Modern Portfolio TheoryAs of 31-Mar-2026 (MPT)
Statistics
3-Year Trailing
R-Squared
Beta
Alpha
Treynor Ratio
vs. Best-Fit Index
VTI
99.94
1.01
-0.20
n/a
vs. Standard Index
VTI
99.21
1.04
-0.86
12.45
Category: Large Blend
90.22
0.99
-1.64
11.42
5-Year Trailing
R-Squared
Beta
Alpha
Treynor Ratio
vs. Best-Fit Index
VTI
n/a
n/a
n/a
n/a
vs. Standard Index
VTI
99.27
1.02
-1.26
7.07
Category: Large Blend
92.82
0.97
-1.32
6.92
10-Year Trailing
R-Squared
Beta
Alpha
Treynor Ratio
vs. Best-Fit Index
VTI
n/a
n/a
n/a
n/a
vs. Standard Index
VTI
99.26
1.03
-0.70
10.99
Category: Large Blend
94.31
0.99
-1.04
10.56
15-Year Trailing
R-Squared
Beta
Alpha
Treynor Ratio
vs. Best-Fit Index
VTI
n/a
n/a
n/a
n/a
vs. Standard Index
VTI
99.24
1.03
-0.75
10.86
Category: Large Blend
95.11
1.00
-1.17
10.35
Volatility Measures As of 31-Mar-2026
3-Year Trailing
Standard Deviation
Sharpe Ratio
Sortino Ratio
VTI
12.60
1.00
1.75
Category: Large Blend
12.57
0.88
1.53
5-Year Trailing
Standard Deviation
Sharpe Ratio
Sortino Ratio
VTI
15.56
0.51
0.77
Category: Large Blend
15.35
0.49
0.74
10-Year Trailing
Standard Deviation
Sharpe Ratio
Sortino Ratio
VTI
15.51
0.76
1.16
Category: Large Blend
15.26
0.72
1.10
15-Year Trailing
Standard Deviation
Sharpe Ratio
Sortino Ratio
VTI
14.59
0.79
1.24
Category: Large Blend
14.50
0.75
1.17
Tax Considerations As of 31-Mar-2026
Tax Cost Ratio
0.38
Annual Turnover Ratio
3.00%
Potential Cap Gains Exposure
59.64%
Dividend Paid in Past 12 Months
3.77%
Distribution Frequency
Quarterly
Number of Holdings
3,499
Ex-Date
27-Mar-2026
Pay Date
31-Mar-2026
Last Dividend Rate
$1.00
Morningstar Style Map As of 31-Mar-2026
Equity View
= Current
3-Year
3Star Rating
out
of 1212 funds
5-Year
3Star Rating
out
of 1122 funds
10-Year
3 Star Rating
out
of 886 funds
Overall
3 Star Rating
Morningstar Category
Large Blend
Prospectus Primary Benchmark
CRSP US Total Market TR USD
Fund Data As of 16-Apr-2026
Shares Outstanding
2 B
Market Cap
$607 B
Market Cap % Chg Last Month
+6%
Risk
Exchange traded products (ETPs) are subject to market volatility and the risks of their underlying securities which may include the risks associated with investing in smaller companies, foreign securities, commodities and fixed income investments. Foreign securities are subject to interest-rate, currency-exchange-rate, economic, and political risks, all of which are magnified in emerging markets. ETPs that target a small universe of securities, such as a specific region or market sector are generally subject to greater market volatility as well as the specific risks associated with that sector, region or other focus. ETPs which use derivatives, leverage, or complex investment strategies are subject to additional risks. The return of an index ETP is usually different from that of the index it tracks because of fees, expenses and tracking error. An ETP may trade at a premium or discount to its Net Asset Value (NAV) (or Indicative Value in the case of ETNs). Each ETP has a unique risk profile which is detailed in its prospectus, offering circular or similar material, which should be considered carefully when making investment decisions.
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