VTI vs. C

Last updated Jun 9, 2026

VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index, while C (Citigroup Inc.) is a stock. Over the past 10 years, VTI returned 14.84%/yr vs 15.14%/yr for C. A 0.67 correlation means they provide meaningful diversification when combined.

Performance

VTI vs. C - Performance Comparison

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

Returns By Period

In the year-to-date period, VTI achieves a 9.05% return, which is significantly lower than C's 15.36% return. Both investments have delivered pretty close results over the past 10 years, with VTI having a 14.84% annualized return and C not far ahead at 15.14%.

VTI

• 1D: 0.30%
• 1M: 0.44%
• YTD: 9.05%
• 6M: 8.94%
• 1Y: 24.96%
• 3Y*: 21.05%
• 5Y*: 12.25%
• 10Y*: 14.84%

C

• 1D: 0.61%
• 1M: 6.16%
• YTD: 15.36%
• 6M: 23.58%
• 1Y: 74.17%
• 3Y*: 44.93%
• 5Y*: 15.19%
• 10Y*: 15.14%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VTI vs. C - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VTI Vanguard Total Stock Market ETF	9.05%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-5.23%	21.21%
C Citigroup Inc.	15.36%	70.38%	41.93%	18.98%	-22.09%	0.93%	-19.70%	57.82%	-28.49%	27.03%

Correlation

The correlation between VTI and C is 0.60, 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	0.60
Correlation (3Y) Calculated over the trailing 3-year period	0.58
Correlation (5Y) Calculated over the trailing 5-year period	0.62
Correlation (10Y) Calculated over the trailing 10-year period	0.63
Correlation (All Time) Calculated using the full available price history since May 31, 2001	0.67

The correlation between VTI and C has been stable across timeframes, ranging from 0.58 to 0.67 - a consistent structural relationship.

Return for Risk

VTI vs. C — Risk / Return Rank

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

VTI

VTI Risk / Return Rank: 68
VTI Sharpe Ratio Rank: 68
VTI Sortino Ratio Rank: 66
VTI Omega Ratio Rank: 68
VTI Calmar Ratio Rank: 62
VTI Martin Ratio Rank: 75

C

C Risk / Return Rank: 92
C Sharpe Ratio Rank: 94
C Sortino Ratio Rank: 91
C Omega Ratio Rank: 90
C Calmar Ratio Rank: 92
C Martin Ratio Rank: 93

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.

VTI vs. C - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) and Citigroup Inc. (C). 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.

	VTI	C	Difference
Sharpe ratio: Return per unit of total volatility	2.02	2.65	-0.63
Sortino ratio: Return per unit of downside risk	2.73	3.30	-0.57
Omega ratio: Gain probability vs. loss probability	1.36	1.42	-0.06
Calmar ratio: Return relative to maximum drawdown	2.81	5.05	-2.24
Martin ratio: Return relative to average drawdown	12.85	14.54	-1.70
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VTI vs. C - Sharpe Ratio Comparison

The current VTI Sharpe Ratio is 2.02, which is comparable to the C Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of VTI and C, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VTI	C	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.02	2.65	-0.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	0.52	+0.18
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.81	0.46	+0.36
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.15	+0.35

Drawdowns

VTI vs. C - Drawdown Comparison

The maximum VTI drawdown since its inception was -55.45%, smaller than the maximum C drawdown of -98.00%. Use the drawdown chart below to compare losses from any high point for VTI and C.

Drawdown Indicators

	VTI	C	Difference
Max Drawdown Largest peak-to-trough decline	-55.45%	-98.00%	+42.55%
Max Drawdown (1Y) Largest decline over 1 year	-8.92%	-14.76%	+5.84%
Max Drawdown (3Y) Largest decline over 3 years	-19.30%	-31.31%	+12.01%
Max Drawdown (5Y) Largest decline over 5 years	-25.36%	-45.78%	+20.42%
Max Drawdown (10Y) Largest decline over 10 years	-35.00%	-56.51%	+21.51%
Current Drawdown Current decline from peak	-2.64%	-64.43%	+61.79%
Average Drawdown Average peak-to-trough decline	-8.02%	-43.51%	+35.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.95%	5.12%	-3.17%

Volatility

VTI vs. C - Volatility Comparison

The current volatility for Vanguard Total Stock Market ETF (VTI) is 3.88%, while Citigroup Inc. (C) has a volatility of 8.43%. This indicates that VTI experiences smaller price fluctuations and is considered to be less risky than C based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VTI	C	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.88%	8.43%	-4.55%
Volatility (6M) Calculated over the trailing 6-month period	9.55%	22.84%	-13.29%
Volatility (1Y) Calculated over the trailing 1-year period	12.44%	28.19%	-15.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.44%	29.18%	-11.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.33%	33.23%	-14.90%

Dividends

VTI vs. C - Dividend Comparison

VTI's dividend yield for the trailing twelve months is around 1.03%, less than C's 1.80% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
C Citigroup Inc.	1.80%	1.99%	3.10%	4.04%	4.51%	3.38%	3.31%	2.40%	2.96%	1.29%	0.71%	0.31%
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

Can I hold both VTI and C in my portfolio?

VTI and C have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VTI or C?

C has higher volatility (8.43%) compared to VTI (3.88%). In terms of maximum drawdown, VTI dropped -55.45% vs C's -98.00%.

Which has better risk-adjusted returns?

C currently has the higher Sharpe Ratio (2.65 vs 2.02), 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.