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VTEX vs. VTEI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTEX vs. VTEI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VTEX (VTEX) and Vanguard Intermediate-Term Tax-Exempt Bond ETF (VTEI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VTEX achieves a 3.99% return, which is significantly higher than VTEI's 1.12% return.


VTEX

1D
1.03%
1M
2.62%
YTD
3.99%
6M
-5.33%
1Y
-40.94%
3Y*
-1.33%
5Y*
10Y*

VTEI

1D
-0.03%
1M
0.52%
YTD
1.12%
6M
1.55%
1Y
6.26%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTEX vs. VTEI - Yearly Performance Comparison


2026 (YTD)20252024
VTEX
VTEX
3.99%-36.16%-28.35%
VTEI
Vanguard Intermediate-Term Tax-Exempt Bond ETF
1.12%4.59%1.55%

Correlation

The correlation between VTEX and VTEI is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2024

0.11

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Return for Risk

VTEX vs. VTEI — Risk / Return Rank

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

VTEX
VTEX Risk / Return Rank: 1313
Overall Rank
VTEX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
VTEX Sortino Ratio Rank: 1212
Sortino Ratio Rank
VTEX Omega Ratio Rank: 1111
Omega Ratio Rank
VTEX Calmar Ratio Rank: 1414
Calmar Ratio Rank
VTEX Martin Ratio Rank: 1919
Martin Ratio Rank

VTEI
VTEI Risk / Return Rank: 7171
Overall Rank
VTEI Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VTEI Sortino Ratio Rank: 8787
Sortino Ratio Rank
VTEI Omega Ratio Rank: 9292
Omega Ratio Rank
VTEI Calmar Ratio Rank: 4848
Calmar Ratio Rank
VTEI Martin Ratio Rank: 4747
Martin Ratio Rank
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.

VTEX vs. VTEI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VTEX (VTEX) and Vanguard Intermediate-Term Tax-Exempt Bond ETF (VTEI). 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.


VTEXVTEIDifference
Sharpe ratioReturn per unit of total volatility

-3.44

Sortino ratioReturn per unit of downside risk

-4.94

Omega ratioGain probability vs. loss probability

0.87

1.62

-0.75

Calmar ratioReturn relative to maximum drawdown

-0.71

2.41

-3.12

Martin ratioReturn relative to average drawdown

-1.05

7.90

-8.96

VTEX vs. VTEI - Sharpe Ratio Comparison

The current VTEX Sharpe Ratio is -0.79, which is lower than the VTEI Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of VTEX and VTEI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VTEXVTEIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.79

2.65

-3.44

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.49

1.02

-1.52

Drawdowns

VTEX vs. VTEI - Drawdown Comparison

The maximum VTEX drawdown since its inception was -91.38%, which is greater than VTEI's maximum drawdown of -3.64%. Use the drawdown chart below to compare losses from any high point for VTEX and VTEI.


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Drawdown Indicators


VTEXVTEIDifference

Max Drawdown

Largest peak-to-trough decline

-91.38%

-3.64%

-87.74%

Max Drawdown (1Y)

Largest decline over 1 year

-57.54%

-2.61%

-54.93%

Max Drawdown (3Y)

Largest decline over 3 years

-69.50%

Current Drawdown

Current decline from peak

-87.88%

-0.85%

-87.03%

Average Drawdown

Average peak-to-trough decline

-79.04%

-0.78%

-78.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.88%

0.79%

+38.09%

Volatility

VTEX vs. VTEI - Volatility Comparison

VTEX (VTEX) has a higher volatility of 17.95% compared to Vanguard Intermediate-Term Tax-Exempt Bond ETF (VTEI) at 0.77%. This indicates that VTEX's price experiences larger fluctuations and is considered to be riskier than VTEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTEXVTEIDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.95%

0.77%

+17.18%

Volatility (6M)

Calculated over the trailing 6-month period

32.89%

1.71%

+31.18%

Volatility (1Y)

Calculated over the trailing 1-year period

51.83%

2.37%

+49.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.06%

3.04%

+58.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.06%

3.04%

+58.02%

Dividends

VTEX vs. VTEI - Dividend Comparison

VTEX has not paid dividends to shareholders, while VTEI's dividend yield for the trailing twelve months is around 3.05%.


PositionTTM20252024
VTEI
Vanguard Intermediate-Term Tax-Exempt Bond ETF
3.05%3.00%2.65%
VTEX
VTEX
0.00%0.00%0.00%

Frequently Asked Questions


VTEX and VTEI have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTEX has higher volatility (17.95%) compared to VTEI (0.77%). In terms of maximum drawdown, VTEX dropped -91.38% vs VTEI's -3.64%.

VTEI currently has the higher Sharpe Ratio (2.65 vs -0.79), 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.

Portfolio Optimizer

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