A VOO
VOO 100% VOO vs VTI ETF Comparison
Set your investment period and amount to compare the returns, growth and risk of two ETFs.
B VTI
VTI 100% Data as of 2026-10-23
Key comparison
Compare growth, loss risk, and cost in the same rows first.
| Portfolio A · VOO 100% | Portfolio B · VTI 100% |
|---|---|
CAGR +14.8% | CAGR +14.3% |
Final Balance $44,634 | Final Balance $42,525 |
Volatility +15.1% | Volatility +15.5% |
MDD · daily -34.0% | MDD · daily -35.0% |
Sharpe Ratio 0.86 | Sharpe Ratio 0.81 |
Weighted expense ratio 0.03% | Weighted expense ratio 0.03% |
Result summary
VOO had the higher CAGR. VOO had the smaller maximum drawdown.
- VOO: CAGR 14.84%, daily maximum drawdown -34.01%.
- VTI: CAGR 14.33%, daily maximum drawdown -35.00%.
Key points in this comparison
- The monthly-return correlation is 1.00: the two portfolios moved almost in step.
- Across 10 complete calendar years, VOO had the higher return in 8 and VTI in 2.
- In 2021, returns were VOO +28.8% and VTI +25.7%, a gap of 3.1 percentage points.
Period & basis
2016-01-04 – 2026-10-23
Historical results for this period.Cumulative performance
Compare growth paths and cumulative returns over the same period.
Portfolio value
Compare portfolio value and cumulative contributions on the same dates.
| ETF | Total Return | CAGR | Total invested |
|---|---|---|---|
| A | +346.3% | +14.8% | 10000 |
| B | +325.3% | +14.3% | 10000 |
Risk and recovery
Compare the volatility taken for return with the loss path investors actually experienced.
Risk vs Return
Lower-left is safer, upper-right is higher risk/reward. Ideal: upper-left.
| Compared portfolios | CAGR | Volatility (Ann.) | Sharpe Ratio | MDD · daily |
|---|---|---|---|---|
| A | 14.84% | 15.05% | 0.86 | -34.01% |
| B | 14.33% | 15.5% | 0.81 | -35% |
Drawdown paths
Compare how far each portfolio's daily closing value fell from its prior peak over the same period.
| Compared portfolios | MDD · daily |
|---|---|
| A | -34.01 |
| B | -35 |
Returns and major declines
Compare annual returns and daily peak, trough, and recovery dates.
Annual Returns Comparison
Check consistency across annual, quarterly, decade, and rolling windows.
| Metric | A | B |
|---|---|---|
| 2026· Partial year | +12.7% | +12.6% |
| 2025 | +17.8% | +17.1% |
| 2024 | +25.0% | +23.8% |
| 2023 | +26.3% | +26.1% |
| 2022 | -18.2% | -19.5% |
| 2021 | +28.8% | +25.7% |
| 2020 | +18.3% | +21.0% |
| 2019 | +31.4% | +30.7% |
| 2018 | -4.5% | -5.2% |
| 2017 | +21.8% | +21.2% |
| 2016 | +12.2% | +12.8% |
Worst Drawdown Periods
| Peak date | Trough date | Recovery date | Drawdown |
|---|---|---|---|
| 2020-02-19 | 2020-03-23 | 2020-08-10 | -34.0% |
| 2022-01-03 | 2022-10-12 | 2023-12-13 | -24.5% |
| 2018-09-20 | 2018-12-24 | 2019-04-12 | -19.5% |
| Peak date | Trough date | Recovery date | Drawdown |
|---|---|---|---|
| 2020-02-19 | 2020-03-23 | 2020-08-12 | -35.0% |
| 2022-01-03 | 2022-10-12 | 2023-12-18 | -25.4% |
| 2018-09-20 | 2018-12-24 | 2019-04-23 | -20.0% |
Stress Test: Market Crashes
Return of each ETF during major historical market drawdown events| Event | A | B |
|---|---|---|
| Q4 2018 Selloff | -19.5% | -20.0% |
| COVID-19 Crash | -34.0% | -35.0% |
| 2022 Rate Hike Bear Market | -24.5% | -25.4% |
Risk and recovery
Review drawdowns, downside risk, volatility regimes, and recovery speed.
