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

Correlation

The correlation between VSDA and VTI is 0.73, 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.


-0.50.00.51.00.7

Performance

VSDA vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares Dividend Accelerator ETF (VSDA) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

120.00%140.00%160.00%180.00%JulyAugustSeptemberOctoberNovemberDecember
131.83%
173.34%
VSDA
VTI

Key characteristics

Sharpe Ratio

VSDA:

1.02

VTI:

1.92

Sortino Ratio

VSDA:

1.47

VTI:

2.56

Omega Ratio

VSDA:

1.18

VTI:

1.35

Calmar Ratio

VSDA:

1.48

VTI:

2.88

Martin Ratio

VSDA:

5.07

VTI:

12.48

Ulcer Index

VSDA:

2.08%

VTI:

1.98%

Daily Std Dev

VSDA:

10.35%

VTI:

12.86%

Max Drawdown

VSDA:

-32.12%

VTI:

-55.45%

Current Drawdown

VSDA:

-7.13%

VTI:

-3.99%

Returns By Period

In the year-to-date period, VSDA achieves a 9.63% return, which is significantly lower than VTI's 23.66% return.


VSDA

YTD

9.63%

1M

-4.31%

6M

6.15%

1Y

9.95%

5Y*

9.35%

10Y*

N/A

VTI

YTD

23.66%

1M

-0.38%

6M

8.51%

1Y

23.75%

5Y*

13.89%

10Y*

12.48%

Compare stocks, funds, or ETFs

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


VSDA vs. VTI - Expense Ratio Comparison

VSDA has a 0.35% expense ratio, which is higher than VTI's 0.03% expense ratio.


VSDA
VictoryShares Dividend Accelerator ETF
Expense ratio chart for VSDA: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
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

VSDA vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares Dividend Accelerator ETF (VSDA) 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 ratio
The chart of Sharpe ratio for VSDA, currently valued at 1.02, compared to the broader market0.002.004.001.021.92
The chart of Sortino ratio for VSDA, currently valued at 1.47, compared to the broader market-2.000.002.004.006.008.0010.001.472.56
The chart of Omega ratio for VSDA, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.35
The chart of Calmar ratio for VSDA, currently valued at 1.48, compared to the broader market0.005.0010.0015.001.482.88
The chart of Martin ratio for VSDA, currently valued at 5.07, compared to the broader market0.0020.0040.0060.0080.00100.005.0712.48
VSDA
VTI

The current VSDA Sharpe Ratio is 1.02, which is lower than the VTI Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of VSDA and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.02
1.92
VSDA
VTI

Dividends

VSDA vs. VTI - Dividend Comparison

VSDA's dividend yield for the trailing twelve months is around 2.36%, more than VTI's 1.29% yield.


TTM20232022202120202019201820172016201520142013
VSDA
VictoryShares Dividend Accelerator ETF
2.36%1.93%1.83%1.40%1.49%1.36%1.69%1.23%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.29%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

VSDA vs. VTI - Drawdown Comparison

The maximum VSDA drawdown since its inception was -32.12%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VSDA and VTI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.13%
-3.99%
VSDA
VTI

Volatility

VSDA vs. VTI - Volatility Comparison

The current volatility for VictoryShares Dividend Accelerator ETF (VSDA) is 3.50%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 3.85%. This indicates that VSDA 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.50%
3.85%
VSDA
VTI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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