VT vs. MO
VT (Vanguard Total World Stock ETF) is Global Equities fund tracking the FTSE Global All Cap Index, while MO (Altria Group, Inc.) is a stock. Over the past 10 years, VT returned 13.25%/yr vs 7.86%/yr for MO. At a 0.35 correlation, their price movements are largely independent.
Performance
VT vs. MO - Performance Comparison
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Returns By Period
In the year-to-date period, VT achieves a 10.43% return, which is significantly lower than MO's 31.03% return. Over the past 10 years, VT has outperformed MO with an annualized return of 13.25%, while MO has yielded a comparatively lower 7.86% annualized return.
VT
- 1D
- 0.38%
- 1M
- -1.25%
- YTD
- 10.43%
- 6M
- 9.42%
- 1Y
- 24.79%
- 3Y*
- 20.08%
- 5Y*
- 10.49%
- 10Y*
- 13.25%
MO
- 1D
- 1.58%
- 1M
- 2.67%
- YTD
- 31.03%
- 6M
- 30.44%
- 1Y
- 32.64%
- 3Y*
- 27.63%
- 5Y*
- 17.74%
- 10Y*
- 7.86%
VT vs. MO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 10.43% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -9.76% | 24.50% |
MO Altria Group, Inc. | 31.03% | 18.17% | 40.76% | -3.70% | 4.37% | 24.18% | -10.21% | 7.87% | -27.14% | 9.45% |
Correlation
The correlation between VT and MO is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2008 | 0.35 |
The correlation between VT and MO shifts across timeframes, from -0.22 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VT vs. MO — Risk / Return Rank
VT
MO
VT vs. MO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock ETF (VT) and Altria Group, Inc. (MO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VT | MO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.27 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 2.00 | +0.57 |
| Martin ratioReturn relative to average drawdown | 11.09 | 5.01 | +6.08 |
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Drawdowns
VT vs. MO - Drawdown Comparison
The maximum VT drawdown since its inception was -50.27%, smaller than the maximum MO drawdown of -65.43%. Use the drawdown chart below to compare losses from any high point for VT and MO.
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Drawdown Indicators
| VT | MO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.27% | -65.43% | +15.16% |
Max Drawdown (1Y)Largest decline over 1 year | -9.67% | -16.40% | +6.73% |
Max Drawdown (3Y)Largest decline over 3 years | -16.51% | -16.40% | -0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -26.38% | -25.83% | -0.55% |
Max Drawdown (10Y)Largest decline over 10 years | -34.24% | -53.69% | +19.45% |
Current DrawdownCurrent decline from peak | -2.47% | -0.33% | -2.14% |
Average DrawdownAverage peak-to-trough decline | -7.00% | -11.92% | +4.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 6.53% | -4.29% |
Volatility
VT vs. MO - Volatility Comparison
The current volatility for Vanguard Total World Stock ETF (VT) is 5.53%, while Altria Group, Inc. (MO) has a volatility of 7.48%. This indicates that VT experiences smaller price fluctuations and is considered to be less risky than MO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VT | MO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.53% | 7.48% | -1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 11.28% | 18.01% | -6.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.51% | 22.94% | -9.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.19% | 20.73% | -4.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.19% | 23.01% | -5.82% |
Dividends
VT vs. MO - Dividend Comparison
VT's dividend yield for the trailing twelve months is around 1.60%, less than MO's 5.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MO Altria Group, Inc. | 5.79% | 7.21% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% |
VT Vanguard Total World Stock ETF | 1.60% | 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
VT and MO have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MO has higher volatility (7.48%) compared to VT (5.53%). In terms of maximum drawdown, VT dropped -50.27% vs MO's -65.43%.
VT currently has the higher Sharpe Ratio (1.84 vs 1.43), 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.
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