities of 3.93% and 4.06%, 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.