VTI vs VOO: returns, Sharpe ratio and drawdown
Performance
VTI+18.69%VOO+19.16%
Summary
VTI vs VOO
Over the past year, VOO returned +19.16% against +18.69% for VTI. Over five years, VOO averaged +11.82% a year, compared with +10.64% for VTI. VOO had the higher Sharpe ratio over the past year (1.10 vs 1.05), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.19% for VOO and -9.20% for VTI.
Current Drawdown
VTI-0.61%VOO-0.09%
Rolling Volatility
VTI+0.64%VOO+0.64%
METRICS
Correlation Matrix
Metrics
Risk Indicators
VTIVOO
Alpha
VTI
-0.64%
VOO
-0.03%
Beta
VTI
1.02x
VOO
1.00x
Sharpe
VTI
1.05
VOO
1.10
Sortino
VTI
1.55
VOO
1.63
Omega
VTI
1.19
VOO
1.20
Calmar
VTI
2.03
VOO
2.09
Martin
VTI
6.18
VOO
6.41
Comparisons