VTI vs. WSM

Last updated Apr 4, 2026

Compare and contrast key facts about Vanguard Total Stock Market ETF (VTI) and Williams-Sonoma, Inc. (WSM).

VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on Jun 27, 2016.

Performance

VTI vs. WSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Stock Market ETF (VTI) and Williams-Sonoma, Inc. (WSM). The values are adjusted to include any dividend payments, if applicable.

VTI vs. WSM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VTI Vanguard Total Stock Market ETF	-3.13%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-5.23%	21.21%
WSM Williams-Sonoma, Inc.	1.20%	-2.09%	86.56%	80.24%	-30.49%	68.60%	42.38%	50.07%	0.61%	10.20%

Returns By Period

In the year-to-date period, VTI achieves a -3.13% return, which is significantly lower than WSM's 1.20% return. Over the past 10 years, VTI has underperformed WSM with an annualized return of 13.75%, while WSM has yielded a comparatively higher 23.79% annualized return.

VTI

• 1D: 0.16%
• 1M: -3.97%
• YTD: -3.13%
• 6M: -1.30%
• 1Y: 24.10%
• 3Y*: 18.10%
• 5Y*: 10.66%
• 10Y*: 13.75%

WSM

• 1D: -0.11%
• 1M: -8.24%
• YTD: 1.20%
• 6M: -9.05%
• 1Y: 31.76%
• 3Y*: 46.32%
• 5Y*: 16.81%
• 10Y*: 23.79%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

VTI vs. WSM — Risk / Return Rank

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

VTI

VTI Risk / Return Rank: 52
VTI Sharpe Ratio Rank: 49
VTI Sortino Ratio Rank: 52
VTI Omega Ratio Rank: 56
VTI Calmar Ratio Rank: 46
VTI Martin Ratio Rank: 58

WSM

WSM Risk / Return Rank: 50
WSM Sharpe Ratio Rank: 50
WSM Sortino Ratio Rank: 46
WSM Omega Ratio Rank: 45
WSM Calmar Ratio Rank: 55
WSM Martin Ratio Rank: 55

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. WSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) and Williams-Sonoma, Inc. (WSM). 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	WSM	Difference
Sharpe ratio Return per unit of total volatility	0.94	0.27	+0.68
Sortino ratio Return per unit of downside risk	1.47	0.67	+0.79
Omega ratio Gain probability vs. loss probability	1.22	1.09	+0.14
Calmar ratio Return relative to maximum drawdown	1.53	0.74	+0.79
Martin ratio Return relative to average drawdown	7.16	1.64	+5.52
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. WSM - Sharpe Ratio Comparison

The current VTI Sharpe Ratio is 0.94, which is higher than the WSM Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of VTI and WSM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VTI	WSM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.94	0.27	+0.68
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.62	0.38	+0.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.75	0.54	+0.21
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.33	+0.15

Correlation

The correlation between VTI and WSM is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

VTI vs. WSM - Dividend Comparison

VTI's dividend yield for the trailing twelve months is around 1.16%, less than WSM's 1.47% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VTI Vanguard Total Stock Market ETF	1.16%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%
WSM Williams-Sonoma, Inc.	1.47%	1.43%	1.16%	1.72%	2.65%	1.43%	1.93%	2.55%	3.33%	2.98%	3.02%	2.36%

Drawdowns

VTI vs. WSM - Drawdown Comparison

The maximum VTI drawdown since its inception was -55.45%, smaller than the maximum WSM drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for VTI and WSM.

Drawdown Indicators

	VTI	WSM	Difference
Max Drawdown Largest peak-to-trough decline	-55.45%	-89.01%	+33.56%
Max Drawdown (1Y) Largest decline over 1 year	-8.92%	-20.56%	+11.64%
Max Drawdown (5Y) Largest decline over 5 years	-25.36%	-51.92%	+26.56%
Max Drawdown (10Y) Largest decline over 10 years	-35.00%	-59.71%	+24.71%
Current Drawdown Current decline from peak	-5.39%	-18.35%	+12.96%
Average Drawdown Average peak-to-trough decline	-8.08%	-25.10%	+17.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.62%	9.22%	-6.60%

Volatility

VTI vs. WSM - Volatility Comparison

The current volatility for Vanguard Total Stock Market ETF (VTI) is 5.41%, while Williams-Sonoma, Inc. (WSM) has a volatility of 8.46%. This indicates that VTI experiences smaller price fluctuations and is considered to be less risky than WSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VTI	WSM	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.41%	8.46%	-3.05%
Volatility (6M) Calculated over the trailing 6-month period	9.75%	23.85%	-14.10%
Volatility (1Y) Calculated over the trailing 1-year period	19.02%	40.82%	-21.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.40%	44.71%	-27.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.28%	44.18%	-25.90%