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VT vs. VTI
Performance
Risk-Adjusted Performance
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Drawdowns
Volatility

Performance

VT vs. VTI - Performance Comparison

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

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
8.94%
14.24%
VT
VTI

Returns By Period

In the year-to-date period, VT achieves a 18.18% return, which is significantly lower than VTI's 25.64% return. Over the past 10 years, VT has underperformed VTI with an annualized return of 9.25%, while VTI has yielded a comparatively higher 12.67% annualized return.


VT

YTD

18.18%

1M

0.34%

6M

8.94%

1Y

24.96%

5Y (annualized)

11.19%

10Y (annualized)

9.25%

VTI

YTD

25.64%

1M

2.57%

6M

14.24%

1Y

32.95%

5Y (annualized)

15.11%

10Y (annualized)

12.67%

Key characteristics


VTVTI
Sharpe Ratio2.172.68
Sortino Ratio2.973.57
Omega Ratio1.391.49
Calmar Ratio3.113.91
Martin Ratio13.8917.13
Ulcer Index1.82%1.96%
Daily Std Dev11.63%12.51%
Max Drawdown-50.27%-55.45%
Current Drawdown-1.38%-0.84%

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VT vs. VTI - Expense Ratio Comparison

VT has a 0.07% 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%.


VT
Vanguard Total World Stock ETF
Expense ratio chart for VT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
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%

Correlation

-0.50.00.51.00.9

The correlation between VT and VTI is 0.95, 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.

Risk-Adjusted Performance

VT vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock ETF (VT) 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 VT, currently valued at 2.17, compared to the broader market0.002.004.002.172.68
The chart of Sortino ratio for VT, currently valued at 2.97, compared to the broader market-2.000.002.004.006.008.0010.0012.002.973.57
The chart of Omega ratio for VT, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.391.49
The chart of Calmar ratio for VT, currently valued at 3.11, compared to the broader market0.005.0010.0015.003.113.91
The chart of Martin ratio for VT, currently valued at 13.89, compared to the broader market0.0020.0040.0060.0080.00100.00120.0013.8917.13
VT
VTI

The current VT Sharpe Ratio is 2.17, which is comparable to the VTI Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of VT 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.17
2.68
VT
VTI

Dividends

VT vs. VTI - Dividend Comparison

VT's dividend yield for the trailing twelve months is around 1.85%, more than VTI's 1.27% yield.


TTM20232022202120202019201820172016201520142013
VT
Vanguard Total World Stock ETF
1.85%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%
VTI
Vanguard Total Stock Market ETF
1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

VT vs. VTI - Drawdown Comparison

The maximum VT drawdown since its inception was -50.27%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VT and VTI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.38%
-0.84%
VT
VTI

Volatility

VT vs. VTI - Volatility Comparison

The current volatility for Vanguard Total World Stock ETF (VT) is 3.18%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.19%. This indicates that VT 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%JuneJulyAugustSeptemberOctoberNovember
3.18%
4.19%
VT
VTI