VTI vs SCHB comparison¶

VTI vs SCHB performance comment¶

Market Performance Metrics Overview¶

Metric	Data1 (VTI)	Data2 (SCHB)
High	242.87	56.97
Low	232.40	54.51
Close	240.98	56.56
Start Price	235.63	55.31
Gain %	2.27%	2.26%
Annualized Gain %	34.53%	34.37%
Annualized Volatility %	10.45%	10.76%
Max Drawdown %	-1.21%	-1.27%
Sharpe Ratio	3.66	3.54

The selected metrics provide a comprehensive overview of the market performance for both Data1 and Data2. The gain percentage indicates the return on investment over the 60-day period, with Data1 posting a slightly higher gain than Data2. The annualized gain percentage is an important metric that provides an annualized view of the gain. Both markets have shown strong annualized gains, indicating positive performance over the period. The annualized volatility percentage measures the risk or uncertainty of returns. Data1 has a slightly lower annualized volatility compared to Data2, indicating slightly lower risk.

The maximum drawdown percentage measures the largest drop from a peak to a trough during the period. Both markets have experienced minimal drawdowns, which is a positive sign for investors. The Sharpe ratio evaluates the performance of an investment compared to a risk-free asset, taking into account the risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, with Data1 showing a slightly higher ratio compared to Data2.

Market Commentary¶

The market comparison between VTI (Data1) and SCHB (Data2) over the 60-day period reveals that both markets have performed positively, with annualized gains of over 34% for both symbols. The gain percentages for both symbols are remarkably close, indicating similar performance in terms of price appreciation.

While both markets have displayed minimal drawdowns, indicating stability over the period, Data1 has a marginally lower maximum drawdown percentage, suggesting slightly lower downside risk. Additionally, the annualized volatility for Data1 is slightly lower than that of Data2, highlighting a slightly lower level of risk for Data1.

The Sharpe ratio, which measures the risk-adjusted return, shows that both Data1 and Data2 have demonstrated strong performance relative to the risk taken. However, Data1 has a slightly higher Sharpe ratio, indicating a better risk-adjusted performance compared to Data2.

Overall, both markets have shown strong performance metrics, with Data1 (VTI) demonstrating slightly better risk-adjusted performance and lower risk metrics compared to Data2 (SCHB) over the specified period.

VTI YTD Return (Daily)¶

Comment on YTD Total Returns Results of VTI¶

Year-to-Date Performance¶

The YTD Open for VTI in the current year is 235.65, with a YTD High of 242.87 and a YTD Low of 232.40. The YTD Close comes in at 240.98, resulting in a YTD Gain % of 2.27%. The YTD Annualized Gain % is an impressive 34.53%, while the YTD Annualized Volatility % sits at 10.45, indicating a moderate level of price fluctuation. The YTD Sharpe Ratio of 3.66 displays a strong risk-adjusted performance for the year.

Historical Performance¶

Looking at the historical data, the Historical Annualized Volatility (excluding current year) % is 19.39, suggesting significant price movements in the past. The Historical Annualized Gain (excluding current year) % is 9.99, showcasing solid long-term returns. Additionally, the Max Drawdown in Data (excluding current year) % is -55.45, reflecting the highest peak to trough decline over the given period.

Market Averages and Trends¶

The Current MA 200 stands at 217.42, the Current MA 50 at 231.03, and the Current MA 5 at 239.76. The Current last close value of 240.98 surpasses both the MA 200 and MA 50, which may indicate a bullish trend as the current price is higher than the averages.

Commentary on Current Market Condition¶

The Current last 5 days gain % is 2.27, showing recent positive momentum in the market. The Current average annualized volatility is 9.72, demonstrating relatively low price changes compared to historical levels. This could indicate a period of stability in the market. Comparing the Current last close to the moving averages, the price is positioned above both the MA 200 and MA 50, implying a potential continuation of the upward trend.

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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