| Portfolio A | Portfolio B |
|---|---|
Holdings 1 | Holdings 1 |
Effective holdings 1.00 | Effective holdings 1.00 |
Largest weight +100.0% | Largest weight +100.0% |
Weighted dividend yield 1.06% | Weighted dividend yield 1.06% |
Monthly observations 129 | Monthly observations 129 |
MDD · month-end -23.9% | MDD · month-end -24.8% |
Downside deviation +2.7% | Downside deviation +2.8% |
Worst Year -18.2% | Worst Year -19.5% |
Longest drawdown 709 days | Longest drawdown 714 days |
Average recovery 108 days | Average recovery 110 days |
Ulcer Index +6.2% | Ulcer Index +6.7% |
Pain Index +3.3% | Pain Index +3.6% |
Historical VaR 95% +6.6% | Historical VaR 95% +7.0% |
CVaR 95% +8.9% | CVaR 95% +9.3% |
Effective holdings measures weight concentration. It does not represent overlap among the ETFs' underlying holdings.
Risk-adjusted and benchmark
Compare excess return, sensitivity, and tracking behavior against the same benchmark.
| Portfolio A | Portfolio B |
|---|---|
Sortino 1.36 | Sortino 1.26 |
Calmar · 3Y month-end 3.02 | Calmar · 3Y month-end 2.66 |
Omega ratio 2.10 | Omega ratio 2.04 |
Martin ratio 2.41 | Martin ratio 2.15 |
Excess Return +0.1% | Excess Return -0.5% |
Alpha +0.1% | Alpha -0.7% |
Information ratio 0.30 | Information ratio -0.23 |
Beta 1.00 | Beta 1.03 |
Tracking error +0.2% | Tracking error +1.4% |
Benchmark correlation 1.00 | Benchmark correlation 1.00 |
Up Capture +100.2% | Up Capture +100.3% |
Down Capture +100.0% | Down Capture +102.6% |
Period consistency
Check consistency across annual, quarterly, decade, and rolling windows.
| Portfolio A | Portfolio B |
|---|---|
Total Return +346.3% | Total Return +325.3% |
Win Rate +69.8% | Win Rate +68.2% |
Best Year +31.4% | Best Year +30.7% |
Gain/Loss Ratio 0.91 | Gain/Loss Ratio 0.95 |
1-year rolling minimum -18.2% | 1-year rolling minimum -19.5% |
1-year positive windows +88.1% | 1-year positive windows +86.4% |
3-year rolling minimum +5.1% | 3-year rolling minimum +4.0% |
3-year positive windows +100.0% | 3-year positive windows +100.0% |
5-year rolling minimum +9.2% | 5-year rolling minimum +8.6% |
5-year positive windows +100.0% | 5-year positive windows +100.0% |
10-year rolling minimum +14.1% | 10-year rolling minimum +13.7% |
10-year positive windows +100.0% | 10-year positive windows +100.0% |
1-year rolling Sharpe minimum -0.83 | 1-year rolling Sharpe minimum -0.90 |
1-year rolling Sharpe average 1.22 | 1-year rolling Sharpe average 1.17 |
1-year rolling Sharpe maximum 5.19 | 1-year rolling Sharpe maximum 5.13 |
Period return comparison
Check consistency across annual, quarterly, decade, and rolling windows.
