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VTI vs. SGOL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VTI vs. SGOL

Last updated Jun 9, 2026

VTI (Vanguard Total Stock Market ETF) and SGOL (abrdn Physical Gold Shares ETF) are both exchange-traded funds - VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index, while SGOL is a Gold fund tracking the LBMA Gold Price PM ($/ozt). Both are passively managed. Over the past 10 years, VTI returned 14.84%/yr vs 12.74%/yr for SGOL. At a 0.06 correlation, their price movements are largely independent. VTI charges 0.03%/yr vs 0.17%/yr for SGOL.

Performance

VTI vs. SGOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Stock Market ETF (VTI) and abrdn Physical Gold Shares ETF (SGOL). 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 SGOL's 0.32% return. Over the past 10 years, VTI has outperformed SGOL with an annualized return of 14.84%, while SGOL has yielded a comparatively lower 12.74% 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%

SGOL

1D
0.22%
1M
-8.40%
YTD
0.32%
6M
3.15%
1Y
30.41%
3Y*
29.97%
5Y*
17.81%
10Y*
12.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTI vs. SGOL - 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%
SGOL
abrdn Physical Gold Shares ETF		0.32%63.99%26.90%12.99%-0.51%-3.94%25.03%18.21%-1.94%12.86%

Correlation

The correlation between VTI and SGOL is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.22

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

0.17

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

0.13

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

0.06

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2009

0.06

The correlation between VTI and SGOL shifts across timeframes, from 0.06 (10 years) to 0.22 (1 year), 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.

Vanguard Total Stock Market ETF

abrdn Physical Gold Shares ETF

Often compared with VTI:
VTI vs. VOOVTI vs. VXUSVTI vs. SPYVTI vs. VTVTI vs. SCHDVTI vs. FZROXVTI vs. QQQ
Often compared with SGOL:
SGOL vs. GLDSGOL vs. IAUSGOL vs. GLDMSGOL vs. PHYSSGOL vs. BARSGOL vs. IAUMSGOL vs. AAAU

Return for Risk

VTI vs. SGOL — 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
SGOL
SGOL Risk / Return Rank: 3434
Overall Rank
SGOL Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SGOL Sortino Ratio Rank: 3131
Sortino Ratio Rank
SGOL Omega Ratio Rank: 3939
Omega Ratio Rank
SGOL Calmar Ratio Rank: 3434
Calmar Ratio Rank
SGOL Martin Ratio Rank: 2929
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. SGOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) and abrdn Physical Gold Shares ETF (SGOL). 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.

VTISGOLDifference
Sharpe ratioReturn per unit of total volatility
2.02
1.15

+0.87

Sortino ratioReturn per unit of downside risk
2.73
1.54

+1.19

Omega ratioGain probability vs. loss probability

1.36

1.23

+0.13

Calmar ratioReturn relative to maximum drawdown

2.81

1.53

+1.28

Martin ratioReturn relative to average drawdown

12.85

3.82

+9.03

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. SGOL - Sharpe Ratio Comparison

The current VTI Sharpe Ratio is 2.02, which is higher than the SGOL Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of VTI and SGOL, 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

VTISGOLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

1.15

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

1.00

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.80

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.54

-0.04

Drawdowns

VTI vs. SGOL - Drawdown Comparison

The maximum VTI drawdown since its inception was -55.45%, which is greater than SGOL's maximum drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for VTI and SGOL.

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Drawdown Indicators

VTISGOLDifference

Max Drawdown

Largest peak-to-trough decline

-55.45%

-45.51%

-9.94%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-20.02%

+11.10%

Max Drawdown (3Y)

Largest decline over 3 years

-19.30%

-20.02%

+0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

-20.92%

-4.44%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

-21.56%

-13.44%

Current Drawdown

Current decline from peak

-2.64%

-19.84%

+17.20%

Average Drawdown

Average peak-to-trough decline

-8.02%

-18.41%

+10.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

7.98%

-6.03%

Volatility

VTI vs. SGOL - Volatility Comparison

The current volatility for Vanguard Total Stock Market ETF (VTI) is 3.88%, while abrdn Physical Gold Shares ETF (SGOL) has a volatility of 5.62%. This indicates that VTI experiences smaller price fluctuations and is considered to be less risky than SGOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VTISGOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

5.62%

-1.74%

Volatility (6M)

Calculated over the trailing 6-month period

9.55%

23.24%

-13.69%

Volatility (1Y)

Calculated over the trailing 1-year period

12.44%

26.58%

-14.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.44%

17.96%

-0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.33%

15.95%

+2.38%

VTI vs. SGOL - Expense Ratio Comparison

VTI has a 0.03% expense ratio, which is lower than SGOL's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

VTI vs. SGOL - Dividend Comparison

VTI's dividend yield for the trailing twelve months is around 1.03%, while SGOL has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
SGOL
abrdn Physical Gold Shares ETF		0.00%0.00%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		1.03%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 SGOL have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SGOL has higher volatility (5.62%) compared to VTI (3.88%). In terms of maximum drawdown, VTI dropped -55.45% vs SGOL's -45.51%.

On 10-year performance, VTI leads with 14.84% vs 12.74% for SGOL. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 3.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VTI has performed better with a 14.84% return vs 12.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTI is cheaper with a 0.03% expense ratio, compared with 0.17% for SGOL.

VTI has the higher dividend yield at 1.03%, compared with 0.00% for SGOL.

VTI is categorized as Large Cap Blend Equities, while SGOL is Gold. VTI tracks CRSP US Total Market Index, while SGOL tracks LBMA Gold Price PM ($/ozt). They also come from different issuers: Vanguard and abrdn. Their fees differ too: 0.03% for VTI and 0.17% for SGOL.

VTI currently has the higher Sharpe Ratio (2.02 vs 1.15), 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.

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