U.S. Stock ETF Return and Risk Analysis

Last updated 2025-04-07 20:02:51 (EDT)

ETF List

Market Cap Ranking	ETF Ticker	ETF Name	Annualized Return	Standard Deviation of Return (Annualized)	Sharpe Ratio	sortino Ratio	Maximum Drawdown	ETFs with the Lowest Correlation
1	VTI	Vanguard Total Stock Market Index Fund	13.9%	17.9%	0.58	0.91	-25.37%	TLT, VBIRX, VWIUX
2	VSMPX	Vanguard Total Stock Mkt Idx Instl Pls	13.9%	18%	0.58	0.91	-25.35%	TLT, VBIRX, VWIUX
3	VOO	Vanguard 500 Index Fund	14.4%	17.3%	0.61	0.97	-24.52%	TLT, VBIRX, VWIUX
4	VFIAX	Vanguard 500 Index Fd Admiral Shs	14.4%	17.5%	0.61	0.96	-24.53%	TLT, VBIRX, VWIUX
5	SPY	SPDR S&P 500 ETF Trust	14.3%	17.4%	0.61	0.96	-24.5%	TLT, VBIRX, VWIUX
6	IVV	iShares Core S&P 500 ETF	14.4%	17.4%	0.61	0.96	-24.53%	TLT, VBIRX, VWIUX
7	VXUS	Vanguard Total Intl Stock Idx Fund	8.2%	16.4%	0.3	0.49	-29.44%	TLT, VBIRX, VTIFX
8	VTIAX	Vanguard Total International Stock Index Fd Admiral	8.3%	15.4%	0.31	0.51	-29.56%	TLT, VBIRX, VTIFX
9	VTPSX	Vanguard Total Intl Stock Idx InstlPls	8.3%	15.4%	0.31	0.52	-29.54%	TLT, VBIRX, VTIFX
10	BND	Vanguard Total Bond Market Index Fund	-0.8%	5.9%	-0.85	-1.38	-18.58%	XLF, VYM, VHYAX
11	QQQ	Invesco QQQ Trust	16.9%	23.1%	0.6	0.97	-35.12%	VBIRX, VWIUX, BSV
12	VBMPX	Vanguard Total Bond Market Idx InstlPls	-0.7%	5.9%	-0.83	-1.35	-18.61%	XLF, VYM, VHYAX
13	VBTLX	Vanguard Total Bond Market Index Fund Admiral Shares	-0.7%	5.8%	-0.84	-1.37	-18.69%	XLF, VYM, VHYAX
14	VBMFX	Vanguard Total Bond Market Index Fund Investor Shares	-0.8%	5.9%	-0.83	-1.36	-18.85%	XLF, VYM, VHYAX
15	VINIX	Vanguard Institutional Index Fund Institutional Shares	14.4%	17.4%	0.61	0.96	-24.51%	TLT, VBIRX, VWIUX
16	VTBNX	Vanguard Total Bond Market II Idx I	-0.7%	5.8%	-0.84	-1.37	-18.55%	XLF, VYM, VHYAX
17	VUG	Vanguard Growth Index Fund	15.5%	22.5%	0.56	0.9	-35.61%	VBIRX, VWIUX, BSV
18	VIGIX	Vanguard Growth Index Institutional	15.5%	22.6%	0.56	0.89	-35.62%	VBIRX, VWIUX, BSV
19	VIGAX	Vanguard Growth Index Fd Admiral Shs	15.5%	22.6%	0.56	0.89	-35.63%	VBIRX, VWIUX, BSV
20	VEA	Vanguard Developed Markets Index Fund	8.9%	16.8%	0.34	0.55	-29.72%	TLT, VBIRX, VWIUX
21	VTMGX	Vanguard Developed Markets Index Admiral	9%	16.2%	0.34	0.56	-29.69%	TLT, VBIRX, VWIUX
22	VTMNX	Vanguard Developed Markets Index Fund Institutional Shares	9%	16.1%	0.35	0.57	-29.69%	TLT, VBIRX, VTIFX
23	VTV	Vanguard Value Index Fund	12.7%	15.5%	0.57	0.91	-17.04%	TLT, VBIRX, VWIUX
24	VO	Vanguard Mid Cap Index Fund	11.6%	18.7%	0.45	0.72	-27.57%	TLT, VBIRX, VWIUX