| Metric | A | B |
|---|---|---|
| 2026 Q4 | -0.3% | -0.3% |
| 2026 Q3 | +2.3% | +1.4% |
| 2026 Q2 | +15.3% | +15.7% |
| 2026 Q1 | -4.4% | -4.0% |
| 2025 Q4 | +2.7% | +2.5% |
| 2025 Q3 | +8.1% | +8.3% |
| 2025 Q2 | +10.9% | +10.9% |
| 2025 Q1 | -4.3% | -4.8% |
| 2024 Q4 | +2.4% | +2.7% |
| 2024 Q3 | +5.8% | +6.2% |
| 2024 Q2 | +4.4% | +3.3% |
| 2024 Q1 | +10.4% | +10.0% |
| 2023 Q4 | +11.7% | +12.2% |
| 2023 Q3 | -3.2% | -3.2% |
| 2023 Q2 | +8.7% | +8.3% |
| 2023 Q1 | +7.5% | +7.2% |
| 2022 Q4 | +7.5% | +7.0% |
| 2022 Q3 | -5.0% | -4.4% |
| 2022 Q2 | -16.1% | -16.8% |
| 2022 Q1 | -4.6% | -5.4% |
| 2021 Q4 | +11.1% | +9.1% |
| 2021 Q3 | +0.6% | +0.0% |
| 2021 Q2 | +8.4% | +8.1% |
| 2021 Q1 | +6.4% | +6.6% |
| 2020 Q4 | +12.2% | +14.8% |
| 2020 Q3 | +9.0% | +9.2% |
| 2020 Q2 | +20.3% | +22.0% |
| 2020 Q1 | -19.6% | -20.8% |
| 2019 Q4 | +9.0% | +8.9% |
| 2019 Q3 | +1.8% | +1.1% |
| 2019 Q2 | +4.2% | +4.1% |
| 2019 Q1 | +13.6% | +14.0% |
| 2018 Q4 | -13.5% | -14.2% |
| 2018 Q3 | +7.5% | +7.1% |
| 2018 Q2 | +3.6% | +3.9% |
| 2018 Q1 | -0.9% | -0.7% |
| 2017 Q4 | +6.8% | +6.5% |
| 2017 Q3 | +4.4% | +4.5% |
| 2017 Q2 | +3.1% | +3.1% |
| 2017 Q1 | +5.9% | +5.7% |
| 2016 Q4 | +4.0% | +4.2% |
| 2016 Q3 | +3.8% | +4.4% |
| 2016 Q2 | +2.4% | +2.7% |
| 2016 Q1 | +1.4% | +1.0% |
| Metric | A | B |
|---|---|---|
| 2020s | +15.0% | +14.4% |
| 2010s | +14.4% | +14.1% |
Return characteristics
Compare monthly distributions, momentum, asymmetry, and seasonality.
| Portfolio A | Portfolio B |
|---|---|
Skewness -0.42 | Skewness -0.43 |
Excess kurtosis 0.70 | Excess kurtosis 0.92 |
Longest winning streak 15 | Longest winning streak 15 |
Longest losing streak 3 | Longest losing streak 3 |
Average monthly return +1.3% | Average monthly return +1.2% |
Monthly return autocorrelation -0.14 | Monthly return autocorrelation -0.13 |
1M momentum -0.3% | 1M momentum -0.8% |
3M momentum +2.3% | 3M momentum +1.4% |
6M momentum +17.9% | 6M momentum +17.3% |
12M momentum +15.8% | 12M momentum +15.3% |
Worst 5% -6.6% | Worst 5% -7.0% |
Median +1.8% | Median +1.8% |
Best 5% +7.5% | Best 5% +7.7% |
- ETF2 Up / ETF1 Down
- 0
- Both Up
- 88
- Both Down
- 40
- ETF1 Up / ETF2 Down
- 2
- Total
- 130 months
Questions about these results
How did the same initial investment grow?
From 2016-01-04 to 2026-10-23, an initial $10,000 ended at $44,634 for VOO and $42,525 for VTI. Annualized returns were 14.84% and 14.33%, respectively.
When were the deepest drawdowns and recoveries?
VOO: peak 2020-02-19, trough 2020-03-23, drawdown -34.0%, recovery 2020-08-10. VTI: peak 2020-02-19, trough 2020-03-23, drawdown -35.0%, recovery 2020-08-12.
How did the results differ during market crises?
During COVID-19 Crash, returns were -34.0% for VOO and -35.0% for VTI. During 2022 Rate Hike Bear Market, returns were -24.5% for VOO and -25.4% for VTI.
What are the expense ratios and annual costs?
Weighted expense ratios are 0.03% for VOO and 0.03% for VTI. Applied to the initial $10,000, estimated annual costs are $3 and $3. Both weighted expense ratios are the same.
What are the dividend yields and their basis?
The yields are 1.06% for VOO and 1.06% for VTI. They use distributions from the last 365 days divided by the last closing price and do not predict future distributions.