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VOO and VTI overlap substantially because VOO’s S&P 500 stocks sit inside VTI’s broader U.S. stock-market portfolio. VOO concentrates on large-cap companies, while VTI includes those companies plus mid-cap and small-cap stocks. Owning both therefore adds breadth outside the S&P 500, but it also keeps a large shared core and can create an intentional large-cap tilt.
There is no single permanent overlap percentage. The answer changes with market prices, index rebalances, holdings dates, share-class treatment and the formula used. A defensible figure must state all of those details.
What VOO and VTI each own
VOO is the Vanguard S&P 500 ETF. Vanguard classifies it as a large-cap blend equity ETF designed to represent the S&P 500. Its investable universe is the large U.S. companies selected for that index.
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VTI is the Vanguard Total Stock Market ETF, Vanguard’s broad U.S. equity fund. It reaches beyond the largest companies into mid-cap and small-cap stocks, so its portfolio spans much more of the domestic market.
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| Fund | Benchmark or scope | Market-cap emphasis | Role in a portfolio |
|---|---|---|---|
| VOO | S&P 500 | Large-cap U.S. companies | Large-company core exposure |
| VTI | Total U.S. stock market | Large-, mid- and small-cap U.S. companies | Broad domestic-market exposure |
Vanguard’s current 2026 listings show a 0.03% expense ratio for each fund. That is the figure displayed in those listings, not a promise that the fee will never change. Check the latest prospectus and fund page when you trade or rebalance.
Why the portfolios overlap
The S&P 500 is a subset of the U.S. equity market. Because VTI covers that wider market, the companies in VOO generally also appear in VTI. The same company can therefore be held twice in your account: once through VOO and again through VTI. You do not receive two separate businesses; you receive the sum of the two funds’ weights in that business.
The overlap is greatest among the biggest U.S. companies. VOO assigns all of its portfolio to S&P 500 constituents, while VTI allocates part of its portfolio to those same large companies and the rest to stocks outside the index. The extra VTI holdings are the main source of diversification beyond VOO.
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Two articles can report different percentages and both be mathematically correct if they use different definitions. Before accepting a number, identify four items:
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- As-of date: prices, shares and portfolio weights move daily, and index changes alter membership.
- Data source and cutoff: use holdings files from the same date, preferably official files from the fund provider.
- Weight or count: a weight-based result measures economic exposure; a count-based result measures how many securities are shared.
- Security treatment: decide how to map share classes, cash, derivatives or very small positions.
Weight-based overlap
A common portfolio-weight method is to add the smaller weight for every security held by both funds:
weighted overlap = Σ min(VOO weight for security i, VTI weight for security i)
If a stock is 6% of VOO and 5% of VTI, it contributes 5 percentage points to this measure. If it appears only in one fund, it contributes zero. The result answers: “What percentage of one dollar, allocated across the two portfolios in this minimum-weight sense, is shared?” It does not measure the percentage of VOO’s assets represented in VTI unless you use a different denominator and state it.
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Count overlap compares security lists rather than weights. You might report shared securities divided by:
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- the number of securities in VOO, which asks how much of VOO’s list is also in VTI;
- the number in VTI, which produces a smaller result because VTI contains many additional stocks; or
- the size of the union of both lists, a Jaccard-style measure.
Always name the denominator. A count result can look low even when the funds have high economic overlap, because a long tail of small VTI positions contributes many securities but little portfolio weight.
How to calculate the overlap from holdings files
Use one date and one consistent security identifier. The following workflow works in a spreadsheet or a data-analysis program.
- Download both holdings files. Obtain VOO and VTI holdings published for the same date. Record the date, file version and whether weights are end-of-day or otherwise labeled.
- Keep the relevant columns. Retain the security identifier, security name, share class where supplied, portfolio weight and any cash or “other” line. Do not silently discard a non-stock line; document whether it is excluded.
- Normalize identifiers. Match by a stable ticker-plus-share-class or other identifier rather than name alone. Names can differ because of punctuation, abbreviations or corporate actions.
- Resolve share classes. Choose either a class-level comparison or an issuer-level comparison. If you combine classes, apply the same rule to both funds and state it in the result.
- Join the two lists. Create one row per matched security, with separate VOO and VTI weight columns. Unmatched securities receive a zero for the missing fund.
- Calculate each shared contribution. For matched rows, take the smaller of the two weights. Sum those minima for the weight-based overlap.
