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 15.31%/yr for VTI. At a 0.12 correlation, their price movements are largely independent.
Performance
VTKLY vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, VTKLY achieves a -17.62% return, which is significantly lower than VTI's 10.35% return. Over the past 10 years, VTKLY has underperformed VTI with an annualized return of 3.10%, while VTI has yielded a comparatively higher 15.31% annualized return.
VTKLY
- 1D
- 0.92%
- 1M
- -2.15%
- YTD
- -17.62%
- 6M
- -17.36%
- 1Y
- 3.78%
- 3Y*
- 10.39%
- 5Y*
- 0.20%
- 10Y*
- 3.10%
VTI
- 1D
- -0.32%
- 1M
- 0.55%
- YTD
- 10.35%
- 6M
- 9.59%
- 1Y
- 27.18%
- 3Y*
- 21.19%
- 5Y*
- 12.36%
- 10Y*
- 15.31%
VTKLY vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTKLY VTech Holdings Ltd ADR | -17.62% | 27.20% | 31.17% | -0.83% | -10.29% | 11.21% | -17.88% | 30.88% | -33.58% | 3.94% |
VTI Vanguard Total Stock Market ETF | 10.35% | 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 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
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 -0.01 (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 | -2.07 | ||
| Sortino ratioReturn per unit of downside risk | -2.39 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.38 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.15 | 3.06 | -2.91 |
| Martin ratioReturn relative to average drawdown | 0.48 | 13.68 | -13.20 |
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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 | -25.58% | -8.92% | -16.66% |
Max Drawdown (3Y)Largest decline over 3 years | -27.18% | -19.30% | -7.88% |
Max Drawdown (5Y)Largest decline over 5 years | -42.69% | -25.36% | -17.33% |
Max Drawdown (10Y)Largest decline over 10 years | -59.03% | -35.00% | -24.03% |
Current DrawdownCurrent decline from peak | -24.31% | -1.48% | -22.83% |
Average DrawdownAverage peak-to-trough decline | -22.24% | -8.01% | -14.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.93% | 1.99% | +5.94% |
Volatility
VTKLY vs. VTI - Volatility Comparison
VTech Holdings Ltd ADR (VTKLY) has a higher volatility of 19.50% compared to Vanguard Total Stock Market ETF (VTI) at 4.74%. 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 | 19.50% | 4.74% | +14.76% |
Volatility (6M)Calculated over the trailing 6-month period | 46.83% | 9.96% | +36.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.94% | 12.76% | +42.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.03% | 17.49% | +28.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.36% | 18.35% | +23.01% |
Dividends
VTKLY vs. VTI - Dividend Comparison
VTKLY's dividend yield for the trailing twelve months is around 9.28%, more than VTI's 1.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 1.02% | 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 | 9.28% | 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 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTKLY has higher volatility (19.50%) compared to VTI (4.74%). In terms of maximum drawdown, VTKLY dropped -59.03% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (2.14 vs 0.07), 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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