A VTI
VTI 100% VTI vs VT ETF Comparison
Set your investment period and amount to compare the returns, growth and risk of two ETFs.
B VT
VT 100% Data as of 2026-10-23
Key comparison
Compare growth, loss risk, and cost in the same rows first.
| Portfolio A · VTI 100% | Portfolio B · VT 100% |
|---|---|
CAGR +14.3% | CAGR +12.0% |
Final Balance $42,525 | Final Balance $33,909 |
Volatility +15.5% | Volatility +14.7% |
MDD · daily -35.0% | MDD · daily -34.2% |
Sharpe Ratio 0.81 | Sharpe Ratio 0.71 |
Weighted expense ratio 0.03% | Weighted expense ratio 0.06% |
Result summary
VTI had the higher CAGR. VT had the smaller maximum drawdown.
- VTI: CAGR 14.33%, daily maximum drawdown -35.00%.
- VT: CAGR 11.96%, daily maximum drawdown -34.23%.
Key points in this comparison
- Across 10 complete calendar years, VTI had the higher return in 7 and VT in 3.
- The monthly-return correlation is 0.97: the two portfolios moved almost in step.
- In 2021, returns were VTI +25.7% and VT +18.3%, a gap of 7.4 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 | +325.3% | +14.3% | 10000 |
| B | +239.1% | +12.0% | 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 | 14.33% | 15.5% | 0.81 | -35% |
| B | 11.96% | 14.65% | 0.71 | -34.23% |
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 | -35 |
| B | -34.23 |
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 | +12.6% | +12.9% |
| 2025 | +17.1% | +22.4% |
| 2024 | +23.8% | +16.5% |
| 2023 | +26.1% | +22.0% |
| 2022 | -19.5% | -18.0% |
| 2021 | +25.7% | +18.3% |
| 2020 | +21.0% | +16.6% |
| 2019 | +30.7% | +26.8% |
| 2018 | -5.2% | -9.8% |
| 2017 | +21.2% | +24.5% |
| 2016 | +12.8% | +8.5% |
Worst Drawdown Periods
| 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% |
| Peak date | Trough date | Recovery date | Drawdown |
|---|---|---|---|
| 2020-02-12 | 2020-03-23 | 2020-08-24 | -34.2% |
| 2021-11-08 | 2022-10-12 | 2024-01-29 | -26.4% |
| 2018-01-26 | 2018-12-24 | 2019-10-25 | -20.0% |
Stress Test: Market Crashes
Return of each ETF during major historical market drawdown events| Event | A | B |
|---|---|---|
| Q4 2018 Selloff | -20.0% | -17.8% |
| COVID-19 Crash | -35.0% | -34.1% |
| 2022 Rate Hike Bear Market | -25.4% | -26.1% |
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 1.55% |
Monthly observations 129 | Monthly observations 129 |
MDD · month-end -24.8% | MDD · month-end -25.5% |
Downside deviation +2.8% | Downside deviation +2.7% |
Worst Year -19.5% | Worst Year -18.0% |
Longest drawdown 714 days | Longest drawdown 812 days |
Average recovery 110 days | Average recovery 114 days |
Ulcer Index +6.7% | Ulcer Index +6.7% |
Pain Index +3.6% | Pain Index +3.8% |
Historical VaR 95% +7.0% | Historical VaR 95% +6.8% |
CVaR 95% +9.3% | CVaR 95% +9.0% |
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 1.26 | Sortino 1.07 |
Calmar · 3Y month-end 2.66 | Calmar · 3Y month-end 3.45 |
Omega ratio 2.04 | Omega ratio 1.89 |
Martin ratio 2.15 | Martin ratio 1.78 |
Excess Return -0.5% | Excess Return -2.8% |
Alpha -0.7% | Alpha -1.8% |
Information ratio -0.23 | Information ratio -0.67 |
Beta 1.03 | Beta 0.94 |
Tracking error +1.4% | Tracking error +3.7% |
Benchmark correlation 1.00 | Benchmark correlation 0.97 |
Up Capture +100.3% | Up Capture +89.4% |
Down Capture +102.6% | Down Capture +99.5% |
Period consistency
Check consistency across annual, quarterly, decade, and rolling windows.
| Portfolio A | Portfolio B |
|---|---|
Total Return +325.3% | Total Return +239.1% |
Win Rate +68.2% | Win Rate +67.4% |
Best Year +30.7% | Best Year +26.8% |
Gain/Loss Ratio 0.95 | Gain/Loss Ratio 0.91 |
1-year rolling minimum -19.5% | 1-year rolling minimum -20.8% |
1-year positive windows +86.4% | 1-year positive windows +82.2% |
3-year rolling minimum +4.0% | 3-year rolling minimum +1.1% |
3-year positive windows +100.0% | 3-year positive windows +100.0% |
5-year rolling minimum +8.6% | 5-year rolling minimum +4.4% |
5-year positive windows +100.0% | 5-year positive windows +100.0% |
10-year rolling minimum +13.7% | 10-year rolling minimum +11.5% |
10-year positive windows +100.0% | 10-year positive windows +100.0% |
1-year rolling Sharpe minimum -0.90 | 1-year rolling Sharpe minimum -1.17 |
1-year rolling Sharpe average 1.17 | 1-year rolling Sharpe average 1.18 |
1-year rolling Sharpe maximum 5.13 | 1-year rolling Sharpe maximum 8.06 |
Period return comparison
Check consistency across annual, quarterly, decade, and rolling windows.
