VTKLY vs. VTI
VTKLY (VTech Holdings Ltd ADR) is a stock, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, VTKLY returned 3.10%/yr vs 14.63%/yr for VTI. Their 0.12 correlation means their historical movements had little consistent relationship.
Performance
VTKLY vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, VTKLY achieves a -13.46% return, which is significantly lower than VTI's 10.49% return. Over the past 10 years, VTKLY has underperformed VTI with an annualized return of 3.10%, while VTI has yielded a comparatively higher 14.63% annualized return.
VTKLY
- 1D
- -2.30%
- 1M
- 2.42%
- 6M
- -10.66%
- YTD
- -13.46%
- 1Y
- -0.98%
- 3Y*
- 11.03%
- 5Y*
- 0.74%
- 10Y*
- 3.10%
- ALL TIME*
- 4.01%
VTI
- 1D
- 0.53%
- 1M
- -0.15%
- 6M
- 8.77%
- YTD
- 10.49%
- 1Y
- 21.84%
- 3Y*
- 18.92%
- 5Y*
- 11.74%
- 10Y*
- 14.63%
- ALL TIME*
- 9.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.06B | $1.16B | $1.24B | |
| $26.16K | $18.86K | $14.42K |
VTKLY vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTKLY VTech Holdings Ltd ADR | -13.46% | 27.20% | 31.17% | -0.83% | -10.29% | 11.21% | -17.88% | 30.88% | -33.58% | 3.94% |
VTI Vanguard Total Stock Market ETF | 10.49% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between VTKLY and VTI is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.01 |
Correlation (3Y) Balances recent behavior with more history. | -0.03 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.02 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.10 |
Correlation (All Time) Calculated using the full available price history since May 10, 2011 | 0.12 |
The correlation between VTKLY and VTI shifts across timeframes, from -0.03 (3 years) to 0.12 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VTKLY vs. VTI — Risk / Return Rank
VTKLY
VTI
VTKLY vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VTech Holdings Ltd ADR (VTKLY) and Vanguard Total Stock Market ETF (VTI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VTKLY | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.55 | ||
| Sortino ratioReturn per unit of downside risk | -1.71 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.27 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 2.23 | -2.28 |
| Martin ratioReturn relative to average drawdown | -0.14 | 9.62 | -9.76 |
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Drawdowns
VTKLY vs. VTI - Drawdown Comparison
The maximum VTKLY drawdown since its inception was -59.03%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VTKLY and VTI.
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Drawdown Indicators
| VTKLY | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.03% | -55.45% | -3.58% |
Max Drawdown (1Y)Largest decline over 1 year | -30.65% | -8.92% | -21.73% |
Max Drawdown (3Y)Largest decline over 3 years | -30.65% | -19.30% | -11.35% |
Max Drawdown (5Y)Largest decline over 5 years | -42.46% | -25.36% | -17.10% |
Max Drawdown (10Y)Largest decline over 10 years | -59.03% | -35.00% | -24.03% |
Current DrawdownCurrent decline from peak | -20.49% | -1.36% | -19.13% |
Average DrawdownAverage peak-to-trough decline | -22.24% | -7.99% | -14.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.80% | 2.07% | +8.73% |
Volatility
VTKLY vs. VTI - Volatility Comparison
VTech Holdings Ltd ADR (VTKLY) has a higher volatility of 22.06% compared to Vanguard Total Stock Market ETF (VTI) at 3.46%. This indicates that VTKLY's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTKLY | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.06% | 3.46% | +18.60% |
Volatility (6M)Calculated over the trailing 6-month period | 51.02% | 10.24% | +40.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.85% | 13.10% | +46.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.32% | 17.51% | +29.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.02% | 18.30% | +23.72% |
Dividends
VTKLY vs. VTI - Dividend Comparison
VTKLY's dividend yield for the trailing twelve months is around 8.11%, more than VTI's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 1.06% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
VTKLY VTech Holdings Ltd ADR | 8.11% | 7.65% | 9.56% | 10.35% | 10.77% | 11.10% | 6.97% | 6.16% | 8.87% | 4.75% | 4.81% | 8.42% |
Frequently Asked Questions
VTKLY and VTI have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTKLY has higher volatility (22.06%) compared to VTI (3.46%). In terms of maximum drawdown, VTKLY dropped -59.03% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (1.52 vs -0.03), 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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