25	VVIAX	Vanguard Value Index Fd Admiral Shs	12.7%	15.5%	0.57	0.91	-17.14%	TLT, VBIRX, VWIUX
26	VMCIX	Vanguard Mid-Cap Index Fund Institutional Shares	11.6%	18.7%	0.45	0.72	-27.53%	TLT, VBIRX, VWIUX
27	VMCPX	Vanguard Mid-Cap Index Fund Institutional Plus Shares	11.6%	18.7%	0.45	0.72	-27.54%	TLT, VBIRX, VWIUX
28	VIMAX	Vanguard Mid-Cap Index Fund Admiral Shares	11.6%	18.7%	0.45	0.72	-27.55%	TLT, VBIRX, VWIUX
29	VB	Vanguard Small Cap Index Fund	11.2%	21.9%	0.4	0.66	-28.15%	TLT, VBIRX, VWIUX
30	VSMAX	Vanguard Small Cap Index Fd Admiral Shs	11.2%	21.9%	0.4	0.66	-28.13%	TLT, VBIRX, VWIUX
31	VSCIX	Vanguard Small-Cap Index Fund Institutional Shares	11.2%	21.9%	0.4	0.66	-28.13%	TLT, VBIRX, VWIUX
32	IEFA	iShares Core MSCI EAFE ETF	8.7%	16.9%	0.32	0.53	-30.41%	TLT, VBIRX, VWIUX
33	AGG	iShares Core U.S. Aggregate Bond ETF	-0.9%	6%	-0.85	-1.37	-18.44%	XLF, VWIUX, VYM
34	VXF	Vanguard Extended Market Index Fund	10.8%	23.2%	0.37	0.61	-36.39%	TLT, VBIRX, VWIUX
35	VEMAX	Vanguard Emerging Markets Stock Index Fund Admiral Shares	6.3%	16.1%	0.19	0.32	-34.13%	TLT, VBIRX, VTABX
36	VEMRX	Vanguard Emerging Mkts Stock Idx InsPlus	6.4%	16.1%	0.2	0.33	-34.06%	TLT, VBIRX, VTABX
37	VWENX	Vanguard Wellington Fund Admiral Shares	8.6%	11.3%	0.4	0.63	-20.83%	VWIUX, VBIRX, BSV
38	VWO	Vanguard Emerging Markets Stock Index Fund	6.3%	18.2%	0.19	0.31	-34.32%	TLT, VTIFX, VTABX
39	IWF	iShares Russell 1000 Growth ETF	15.9%	21.7%	0.59	0.94	-32.72%	VBIRX, VWIUX, BSV
40	VIEIX	Vanguard Extended Market Index Fund Institutional Shares	10.8%	23.2%	0.37	0.61	-36.33%	TLT, VBIRX, VWIUX
41	VEXAX	Vanguard Extended Market Index Fd Admiral Shs	10.8%	23.2%	0.37	0.61	-36.33%	TLT, VBIRX, VWIUX
42	VEMPX	Vanguard Extended Market Index InstlPlus	10.8%	23.3%	0.37	0.61	-36.32%	TLT, VBIRX, VWIUX
43	VIG	Vanguard Dividend Appreciation Index Fund	11.7%	15%	0.52	0.83	-20.39%	TLT, VWIUX, VBIRX
44	VDADX	Vanguard Dividend Appreciation Index Fund Admiral Shs	11.6%	15.1%	0.52	0.83	-20.43%	TLT, VWIUX, VBIRX
45	VGT	Vanguard Information Technology Index Fund	17.3%	25.1%	0.59	0.95	-35.07%	VBIRX, VWIUX, TLT
46	BNDX	Vanguard Total International Bond Index Fund	0.1%	4.8%	-0.87	-1.44	-16.23%	XLF, VYM, VHYAX
47	VTABX	Vanguard Total International Bond Index Fd Admiral Shs	0.2%	4.3%	-0.95	-1.6	-16.13%	XLF, VEMRX, VEMAX
48	VTIFX	Vanguard Total International Bond Index Fund Institutional Shares	0.2%	4.3%	-0.95	-1.6	-16.09%	XLF, VYM, VHYAX
49	IJH	iShares Core S&P Mid-Cap ETF	12.2%	21.2%	0.45	0.74	-23.86%	TLT, VBIRX, VWIUX
