^SSMI vs. VTI
Compare and contrast key facts about Swiss Market Index (^SSMI) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SSMI or VTI.
Key characteristics
| ^SSMI | VTI | |
|---|---|---|
| YTD Return | 5.80% | 25.21% |
| 1Y Return | 10.04% | 33.95% |
| 3Y Return (Ann) | -1.99% | 8.40% |
| 5Y Return (Ann) | 2.71% | 14.97% |
| 10Y Return (Ann) | 2.82% | 12.80% |
| Sharpe Ratio | 0.89 | 2.76 |
| Sortino Ratio | 1.25 | 3.68 |
| Omega Ratio | 1.16 | 1.51 |
| Calmar Ratio | 0.56 | 4.00 |
| Martin Ratio | 4.34 | 17.66 |
| Ulcer Index | 2.30% | 1.94% |
| Daily Std Dev | 11.20% | 12.43% |
| Max Drawdown | -56.31% | -55.45% |
| Current Drawdown | -9.15% | -1.18% |
Correlation
The correlation between ^SSMI and VTI is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
^SSMI vs. VTI - Performance Comparison
In the year-to-date period, ^SSMI achieves a 5.80% return, which is significantly lower than VTI's 25.21% return. Over the past 10 years, ^SSMI has underperformed VTI with an annualized return of 2.82%, while VTI has yielded a comparatively higher 12.80% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^SSMI vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Swiss Market Index (^SSMI) 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.
Drawdowns
^SSMI vs. VTI - Drawdown Comparison
The maximum ^SSMI drawdown since its inception was -56.31%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for ^SSMI and VTI. For additional features, visit the drawdowns tool.
Volatility
^SSMI vs. VTI - Volatility Comparison
Swiss Market Index (^SSMI) and Vanguard Total Stock Market ETF (VTI) have volatilities of 3.89% and 4.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.