| Metric | A | B |
|---|---|---|
| 2026 Q4 | -0.3% | -1.2% |
| 2026 Q3 | +1.4% | +0.8% |
| 2026 Q2 | +15.7% | +13.9% |
| 2026 Q1 | -4.0% | -1.7% |
| 2025 Q4 | +2.5% | +3.2% |
| 2025 Q3 | +8.3% | +7.6% |
| 2025 Q2 | +10.9% | +11.4% |
| 2025 Q1 | -4.8% | -1.0% |
| 2024 Q4 | +2.7% | -1.1% |
| 2024 Q3 | +6.2% | +6.7% |
| 2024 Q2 | +3.3% | +2.5% |
| 2024 Q1 | +10.0% | +7.8% |
| 2023 Q4 | +12.2% | +11.3% |
| 2023 Q3 | -3.2% | -3.5% |
| 2023 Q2 | +8.3% | +6.0% |
| 2023 Q1 | +7.2% | +7.2% |
| 2022 Q4 | +7.0% | +10.1% |
| 2022 Q3 | -4.4% | -7.1% |
| 2022 Q2 | -16.8% | -15.2% |
| 2022 Q1 | -5.4% | -5.5% |
| 2021 Q4 | +9.1% | +6.3% |
| 2021 Q3 | +0.0% | -1.3% |
| 2021 Q2 | +8.1% | +7.0% |
| 2021 Q1 | +6.6% | +5.4% |
| 2020 Q4 | +14.8% | +15.5% |
| 2020 Q3 | +9.2% | +8.4% |
| 2020 Q2 | +22.0% | +19.7% |
| 2020 Q1 | -20.8% | -22.1% |
| 2019 Q4 | +8.9% | +9.1% |
| 2019 Q3 | +1.1% | +0.1% |
| 2019 Q2 | +4.1% | +3.5% |
| 2019 Q1 | +14.0% | +12.2% |
| 2018 Q4 | -14.2% | -13.0% |
| 2018 Q3 | +7.1% | +3.8% |
| 2018 Q2 | +3.9% | +0.4% |
| 2018 Q1 | -0.7% | -0.5% |
| 2017 Q4 | +6.5% | +5.7% |
| 2017 Q3 | +4.5% | +5.3% |
| 2017 Q2 | +3.1% | +4.3% |
| 2017 Q1 | +5.7% | +7.3% |
| 2016 Q4 | +4.2% | +1.0% |
| 2016 Q3 | +4.4% | +5.3% |
| 2016 Q2 | +2.7% | +1.5% |
| 2016 Q1 | +1.0% | +0.5% |
| Metric | A | B |
|---|---|---|
| 2020s | +14.4% | +12.2% |
| 2010s | +14.1% | +11.5% |
Return characteristics
Compare monthly distributions, momentum, asymmetry, and seasonality.
| Portfolio A | Portfolio B |
|---|---|
Skewness -0.43 | Skewness -0.52 |
Excess kurtosis 0.92 | Excess kurtosis 1.27 |
Longest winning streak 15 | Longest winning streak 15 |
Longest losing streak 3 | Longest losing streak 3 |
Average monthly return +1.2% | Average monthly return +1.1% |
Monthly return autocorrelation -0.13 | Monthly return autocorrelation -0.12 |
1M momentum -0.8% | 1M momentum -1.4% |
3M momentum +1.4% | 3M momentum +0.8% |
6M momentum +17.3% | 6M momentum +14.8% |
12M momentum +15.3% | 12M momentum +16.4% |
Worst 5% -7.0% | Worst 5% -6.8% |
Median +1.8% | Median +1.6% |
Best 5% +7.7% | Best 5% +7.8% |
- ETF2 Up / ETF1 Down
- 4
- Both Up
- 85
- Both Down
- 38
- ETF1 Up / ETF2 Down
- 3
- 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 $42,525 for VTI and $33,909 for VT. Annualized returns were 14.33% and 11.96%, respectively.
When were the deepest drawdowns and recoveries?
VTI: peak 2020-02-19, trough 2020-03-23, drawdown -35.0%, recovery 2020-08-12. VT: peak 2020-02-12, trough 2020-03-23, drawdown -34.2%, recovery 2020-08-24.
How did the results differ during market crises?
During Q4 2018 Selloff, returns were -20.0% for VTI and -17.8% for VT. During COVID-19 Crash, returns were -35.0% for VTI and -34.1% for VT.
What are the expense ratios and annual costs?
Weighted expense ratios are 0.03% for VTI and 0.06% for VT. Applied to the initial $10,000, estimated annual costs are $3 and $6.
What are the dividend yields and their basis?
The yields are 1.06% for VTI and 1.55% for VT. They use distributions from the last 365 days divided by the last closing price and do not predict future distributions.