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VTI vs. SWTSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTI vs. SWTSX - Performance Comparison

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

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VTI vs. SWTSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTI
Vanguard Total Stock Market ETF
-4.01%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%
SWTSX
Schwab Total Stock Market Index Fund
-6.77%17.04%23.84%26.05%-19.54%25.65%20.71%30.90%-5.35%21.08%

Returns By Period

In the year-to-date period, VTI achieves a -4.01% return, which is significantly higher than SWTSX's -6.77% return. Both investments have delivered pretty close results over the past 10 years, with VTI having a 13.60% annualized return and SWTSX not far behind at 13.21%.


VTI

1D
2.93%
1M
-5.00%
YTD
-4.01%
6M
-1.66%
1Y
18.11%
3Y*
17.84%
5Y*
10.46%
10Y*
13.60%

SWTSX

1D
-0.46%
1M
-7.67%
YTD
-6.77%
6M
-4.59%
1Y
14.70%
3Y*
16.68%
5Y*
10.10%
10Y*
13.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTI vs. SWTSX - Expense Ratio Comparison

Both VTI and SWTSX 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%.


Return for Risk

VTI vs. SWTSX — Risk / Return Rank

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

VTI
VTI Risk / Return Rank: 6565
Overall Rank
VTI Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6262
Sortino Ratio Rank
VTI Omega Ratio Rank: 6565
Omega Ratio Rank
VTI Calmar Ratio Rank: 6565
Calmar Ratio Rank
VTI Martin Ratio Rank: 7575
Martin Ratio Rank

SWTSX
SWTSX Risk / Return Rank: 4545
Overall Rank
SWTSX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SWTSX Sortino Ratio Rank: 4444
Sortino Ratio Rank
SWTSX Omega Ratio Rank: 4848
Omega Ratio Rank
SWTSX Calmar Ratio Rank: 4141
Calmar Ratio Rank
SWTSX Martin Ratio Rank: 5252
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. SWTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) and Schwab Total Stock Market Index Fund (SWTSX). 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.


VTISWTSXDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.83

+0.13

Sortino ratio

Return per unit of downside risk

1.48

1.28

+0.20

Omega ratio

Gain probability vs. loss probability

1.23

1.19

+0.03

Calmar ratio

Return relative to maximum drawdown

1.52

1.04

+0.48

Martin ratio

Return relative to average drawdown

7.26

5.04

+2.22

VTI vs. SWTSX - Sharpe Ratio Comparison

The current VTI Sharpe Ratio is 0.96, which is comparable to the SWTSX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of VTI and SWTSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VTISWTSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.83

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.58

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.71

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.40

+0.08

Correlation

The correlation between VTI and SWTSX 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.


Dividends

VTI vs. SWTSX - Dividend Comparison

VTI's dividend yield for the trailing twelve months is around 1.17%, which matches SWTSX's 1.18% yield.


TTM20252024202320222021202020192018201720162015
VTI
Vanguard Total Stock Market ETF
1.17%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%
SWTSX
Schwab Total Stock Market Index Fund
1.18%1.10%1.24%1.41%1.62%1.46%1.63%1.92%2.58%1.83%2.32%2.79%

Drawdowns

VTI vs. SWTSX - Drawdown Comparison

The maximum VTI drawdown since its inception was -55.45%, roughly equal to the maximum SWTSX drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for VTI and SWTSX.


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Drawdown Indicators


VTISWTSXDifference

Max Drawdown

Largest peak-to-trough decline

-55.45%

-54.60%

-0.85%

Max Drawdown (1Y)

Largest decline over 1 year

-12.30%

-12.42%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

-25.40%

+0.04%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

-35.01%

+0.01%

Current Drawdown

Current decline from peak

-6.25%

-8.88%

+2.63%

Average Drawdown

Average peak-to-trough decline

-8.08%

-10.63%

+2.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

2.56%

+0.02%

Volatility

VTI vs. SWTSX - Volatility Comparison

Vanguard Total Stock Market ETF (VTI) has a higher volatility of 5.45% compared to Schwab Total Stock Market Index Fund (SWTSX) at 4.45%. This indicates that VTI's price experiences larger fluctuations and is considered to be riskier than SWTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTISWTSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.45%

4.45%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.73%

9.42%

+0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

19.01%

18.52%

+0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.42%

17.41%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.29%

18.57%

-0.28%