VT vs. C

Last updated Jun 9, 2026

VT (Vanguard Total World Stock ETF) is Global Equities fund tracking the FTSE Global All Cap Index, while C (Citigroup Inc.) is a stock. Over the past 10 years, VT returned 12.61%/yr vs 15.14%/yr for C. A 0.64 correlation means they provide meaningful diversification when combined.

Performance

VT vs. C - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total World Stock ETF (VT) and Citigroup Inc. (C). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VT achieves a 9.77% return, which is significantly lower than C's 15.36% return. Over the past 10 years, VT has underperformed C with an annualized return of 12.61%, while C has yielded a comparatively higher 15.14% annualized return.

VT

• 1D: 0.52%
• 1M: -0.45%
• YTD: 9.77%
• 6M: 10.59%
• 1Y: 25.47%
• 3Y*: 19.82%
• 5Y*: 10.54%
• 10Y*: 12.61%

C

• 1D: 0.61%
• 1M: 6.16%
• YTD: 15.36%
• 6M: 23.58%
• 1Y: 74.17%
• 3Y*: 44.93%
• 5Y*: 15.19%
• 10Y*: 15.14%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VT vs. C - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VT Vanguard Total World Stock ETF	9.77%	22.43%	16.49%	22.02%	-18.00%	18.27%	16.59%	26.81%	-9.76%	24.50%
C Citigroup Inc.	15.36%	70.38%	41.93%	18.98%	-22.09%	0.93%	-19.70%	57.82%	-28.49%	27.03%

Correlation

The correlation between VT and C is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.55
Correlation (3Y) Calculated over the trailing 3-year period	0.57
Correlation (5Y) Calculated over the trailing 5-year period	0.63
Correlation (10Y) Calculated over the trailing 10-year period	0.63
Correlation (All Time) Calculated using the full available price history since Jun 26, 2008	0.64

The correlation between VT and C has been stable across timeframes, ranging from 0.55 to 0.64 - a consistent structural relationship.

Return for Risk

VT vs. C — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VT

VT Risk / Return Rank: 65
VT Sharpe Ratio Rank: 65
VT Sortino Ratio Rank: 64
VT Omega Ratio Rank: 66
VT Calmar Ratio Rank: 59
VT Martin Ratio Rank: 69

C

C Risk / Return Rank: 92
C Sharpe Ratio Rank: 94
C Sortino Ratio Rank: 91
C Omega Ratio Rank: 90
C Calmar Ratio Rank: 92
C Martin Ratio Rank: 93

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VT vs. C - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock ETF (VT) and Citigroup Inc. (C). 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.

	VT	C	Difference
Sharpe ratio: Return per unit of total volatility	1.96	2.65	-0.69
Sortino ratio: Return per unit of downside risk	2.68	3.30	-0.62
Omega ratio: Gain probability vs. loss probability	1.36	1.42	-0.07
Calmar ratio: Return relative to maximum drawdown	2.64	5.05	-2.41
Martin ratio: Return relative to average drawdown	11.68	14.54	-2.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VT vs. C - Sharpe Ratio Comparison

The current VT Sharpe Ratio is 1.96, which is comparable to the C Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of VT and C, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VT	C	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.96	2.65	-0.69
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	0.52	+0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.73	0.46	+0.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.15	+0.28

Drawdowns

VT vs. C - Drawdown Comparison

The maximum VT drawdown since its inception was -50.27%, smaller than the maximum C drawdown of -98.00%. Use the drawdown chart below to compare losses from any high point for VT and C.

Drawdown Indicators

	VT	C	Difference
Max Drawdown Largest peak-to-trough decline	-50.27%	-98.00%	+47.73%
Max Drawdown (1Y) Largest decline over 1 year	-9.67%	-14.76%	+5.09%
Max Drawdown (3Y) Largest decline over 3 years	-16.51%	-31.31%	+14.80%
Max Drawdown (5Y) Largest decline over 5 years	-26.38%	-45.78%	+19.40%
Max Drawdown (10Y) Largest decline over 10 years	-34.24%	-56.51%	+22.27%
Current Drawdown Current decline from peak	-3.06%	-64.43%	+61.37%
Average Drawdown Average peak-to-trough decline	-7.02%	-43.51%	+36.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.19%	5.12%	-2.93%

Volatility

VT vs. C - Volatility Comparison

The current volatility for Vanguard Total World Stock ETF (VT) is 4.55%, while Citigroup Inc. (C) has a volatility of 8.43%. This indicates that VT experiences smaller price fluctuations and is considered to be less risky than C based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VT	C	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.55%	8.43%	-3.88%
Volatility (6M) Calculated over the trailing 6-month period	10.67%	22.84%	-12.17%
Volatility (1Y) Calculated over the trailing 1-year period	13.10%	28.19%	-15.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.10%	29.18%	-13.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.26%	33.23%	-15.97%

Dividends

VT vs. C - Dividend Comparison

VT's dividend yield for the trailing twelve months is around 1.63%, less than C's 1.80% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
C Citigroup Inc.	1.80%	1.99%	3.10%	4.04%	4.51%	3.38%	3.31%	2.40%	2.96%	1.29%	0.71%	0.31%
VT Vanguard Total World Stock ETF	1.63%	1.82%	1.95%	2.08%	2.20%	1.82%	1.66%	2.32%	2.53%	2.11%	2.39%	2.45%

Frequently Asked Questions

Can I hold both VT and C in my portfolio?

VT and C have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VT or C?

C has higher volatility (8.43%) compared to VT (4.55%). In terms of maximum drawdown, VT dropped -50.27% vs C's -98.00%.

Which has better risk-adjusted returns?

C currently has the higher Sharpe Ratio (2.65 vs 1.96), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.