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VTI vs. VT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VTIVT
YTD Return15.07%11.87%
1Y Return22.00%17.52%
3Y Return (Ann)8.38%5.80%
5Y Return (Ann)14.12%10.86%
10Y Return (Ann)12.20%8.58%
Sharpe Ratio1.821.51
Daily Std Dev11.61%11.07%
Max Drawdown-55.45%-50.27%
Current Drawdown-2.88%-2.72%

Correlation

-0.50.00.51.00.9

The correlation between VTI and VT is 0.95, 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.

Performance

VTI vs. VT - Performance Comparison

In the year-to-date period, VTI achieves a 15.07% return, which is significantly higher than VT's 11.87% return. Over the past 10 years, VTI has outperformed VT with an annualized return of 12.20%, while VT has yielded a comparatively lower 8.58% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


150.00%200.00%250.00%300.00%350.00%400.00%450.00%500.00%FebruaryMarchAprilMayJuneJuly
468.44%
224.67%
VTI
VT

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

Vanguard Total World Stock ETF

VTI vs. VT - Expense Ratio Comparison

VTI has a 0.03% expense ratio, which is lower than VT's 0.07% 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%.


VT
Vanguard Total World Stock ETF
Expense ratio chart for VT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VTI vs. VT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) and Vanguard Total World Stock ETF (VT). 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.


VTI
Sharpe ratio
The chart of Sharpe ratio for VTI, currently valued at 1.82, compared to the broader market0.002.004.006.001.82
Sortino ratio
The chart of Sortino ratio for VTI, currently valued at 2.58, compared to the broader market0.005.0010.0015.002.58
Omega ratio
The chart of Omega ratio for VTI, currently valued at 1.32, compared to the broader market1.002.003.001.32
Calmar ratio
The chart of Calmar ratio for VTI, currently valued at 1.50, compared to the broader market0.005.0010.0015.0020.001.50
Martin ratio
The chart of Martin ratio for VTI, currently valued at 6.62, compared to the broader market0.0050.00100.00150.006.62
VT
Sharpe ratio
The chart of Sharpe ratio for VT, currently valued at 1.51, compared to the broader market0.002.004.006.001.51
Sortino ratio
The chart of Sortino ratio for VT, currently valued at 2.19, compared to the broader market0.005.0010.0015.002.19
Omega ratio
The chart of Omega ratio for VT, currently valued at 1.26, compared to the broader market1.002.003.001.26
Calmar ratio
The chart of Calmar ratio for VT, currently valued at 1.12, compared to the broader market0.005.0010.0015.0020.001.12
Martin ratio
The chart of Martin ratio for VT, currently valued at 4.80, compared to the broader market0.0050.00100.00150.004.80

VTI vs. VT - Sharpe Ratio Comparison

The current VTI Sharpe Ratio is 1.82, which roughly equals the VT Sharpe Ratio of 1.51. The chart below compares the 12-month rolling Sharpe Ratio of VTI and VT.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.82
1.51
VTI
VT

Dividends

VTI vs. VT - Dividend Comparison

VTI's dividend yield for the trailing twelve months is around 1.35%, less than VT's 1.93% yield.


TTM20232022202120202019201820172016201520142013
VTI
Vanguard Total Stock Market ETF
1.35%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VT
Vanguard Total World Stock ETF
1.93%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%

Drawdowns

VTI vs. VT - Drawdown Comparison

The maximum VTI drawdown since its inception was -55.45%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for VTI and VT. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-2.88%
-2.72%
VTI
VT

Volatility

VTI vs. VT - Volatility Comparison

Vanguard Total Stock Market ETF (VTI) has a higher volatility of 2.67% compared to Vanguard Total World Stock ETF (VT) at 2.53%. This indicates that VTI's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
2.67%
2.53%
VTI
VT