VTI vs. SCHB
Compare and contrast key facts about Vanguard Total Stock Market ETF (VTI) and Schwab U.S. Broad Market ETF (SCHB).
VTI and SCHB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. SCHB is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Broad Stock Market Total Return Index. It was launched on Nov 3, 2009. Both VTI and SCHB are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTI or SCHB.
Performance
VTI vs. SCHB - Performance Comparison
Returns By Period
In the year-to-date period, VTI achieves a 26.27% return, which is significantly lower than SCHB's 28.80% return. Over the past 10 years, VTI has underperformed SCHB with an annualized return of 12.73%, while SCHB has yielded a comparatively higher 15.05% annualized return.
VTI
26.27%
4.02%
13.98%
33.61%
15.21%
12.73%
SCHB
28.80%
4.03%
15.56%
37.53%
17.76%
15.05%
Key characteristics
| VTI | SCHB | |
|---|---|---|
| Sharpe Ratio | 2.69 | 2.99 |
| Sortino Ratio | 3.58 | 3.94 |
| Omega Ratio | 1.49 | 1.55 |
| Calmar Ratio | 3.92 | 4.40 |
| Martin Ratio | 17.17 | 19.21 |
| Ulcer Index | 1.96% | 1.95% |
| Daily Std Dev | 12.51% | 12.54% |
| Max Drawdown | -55.45% | -35.27% |
| Current Drawdown | -0.35% | -0.34% |
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VTI vs. SCHB - Expense Ratio Comparison
Both VTI and SCHB have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between VTI and SCHB is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
VTI vs. SCHB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) and Schwab U.S. Broad Market ETF (SCHB). 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.
Dividends
VTI vs. SCHB - Dividend Comparison
VTI's dividend yield for the trailing twelve months is around 1.26%, more than SCHB's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
SCHB Schwab U.S. Broad Market ETF | 1.18% | 1.40% | 1.61% | 1.21% | 1.63% | 1.80% | 2.13% | 1.65% | 1.86% | 2.00% | 1.72% | 1.63% |
Drawdowns
VTI vs. SCHB - Drawdown Comparison
The maximum VTI drawdown since its inception was -55.45%, which is greater than SCHB's maximum drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for VTI and SCHB. For additional features, visit the drawdowns tool.
Volatility
VTI vs. SCHB - Volatility Comparison
Vanguard Total Stock Market ETF (VTI) and Schwab U.S. Broad Market ETF (SCHB) have volatilities of 4.20% and 4.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.