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VTI vs. CAIE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VTI vs. CAIE

Last updated Jun 16, 2026

VTI (Vanguard Total Stock Market ETF) and CAIE (Calamos Autocallable Income ETF) are both exchange-traded funds - VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index, while CAIE is a Derivative Income fund tracking the MerQube US Large Cap Vol Advantage Autocallable Index. Both are passively managed. Their correlation of 0.91 suggests significant overlap in exposure. VTI charges 0.03%/yr vs 0.74%/yr for CAIE.

Performance

VTI vs. CAIE - Performance Comparison

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

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Returns By Period

In the year-to-date period, VTI achieves a 11.46% return, which is significantly higher than CAIE's 8.63% return.

VTI

1D
1.68%
1M
2.70%
YTD
11.46%
6M
11.76%
1Y
28.40%
3Y*
20.94%
5Y*
12.71%
10Y*
15.23%

CAIE

1D
1.15%
1M
1.01%
YTD
8.63%
6M
9.20%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTI vs. CAIE - Yearly Performance Comparison

2026 (YTD)2025
VTI
Vanguard Total Stock Market ETF		11.46%12.83%
CAIE
Calamos Autocallable Income ETF		8.63%15.12%

Correlation

The correlation between VTI and CAIE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 25, 2025

0.91

VTI vs. CAIE - Sectors Allocation Comparison

Sectors
VTI
CAIE

Technology

33.3%

-

Financial Services

11.9%

-

Communication Services

10.1%

-

Consumer Cyclical

9.8%

-

Industrials

9.5%

-

Healthcare

9.1%

-

Consumer Defensive

4.7%

-

Energy

3.8%

-

Utilities

2.7%

-

Real Estate

2.4%

-

Basic Materials

2.0%
13.2%

Technology

VTI
33.3%
CAIE

-

Financial Services

VTI
11.9%
CAIE

-

Communication Services

VTI
10.1%
CAIE

-

Consumer Cyclical

VTI
9.8%
CAIE

-

Industrials

VTI
9.5%
CAIE

-

Healthcare

VTI
9.1%
CAIE

-

Consumer Defensive

VTI
4.7%
CAIE

-

Energy

VTI
3.8%
CAIE

-

Utilities

VTI
2.7%
CAIE

-

Real Estate

VTI
2.4%
CAIE

-

Basic Materials

VTI
2.0%
CAIE
13.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard Total Stock Market ETF

Calamos Autocallable Income ETF

Often compared with VTI:
VTI vs. VOOVTI vs. VXUSVTI vs. SPYVTI vs. VTVTI vs. SCHDVTI vs. FZROXVTI vs. QQQ
Often compared with CAIE:
CAIE vs. CMPCAIE vs. SPYCAIE vs. CAIQCAIE vs. SBARCAIE vs. SPYICAIE vs. XVCAIE vs. GPIQ

Return for Risk

VTI vs. CAIE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VTI
VTI Risk / Return Rank: 7777
Overall Rank
VTI Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 7777
Sortino Ratio Rank
VTI Omega Ratio Rank: 7878
Omega Ratio Rank
VTI Calmar Ratio Rank: 7070
Calmar Ratio Rank
VTI Martin Ratio Rank: 8181
Martin Ratio Rank
CAIE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. CAIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) and Calamos Autocallable Income ETF (CAIE). 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.

VTICAIEDifference
Sharpe ratioReturn per unit of total volatility
2.25

—

—

Sortino ratioReturn per unit of downside risk
3.04

—

—

Omega ratioGain probability vs. loss probability

1.41

—

—

Calmar ratioReturn relative to maximum drawdown

3.20

—

—

Martin ratioReturn relative to average drawdown

14.35

—

—

VTI vs. CAIE - Sharpe Ratio Comparison

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Drawdowns

VTI vs. CAIE - Drawdown Comparison

The maximum VTI drawdown since its inception was -55.45%, which is greater than CAIE's maximum drawdown of -7.73%. Use the drawdown chart below to compare losses from any high point for VTI and CAIE.

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Drawdown Indicators

VTICAIEDifference

Max Drawdown

Largest peak-to-trough decline

-55.45%

-7.73%

-47.72%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-19.30%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

—

—

Current Drawdown

Current decline from peak

-0.49%

-0.80%

+0.31%

Average Drawdown

Average peak-to-trough decline

-8.02%

-1.08%

-6.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

—

—

Volatility

VTI vs. CAIE - Volatility Comparison

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Volatility by Period

VTICAIEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.74%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

9.94%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

12.69%

12.08%

+0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.49%

12.08%

+5.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.34%

12.08%

+6.26%

VTI vs. CAIE - Expense Ratio Comparison

VTI has a 0.03% expense ratio, which is lower than CAIE's 0.74% expense ratio.

Dividends

VTI vs. CAIE - Dividend Comparison

VTI's dividend yield for the trailing twelve months is around 1.01%, less than CAIE's 13.15% yield.

PositionTTM20252024202320222021202020192018201720162015
CAIE
Calamos Autocallable Income ETF		13.15%7.46%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		1.01%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

With a correlation of 0.91, VTI and CAIE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VTI is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VTI is cheaper with a 0.03% expense ratio, compared with 0.74% for CAIE.

CAIE has the higher dividend yield at 13.15%, compared with 1.01% for VTI.

VTI is categorized as Large Cap Blend Equities, while CAIE is Derivative Income. VTI tracks CRSP US Total Market Index, while CAIE tracks MerQube US Large Cap Vol Advantage Autocallable Index. They also come from different issuers: Vanguard and Calamos. Their fees differ too: 0.03% for VTI and 0.74% for CAIE.

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