VTI vs EFA comparison¶

VTI vs EFA performance comment¶

Market Performance Metrics Overview¶

Metric	Data1 (VTI)	Data2 (EFA)
High	242.87	75.495
Low	232.4	72.585
Close	240.98	74.51
Start Price	235.63	74.51
Gain %	2.27%	0.00%
Annualized Gain %	34.53%	0.00%
Annualized Volatility %	10.45%	12.34%
Max Drawdown %	-1.21%	-2.61%
Sharpe Ratio	3.66	0.06

Insights and Commentary¶

The comparison between the two markets, represented by tickers VTI and EFA, provides crucial insights into their respective performances.

Gain %: VTI shows a gain of 2.27% over the 60-day period, while EFA remains largely unchanged at 0.00%. This indicates that VTI outperformed EFA in terms of short-term return on investment.

Annualized Gain %: The annualized gain for VTI stands at an impressive 34.53%, indicating a strong long-term performance. Meanwhile, EFA's annualized gain remains at 0.00%, signaling relatively stagnant growth in the same period.

Annualized Volatility %: VTI also presents a lower annualized volatility at 10.45% compared to EFA's 12.34%. This suggests that VTI had a more stable price movement over the given duration, supporting a lower degree of risk or fluctuations compared to EFA.

Max Drawdown %: Both VTI and EFA show negative drawdown percentages, with VTI experiencing a lower drawdown of -1.21% compared to EFA's -2.61%. This indicates that VTI was subjected to lower losses from its peak value during the observed time period.

Sharpe Ratio: VTI notably demonstrates a higher Sharpe Ratio of 3.66, signifying better risk-adjusted returns compared to EFA's 0.06. This implies that VTI's returns were more consistent when considering the level of risk taken.

Overall, the data suggests that VTI outperformed EFA in terms of return, volatility, drawdown, and risk-adjusted returns over the 60-day period. These insights can be valuable for investors seeking to make informed decisions regarding their investment options.

VTI YTD Return (Daily)¶

Comment on YTD Total Returns Results of VTI¶

Historical Performance¶

The YTD Open for VTI was 235.65, with the YTD High reaching 242.87 and the YTD Low hitting 232.40. The YTD Close was 240.98, resulting in a YTD Gain % of 2.27%. The asset's YTD Annualized Gain % was 34.53%, with an YTD Annualized Volatility % of 10.45%. The YTD Max Drawdown % was at -1.21%, and the YTD Sharpe Ratio stood at 3.66.

Last Year Performance¶

In the last year, the VTI's Annualized Gain % was 26.56%, with an Annualized Volatility % of 13.54%. The Max Drawdown % for the year was -10.72%, and the Sharpe Ratio was 1.83.

Historical Performance (Excluding Current Year)¶

The historical Annualized Volatility (excluding current year) was 19.39%, while the Annualized Gain (excluding current year) was 9.99%. Moreover, the maximum Drawdown (excluding current year) was at -55.45%. The Average Sharpe Ratio for All Years (Excluding Last) was 0.52.

Current Market Condition¶

The Last Close for VTI was at 240.98, with the Current MA 200 standing at 217.42. The Current MA 50 and Current MA 5 were at 231.03 and 239.76, respectively. The Current Last 5 Days Gain % was 2.27%, and the Current Average Annualized Volatility was 9.72%, while the Average Annualized Volatility a Month Ago was 10.22%. When looking at the current market condition, the Current Last Close for VTI stands above both the Current MA 200 and Current MA 50, suggesting a bullish trend in the short and long term. However, it is also below the Current MA 5, indicating a potential short-term bearish trend. The Average Annualized Volatility has decreased from a month ago, which may suggest reduced market fluctuations.

VTI Annual Dividends¶

Year	Annual Dividend	Dividend Yield
2023	$3.41	1.46%
2022	$3.18	1.64%
2021	$2.93	1.22%
2020	$2.77	1.43%
2019	$2.9	1.77%

VTI Montly Dividends¶

Year	Mar	Jun	Sep	Dec
2023	$0.79	$0.83	$0.8	$1.0
2022	$0.71	$0.75	$0.8	$0.93
2021	$0.67	$0.68	$0.72	$0.86
2020	$0.61	$0.7	$0.67	$0.78
2019	$0.77	$0.55	$0.7	$0.89
2018	$0.57	$0.6	$0.71	$0.72
2017	$0.54	$0.57	$0.55	$0.67
2016	$0.48	$0.47	$0.54	$0.73
2015	$0.51	$0.47	$0.51	$0.58
2014	$0.42	$0.42	$0.47	$0.56
2013	$0.36	$0.39	$0.43	$0.49
2012	$0.31	$0.35	$0.36	$0.55
2011	$0.28	$0.28	$0.31	$0.36
2010	$0.24	$0.27	$0.3	$0.35
2009	$0.28	$0.22	$0.25	$0.36
2008	$0.62	$0.31	$0.3	$0.34
2007	$0.61	$0.57	$0.64	$0.77
2006	$0.53	$0.54	$0.53	$0.71
2005	$0.44	$0.4	$0.57	$0.67
2004	$0.35	$0.38	$0.39	$0.79
2003	$0.3	$0.3	$0.34	$0.44
2002	$0.3	$0.26	$0.3	$0.39
2001	0.0	$0.28	$0.31	$0.39

Published: 2024-01-25

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