- Calculate counts separately. Count matched rows, then divide by the denominator you selected: VOO count, VTI count or the union count.
- Check totals and rounding. Portfolio weights may not sum exactly to 100% because of rounding or cash. Keep the provider’s precision where possible and explain any adjustment.
- Publish the label with the number. State the holdings date, source, formula, denominator and share-class policy next to every quoted percentage.
Illustrative calculation (not current fund data)
The following small example shows the mechanics only; it is not a snapshot of either ETF. Suppose three securities are shared:
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|---|---|---|---|
| A | 6.0% | 5.5% | 5.5% |
| B | 4.0% | 3.2% | 3.2% |
| C | 1.0% | 1.4% | 1.0% |
| Total | 9.7% |
Under the minimum-weight formula, the illustrative weighted overlap is 9.7%. If VOO held 500 securities, VTI held 3,500 and three hundred were matched, the count result would be 60% using VOO as the denominator, 8.6% using VTI as the denominator, or a different percentage using the union. Those figures are intentionally hypothetical to show why a bare “overlap percentage” is incomplete.
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What VTI adds beyond VOO
Mid-cap exposure
VTI includes companies that are established but smaller than the S&P 500’s constituents. Their individual weights are usually modest, yet together they broaden the range of business sizes represented in the fund.
Small-cap exposure
VTI also reaches smaller publicly traded U.S. companies outside the S&P 500. This is the clearest structural difference between the funds. The effect on total returns can be noticeable in periods when smaller companies outperform or lag large companies, although the direction and size of that effect cannot be known in advance.
A longer tail of holdings
Because VTI owns many more securities, a small position in one company may matter little by itself. The collection of those positions is what supplies broader market coverage. Counting every line item equally can therefore exaggerate the practical importance of the tail.
What owning both means for portfolio exposure
If your goal is a simple total-market allocation
One broad U.S. market fund can already provide large-, mid- and small-cap exposure. Adding VOO on top does not make the portfolio “more total market”; it increases the relative influence of the large companies that dominate VOO.
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If you deliberately want a large-cap tilt
Holding both can be intentional. VTI supplies the broad base, and VOO raises the portfolio’s allocation to the S&P 500 segment. The combination is not two independent bets: the shared large-cap companies remain the dominant common exposure.
If you want to avoid duplicated exposure
Compare the target allocation with the combined weights rather than judging by ticker count. A portfolio can contain two ETFs yet have one highly concentrated economic exposure. Use the same-date holdings method above to see how much of each company you own indirectly through both funds.
Costs, taxes and account context
Both funds show a 0.03% expense ratio in Vanguard’s 2026 listings. The fee is charged inside each fund’s assets, so owning both does not create a special “overlap fee”; you pay each fund’s stated operating expense in proportion to the assets you hold. Fees and fund documents can change, so verify the current figures.
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Common mistakes when reading overlap figures
- Using different dates: a VOO file from one month and a VTI file from another can produce a misleading comparison.
- Confusing count with weight: hundreds of tiny shared positions do not equal hundreds of percentage points of exposure.
- Ignoring share classes: separate classes may be counted as different securities or merged into one issuer, changing the result.
- Assuming overlap is fixed: market movements and index rebalances change weights and membership.
- Comparing names instead of identifiers: spelling changes, mergers and ticker changes can create false matches or misses.
- Treating “same company” as “same weight”: a company can be a much larger percentage of VOO than of VTI.
- Leaving out the denominator: a count percentage is uninterpretable without knowing what it is divided by.
A practical decision checklist
- Write down whether you want total-market coverage, an S&P 500 allocation or a deliberate large-cap tilt.
- Choose one fund’s role before adding the second; do not assume two tickers automatically diversify one another.
- Download same-date holdings and calculate combined company weights if concentration matters to you.
- Review the current expense ratios and prospectuses rather than relying on an old comparison.
- Consider account type, taxes, trading costs and your rebalancing plan before selling or switching.
- Recalculate after major index rebalances or when your target allocation changes.
Bottom line
VOO and VTI share a substantial large-cap core because VOO’s S&P 500 universe sits within VTI’s total-U.S.-market universe. VTI’s meaningful addition is exposure to mid- and small-cap stocks outside the S&P 500. Whether owning both is useful depends on the allocation you want, not on finding a single headline overlap number. Report any percentage with its date, source, formula, denominator and security-matching rules.
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