50	VITAX	Vanguard Information Technology Index Fund Admiral Shs	17.3%	25.3%	0.59	0.95	-35.1%	VBIRX, VWIUX, TLT
51	IJR	iShares Core S&P Small-Cap ETF	10.6%	23.9%	0.36	0.62	-26.48%	TLT, VBIRX, VWIUX
52	IEMG	iShares Core MSCI Emerging Markets ETF	5.7%	18.5%	0.16	0.27	-37.15%	TLT, VBIRX, VTIFX
53	VWIUX	Vanguard Intermediate-Term Tax-Exempt Fd Admiral Shs	1.3%	2.9%	-1.04	-1.54	-11.39%	XLF, VHYAX, VYM
54	VYM	Vanguard High Dividend Yield Index Fund	12%	15.4%	0.53	0.86	-15.85%	TLT, VBIRX, VWIUX
55	VPMAX	Vanguard PRIMECAP Fund Admiral Shares	12.9%	18.3%	0.52	0.83	-25.21%	TLT, VBIRX, VWIUX
56	RSP	Invesco S&P 500 Equal Weight ETF	12.9%	18%	0.53	0.86	-21.38%	TLT, VBIRX, VWIUX
57	XLK	Technology Select Sector SPDR Fund	17.6%	24.8%	0.61	0.98	-33.56%	TLT, VBIRX, VWIUX
58	IWM	iShares Russell 2000 ETF	9.1%	24.1%	0.3	0.51	-31.91%	TLT, VBIRX, VWIUX
59	VHYAX	Vanguard High Dividend Yield Index Fund Admiral Shares	12%	15.5%	0.53	0.85	-15.87%	TLT, VBIRX, VWIUX
60	GLD	SPDR Gold Shares	11.5%	14.8%	0.52	0.84	-22%	XLF, VWIUX, VBIRX
61	VGSNX	Vanguard Real Estate Index Institutional	4.7%	20.8%	0.12	0.19	-34.41%	VBIRX, VWIUX, BSV
62	SCHD	Schwab U.S. Dividend Equity ETF	12.8%	16.1%	0.56	0.93	-16.87%	TLT, VBIRX, VWIUX
63	ITOT	iShares Core S&P Total U.S. Stock Market ETF	13.9%	17.9%	0.58	0.91	-25.36%	TLT, VBIRX, VWIUX
64	VNQ	Vanguard Real Estate Index Fund	4.7%	20.7%	0.12	0.19	-34.48%	VBIRX, VWIUX, BSV
65	FDGRX	Fidelity Growth Company Fund Retail Class	15.6%	24.7%	0.54	0.84	-40.25%	VBIRX, VWIUX, BSV
66	IWD	iShares Russell 1000 Value ETF	11.4%	16.4%	0.48	0.77	-19.04%	TLT, VBIRX, VWIUX
67	VWNAX	Vanguard Windsor II Fund Admiral Shares	14.1%	16.9%	0.61	0.98	-22.7%	TLT, VBIRX, VWIUX
68	VBR	Vanguard Small Cap Value Index Fund	13.7%	22.4%	0.49	0.83	-22.26%	TLT, VBIRX, VWIUX
69	VV	Vanguard Large Cap Index Fund	14.3%	17.7%	0.6	0.94	-25.66%	TLT, VBIRX, VWIUX
70	IVW	iShares S&P 500 Growth ETF	14.6%	21.3%	0.55	0.86	-32.72%	TLT, VBIRX, VWIUX
71	VEIRX	Vanguard Equity-Income Fund Admiral Shares	12.2%	15.2%	0.55	0.88	-15.12%	TLT, VBIRX, VWIUX
72	VBIRX	Vanguard Short-Term Bond Index Fund Admiral Shares	1.1%	2.8%	-1.14	-1.89	-8.57%	XLF, VYM, VHYAX
73	BSV	Vanguard Short-Term Bond Index Fund	1.1%	2.6%	-1.25	-2.04	-8.54%	XLF, VYM, VHYAX
74	VEU	Vanguard FTSE All-World ex-US Index Fund	8.3%	16.4%	0.3	0.5	-29.31%	TLT, VBIRX, VTIFX
75	VSIAX	Vanguard Small-Cap Value Index Fd Admiral	13.7%	22.3%	0.49	0.83	-22.23%	TLT, VBIRX, VWIUX
76	VBIAX	Vanguard Balanced Index Fund Admiral Shares	8.1%	11.3%	0.37	0.58	-21.53%	VWIUX, VBIRX, BSV
