VTEX vs. VTI
VTEX (VTEX) is a stock, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 3 years, VTEX returned -7.75%/yr vs 21.19%/yr for VTI. At a 0.42 correlation, their price movements are largely independent.
Performance
VTEX vs. VTI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VTEX achieves a -4.79% return, which is significantly lower than VTI's 10.35% return.
VTEX
- 1D
- -0.83%
- 1M
- 0.00%
- YTD
- -4.79%
- 6M
- -4.53%
- 1Y
- -43.97%
- 3Y*
- -7.75%
- 5Y*
- —
- 10Y*
- —
VTI
- 1D
- -0.32%
- 1M
- 0.55%
- YTD
- 10.35%
- 6M
- 9.59%
- 1Y
- 27.18%
- 3Y*
- 21.19%
- 5Y*
- 12.36%
- 10Y*
- 15.31%
VTEX vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VTEX VTEX | -4.79% | -36.16% | -14.39% | 83.47% | -65.02% | -57.29% |
VTI Vanguard Total Stock Market ETF | 10.35% | 17.10% | 23.81% | 26.05% | -19.52% | 8.99% |
Correlation
The correlation between VTEX and VTI is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jul 21, 2021 | 0.42 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VTEX vs. VTI — Risk / Return Rank
VTEX
VTI
VTEX vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VTEX (VTEX) 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.
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.
| VTEX | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.99 | ||
| Sortino ratioReturn per unit of downside risk | -3.94 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.38 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | 3.06 | -3.83 |
| Martin ratioReturn relative to average drawdown | -1.10 | 13.68 | -14.77 |
Loading charts...
Drawdowns
VTEX vs. VTI - Drawdown Comparison
The maximum VTEX drawdown since its inception was -91.38%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VTEX and VTI.
Loading charts...
Drawdown Indicators
| VTEX | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.38% | -55.45% | -35.93% |
Max Drawdown (1Y)Largest decline over 1 year | -57.54% | -8.92% | -48.62% |
Max Drawdown (3Y)Largest decline over 3 years | -69.50% | -19.30% | -50.20% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.36% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.00% | — |
Current DrawdownCurrent decline from peak | -88.90% | -1.48% | -87.42% |
Average DrawdownAverage peak-to-trough decline | -79.08% | -8.01% | -71.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.19% | 1.99% | +38.20% |
Volatility
VTEX vs. VTI - Volatility Comparison
VTEX (VTEX) has a higher volatility of 14.75% compared to Vanguard Total Stock Market ETF (VTI) at 4.74%. This indicates that VTEX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VTEX | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.75% | 4.74% | +10.01% |
Volatility (6M)Calculated over the trailing 6-month period | 33.01% | 9.96% | +23.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.91% | 12.76% | +39.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.03% | 17.49% | +43.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.03% | 18.35% | +42.68% |
Dividends
VTEX vs. VTI - Dividend Comparison
VTEX has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.02%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTEX VTEX | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.02% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
VTEX and VTI have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTEX has higher volatility (14.75%) compared to VTI (4.74%). In terms of maximum drawdown, VTEX dropped -91.38% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (2.14 vs -0.85), 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.
Find the right allocation for VTEX and VTI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer