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VTIFX vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTIFX and AAPL is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

Performance

VTIFX vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Bond Index Fund Institutional Shares (VTIFX) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
0.10%
2.97%
VTIFX
AAPL

Key characteristics

Sharpe Ratio

VTIFX:

0.32

AAPL:

1.27

Sortino Ratio

VTIFX:

0.44

AAPL:

1.89

Omega Ratio

VTIFX:

1.06

AAPL:

1.24

Calmar Ratio

VTIFX:

0.14

AAPL:

1.72

Martin Ratio

VTIFX:

1.34

AAPL:

4.48

Ulcer Index

VTIFX:

0.97%

AAPL:

6.37%

Daily Std Dev

VTIFX:

4.05%

AAPL:

22.58%

Max Drawdown

VTIFX:

-16.74%

AAPL:

-81.80%

Current Drawdown

VTIFX:

-7.60%

AAPL:

-8.56%

Returns By Period

In the year-to-date period, VTIFX achieves a -1.05% return, which is significantly higher than AAPL's -5.42% return. Over the past 10 years, VTIFX has underperformed AAPL with an annualized return of 1.48%, while AAPL has yielded a comparatively higher 25.51% annualized return.


VTIFX

YTD

-1.05%

1M

-3.92%

6M

0.10%

1Y

1.12%

5Y*

-0.73%

10Y*

1.48%

AAPL

YTD

-5.42%

1M

-3.91%

6M

2.97%

1Y

28.25%

5Y*

25.86%

10Y*

25.51%

*Annualized

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Risk-Adjusted Performance

VTIFX vs. AAPL — Risk-Adjusted Performance Rank

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

VTIFX
The Risk-Adjusted Performance Rank of VTIFX is 2727
Overall Rank
The Sharpe Ratio Rank of VTIFX is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of VTIFX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of VTIFX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of VTIFX is 2424
Calmar Ratio Rank
The Martin Ratio Rank of VTIFX is 3232
Martin Ratio Rank

AAPL
The Risk-Adjusted Performance Rank of AAPL is 8282
Overall Rank
The Sharpe Ratio Rank of AAPL is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of AAPL is 8080
Sortino Ratio Rank
The Omega Ratio Rank of AAPL is 7878
Omega Ratio Rank
The Calmar Ratio Rank of AAPL is 8989
Calmar Ratio Rank
The Martin Ratio Rank of AAPL is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VTIFX vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond Index Fund Institutional Shares (VTIFX) and Apple Inc (AAPL). 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.


The chart of Sharpe ratio for VTIFX, currently valued at 0.32, compared to the broader market-1.000.001.002.003.004.000.321.27
The chart of Sortino ratio for VTIFX, currently valued at 0.44, compared to the broader market-2.000.002.004.006.008.0010.000.441.89
The chart of Omega ratio for VTIFX, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.003.501.061.24
The chart of Calmar ratio for VTIFX, currently valued at 0.14, compared to the broader market0.005.0010.000.141.72
The chart of Martin ratio for VTIFX, currently valued at 1.34, compared to the broader market0.0020.0040.0060.001.344.48
VTIFX
AAPL

The current VTIFX Sharpe Ratio is 0.32, which is lower than the AAPL Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of VTIFX and AAPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.32
1.27
VTIFX
AAPL

Dividends

VTIFX vs. AAPL - Dividend Comparison

VTIFX's dividend yield for the trailing twelve months is around 2.14%, more than AAPL's 0.42% yield.


TTM20242023202220212020201920182017201620152014
VTIFX
Vanguard Total International Bond Index Fund Institutional Shares
2.14%2.12%4.44%1.52%3.07%0.97%3.41%3.04%2.29%1.95%1.68%1.60%
AAPL
Apple Inc
0.42%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%

Drawdowns

VTIFX vs. AAPL - Drawdown Comparison

The maximum VTIFX drawdown since its inception was -16.74%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for VTIFX and AAPL. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.60%
-8.56%
VTIFX
AAPL

Volatility

VTIFX vs. AAPL - Volatility Comparison

The current volatility for Vanguard Total International Bond Index Fund Institutional Shares (VTIFX) is 2.19%, while Apple Inc (AAPL) has a volatility of 5.74%. This indicates that VTIFX experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
2.19%
5.74%
VTIFX
AAPL