77	VBAIX	Vanguard Balanced Index Fund Institutional Shares	8.1%	11.3%	0.37	0.58	-21.52%	VWIUX, VBIRX, BSV
78	VFWAX	Vanguard FTSE All-World ex-US Index Fd Admiral	8.3%	15.6%	0.31	0.52	-29.41%	TLT, VBIRX, VTIFX
79	VT	Vanguard Total World Stock Index Fund	11.6%	16.5%	0.49	0.77	-26.38%	TLT, VBIRX, VWIUX
80	EFA	iShares MSCI EAFE ETF	8.8%	16.8%	0.33	0.54	-29.53%	TLT, VBIRX, VWIUX
81	VLCAX	Vanguard Large Cap Index Fund Admiral Shs	14.3%	17.7%	0.6	0.94	-25.65%	TLT, VBIRX, VWIUX
82	VTIP	Vanguard Short-Term Inflation-Protected Securities Index Fund	3.8%	2.8%	-0.21	-0.34	-5.49%	VWIUX, BSV, VBIRX
83	VFSUX	Vanguard Short-Term Investment-Grade Fund Admiral Shares	2.4%	2.9%	-0.68	-1.13	-9.26%	XLF, VWIUX, VTAPX
84	VFSTX	Vanguard Short-Term Investment Grade Fund Investor Shrs	2.3%	2.8%	-0.72	-1.21	-9.33%	XLF, VWIUX, VTAPX
85	VTAPX	Vanguard Short-Term Inflation-Protected Securities Index Fd Admiral Cl	3.8%	2.7%	-0.21	-0.34	-5.33%	VWIUX, BSV, VBIRX
86	SPLG	SPDR Portfolio S&P 500 ETF	14.4%	17.3%	0.62	0.97	-24.48%	TLT, VBIRX, VWIUX
87	SCHX	Schwab U.S. Large-Cap ETF	14.2%	17.7%	0.6	0.94	-25.41%	TLT, VBIRX, VWIUX
88	VTWAX	Vanguard Total World Stock Index Fund Admiral Shares	11.6%	16.2%	0.49	0.79	-26.39%	TLT, VBIRX, VWIUX
89	VTWIX	Vanguard Total World Stock Index I	11.6%	16.3%	0.49	0.79	-26.39%	TLT, VBIRX, VWIUX
90	VDIGX	Vanguard Dividend Growth Fund Investor Shares	10.1%	14%	0.45	0.72	-16.18%	TLT, VWIUX, VBIRX
91	XLF	Financial Select Sector SPDR Fund	15.7%	21.4%	0.59	0.97	-25.81%	TLT, VTBNX, VBTLX
92	TLT	iShares 20+ Year Treasury Bond ETF	-9.1%	16.3%	-0.77	-1.29	-48.35%	XLF, VBR, VSIAX
93	QUAL	iShares MSCI USA Quality Factor ETF	13.6%	18%	0.56	0.9	-28.23%	TLT, VBIRX, VWIUX
94	VCIT	Vanguard Intermediate-Term Corporate Bond Index Fund	1.1%	6.5%	-0.47	-0.76	-20.56%	VWIUX, VTAPX, VTIP
95	VICSX	Vanguard IT Corporate Bond Index Fund Admiral Shs	1.4%	6.1%	-0.45	-0.75	-20.5%	XLF, VWIUX, VTAPX
96	VGHAX	Vanguard Health Care Fund Admiral Shares	5.5%	14.8%	0.14	0.23	-22.01%	VWIUX, VBIRX, VTAPX

Disclaimer

1. The information provided is for reference only and does not constitute any guarantee of profits or specific stock and price point recommendations.

2. The information is not complete; for comprehensive data, please refer to the relevant websites.

3. All stock market data analyses are subject to survivorship bias.

U.S. Stock ETF Return and Risk Analysis

Five-Year Return and Risk Analysis of U.S. Stock ETFs.

ETF List