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

Key characteristics


VWOVTI
YTD Return1.38%9.87%
1Y Return7.90%33.77%
3Y Return (Ann)-3.92%9.60%
5Y Return (Ann)2.75%14.26%
10Y Return (Ann)3.27%12.39%
Sharpe Ratio0.672.81
Daily Std Dev13.78%11.94%
Max Drawdown-67.68%-55.45%
Current Drawdown-18.39%0.00%

Correlation

0.75
-1.001.00

The correlation between VWO and VTI is 0.75, 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

VWO vs. VTI - Performance Comparison

In the year-to-date period, VWO achieves a 1.38% return, which is significantly lower than VTI's 9.87% return. Over the past 10 years, VWO has underperformed VTI with an annualized return of 3.27%, while VTI has yielded a comparatively higher 12.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%200.00%300.00%400.00%500.00%OctoberNovemberDecember2024FebruaryMarch
173.83%
531.35%
VWO
VTI

Compare stocks, funds, or ETFs


Vanguard FTSE Emerging Markets ETF

Vanguard Total Stock Market ETF

VWO vs. VTI - Expense Ratio Comparison

VWO has a 0.08% expense ratio, which is higher than VTI's 0.03% expense ratio.

VWO
Vanguard FTSE Emerging Markets ETF
0.50%1.00%1.50%2.00%0.08%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VWO vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Emerging Markets ETF (VWO) 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VWO
Vanguard FTSE Emerging Markets ETF
0.67
VTI
Vanguard Total Stock Market ETF
2.81

VWO vs. VTI - Sharpe Ratio Comparison

The current VWO Sharpe Ratio is 0.67, which is lower than the VTI Sharpe Ratio of 2.81. The chart below compares the 12-month rolling Sharpe Ratio of VWO and VTI.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
0.67
2.81
VWO
VTI

Dividends

VWO vs. VTI - Dividend Comparison

VWO's dividend yield for the trailing twelve months is around 3.50%, more than VTI's 1.36% yield.


TTM20232022202120202019201820172016201520142013
VWO
Vanguard FTSE Emerging Markets ETF
3.50%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%2.86%2.73%
VTI
Vanguard Total Stock Market ETF
1.36%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

VWO vs. VTI - Drawdown Comparison

The maximum VWO drawdown since its inception was -67.68%, which is greater than VTI's maximum drawdown of -55.45%. The drawdown chart below compares losses from any high point along the way for VWO and VTI


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-18.39%
0
VWO
VTI

Volatility

VWO vs. VTI - Volatility Comparison

Vanguard FTSE Emerging Markets ETF (VWO) has a higher volatility of 3.16% compared to Vanguard Total Stock Market ETF (VTI) at 2.80%. This indicates that VWO'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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%OctoberNovemberDecember2024FebruaryMarch
3.16%
2.80%
VWO
VTI