VTI vs. ADI
VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index, while ADI (Analog Devices, Inc.) is a stock. Over the past 10 years, VTI returned 15.02%/yr vs 24.34%/yr for ADI. A 0.67 correlation means they provide meaningful diversification when combined.
Performance
VTI vs. ADI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VTI achieves a 9.62% return, which is significantly lower than ADI's 54.96% return. Over the past 10 years, VTI has underperformed ADI with an annualized return of 15.02%, while ADI has yielded a comparatively higher 24.34% annualized return.
VTI
- 1D
- 0.57%
- 1M
- -0.28%
- YTD
- 9.62%
- 6M
- 9.69%
- 1Y
- 26.27%
- 3Y*
- 20.60%
- 5Y*
- 12.20%
- 10Y*
- 15.02%
ADI
- 1D
- 1.37%
- 1M
- 0.35%
- YTD
- 54.96%
- 6M
- 50.45%
- 1Y
- 88.15%
- 3Y*
- 31.61%
- 5Y*
- 22.09%
- 10Y*
- 24.34%
VTI vs. ADI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 9.62% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
ADI Analog Devices, Inc. | 54.96% | 29.75% | 8.82% | 23.36% | -4.91% | 20.96% | 26.87% | 41.31% | -1.64% | 25.30% |
Correlation
The correlation between VTI and ADI is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since May 31, 2001 | 0.67 |
The correlation between VTI and ADI shifts across timeframes, from 0.54 (1 year) to 0.69 (5 years), reflecting how their relationship changes across market environments.
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
VTI vs. ADI — Risk / Return Rank
VTI
ADI
VTI vs. ADI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) and Analog Devices, Inc. (ADI). 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.
| VTI | ADI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.42 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 5.27 | -2.48 |
| Martin ratioReturn relative to average drawdown | 12.52 | 14.52 | -2.00 |
Loading charts...
Drawdowns
VTI vs. ADI - Drawdown Comparison
The maximum VTI drawdown since its inception was -55.45%, smaller than the maximum ADI drawdown of -82.88%. Use the drawdown chart below to compare losses from any high point for VTI and ADI.
Loading charts...
Drawdown Indicators
| VTI | ADI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.45% | -82.88% | +27.43% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -15.73% | +6.81% |
Max Drawdown (3Y)Largest decline over 3 years | -19.30% | -32.20% | +12.90% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | -32.20% | +6.84% |
Max Drawdown (10Y)Largest decline over 10 years | -35.00% | -33.62% | -1.38% |
Current DrawdownCurrent decline from peak | -2.14% | -4.54% | +2.40% |
Average DrawdownAverage peak-to-trough decline | -8.02% | -33.91% | +25.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 5.70% | -3.71% |
Volatility
VTI vs. ADI - Volatility Comparison
The current volatility for Vanguard Total Stock Market ETF (VTI) is 4.50%, while Analog Devices, Inc. (ADI) has a volatility of 14.81%. This indicates that VTI experiences smaller price fluctuations and is considered to be less risky than ADI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VTI | ADI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 14.81% | -10.31% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 25.30% | -15.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.64% | 32.01% | -19.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.47% | 33.13% | -15.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.33% | 32.78% | -14.45% |
Dividends
VTI vs. ADI - Dividend Comparison
VTI's dividend yield for the trailing twelve months is around 1.03%, more than ADI's 1.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADI Analog Devices, Inc. | 1.00% | 1.46% | 1.73% | 1.73% | 1.85% | 1.57% | 1.68% | 1.82% | 2.24% | 2.02% | 2.31% | 2.89% |
VTI Vanguard Total Stock Market ETF | 1.03% | 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
VTI and ADI have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADI has higher volatility (14.81%) compared to VTI (4.50%). In terms of maximum drawdown, VTI dropped -55.45% vs ADI's -82.88%.
ADI currently has the higher Sharpe Ratio (2.59 vs 1.97), 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 VTI and ADI
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