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VTI vs. HMC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTI vs. HMC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Stock Market ETF (VTI) and Honda Motor Co., Ltd. (HMC). 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 9.05% return, which is significantly higher than HMC's -8.51% return. Over the past 10 years, VTI has outperformed HMC with an annualized return of 14.84%, while HMC has yielded a comparatively lower 3.28% annualized return.


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%

HMC

1D
1.01%
1M
10.04%
YTD
-8.51%
6M
-8.11%
1Y
-5.83%
3Y*
-1.40%
5Y*
-0.78%
10Y*
3.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTI vs. HMC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
HMC
Honda Motor Co., Ltd.
-8.51%8.04%-5.14%39.86%-16.69%3.61%2.88%10.34%-20.81%20.02%

Correlation

The correlation between VTI and HMC is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.52

Correlation (All Time)
Calculated using the full available price history since Jun 1, 2001

0.53

The correlation between VTI and HMC has been stable across timeframes, ranging from 0.43 to 0.53 - a consistent structural relationship.

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Return for Risk

VTI vs. HMC — Risk / Return Rank

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

VTI
VTI Risk / Return Rank: 6868
Overall Rank
VTI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6666
Sortino Ratio Rank
VTI Omega Ratio Rank: 6868
Omega Ratio Rank
VTI Calmar Ratio Rank: 6262
Calmar Ratio Rank
VTI Martin Ratio Rank: 7575
Martin Ratio Rank

HMC
HMC Risk / Return Rank: 3333
Overall Rank
HMC Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
HMC Sortino Ratio Rank: 2929
Sortino Ratio Rank
HMC Omega Ratio Rank: 3030
Omega Ratio Rank
HMC Calmar Ratio Rank: 3636
Calmar Ratio Rank
HMC Martin Ratio Rank: 3535
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.

VTI vs. HMC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) and Honda Motor Co., Ltd. (HMC). 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.


VTIHMCDifference
Sharpe ratioReturn per unit of total volatility

+2.21

Sortino ratioReturn per unit of downside risk

+2.81

Omega ratioGain probability vs. loss probability

1.36

0.99

+0.37

Calmar ratioReturn relative to maximum drawdown

2.81

-0.19

+3.00

Martin ratioReturn relative to average drawdown

12.85

-0.38

+13.22

VTI vs. HMC - Sharpe Ratio Comparison

The current VTI Sharpe Ratio is 2.02, which is higher than the HMC Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of VTI and HMC, 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


VTIHMCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

-0.19

+2.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

-0.03

+0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.13

+0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.17

+0.33

Drawdowns

VTI vs. HMC - Drawdown Comparison

The maximum VTI drawdown since its inception was -55.45%, smaller than the maximum HMC drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for VTI and HMC.


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Drawdown Indicators


VTIHMCDifference

Max Drawdown

Largest peak-to-trough decline

-55.45%

-90.46%

+35.01%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-31.18%

+22.26%

Max Drawdown (3Y)

Largest decline over 3 years

-19.30%

-35.41%

+16.11%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

-35.41%

+10.05%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

-43.12%

+8.12%

Current Drawdown

Current decline from peak

-2.64%

-23.09%

+20.45%

Average Drawdown

Average peak-to-trough decline

-8.02%

-36.10%

+28.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

15.43%

-13.48%

Volatility

VTI vs. HMC - Volatility Comparison

The current volatility for Vanguard Total Stock Market ETF (VTI) is 3.88%, while Honda Motor Co., Ltd. (HMC) has a volatility of 10.95%. This indicates that VTI experiences smaller price fluctuations and is considered to be less risky than HMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTIHMCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

10.95%

-7.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.55%

21.03%

-11.48%

Volatility (1Y)

Calculated over the trailing 1-year period

12.44%

30.17%

-17.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.44%

26.89%

-9.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.33%

25.45%

-7.12%

Dividends

VTI vs. HMC - Dividend Comparison

VTI's dividend yield for the trailing twelve months is around 1.03%, less than HMC's 2.53% yield.


PositionTTM20252024202320222021202020192018201720162015
HMC
Honda Motor Co., Ltd.
2.53%4.67%3.19%3.29%4.00%3.08%2.72%2.90%2.27%2.45%2.87%2.86%
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 HMC have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HMC has higher volatility (10.95%) compared to VTI (3.88%). In terms of maximum drawdown, VTI dropped -55.45% vs HMC's -90.46%.

VTI currently has the higher Sharpe Ratio (2.02 vs -0.19), 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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