ASGM vs. LOTI

Last updated Jun 4, 2026

ASGM (Virtus AlphaSimplex Global Macro ETF) and LOTI (Liberty One Tactical Income ETF) are both Tactical Allocation funds. Both are actively managed. At a 0.21 correlation, their price movements are largely independent. ASGM charges 0.86%/yr vs 1.01%/yr for LOTI.

Performance

ASGM vs. LOTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus AlphaSimplex Global Macro ETF (ASGM) and Liberty One Tactical Income ETF (LOTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ASGM achieves a 22.52% return, which is significantly higher than LOTI's 2.63% return.

ASGM

• 1D: -0.53%
• 1M: 7.21%
• YTD: 22.52%
• 6M: 24.07%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

LOTI

• 1D: -0.12%
• 1M: -0.50%
• YTD: 2.63%
• 6M: 1.96%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ASGM vs. LOTI - Yearly Performance Comparison

	2026 (YTD)	2025
ASGM Virtus AlphaSimplex Global Macro ETF	22.52%	3.45%
LOTI Liberty One Tactical Income ETF	2.63%	0.44%

Correlation

The correlation between ASGM and LOTI is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 1, 2025	0.21

Return for Risk

ASGM vs. LOTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus AlphaSimplex Global Macro ETF (ASGM) and Liberty One Tactical Income ETF (LOTI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	ASGM	LOTI	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	2.95	0.82	+2.13

Drawdowns

ASGM vs. LOTI - Drawdown Comparison

The maximum ASGM drawdown since its inception was -6.62%, which is greater than LOTI's maximum drawdown of -4.42%. Use the drawdown chart below to compare losses from any high point for ASGM and LOTI.

Drawdown Indicators

	ASGM	LOTI	Difference
Max Drawdown Largest peak-to-trough decline	-6.62%	-4.42%	-2.20%
Current Drawdown Current decline from peak	-0.53%	-2.53%	+2.00%
Average Drawdown Average peak-to-trough decline	-1.22%	-1.34%	+0.12%

Volatility

Volatility by Period

	ASGM	LOTI	Difference
Volatility (1Y) Calculated over the trailing 1-year period	15.67%	5.67%	+10.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.67%	5.67%	+10.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.67%	5.67%	+10.00%

ASGM vs. LOTI - Expense Ratio Comparison

ASGM has a 0.86% expense ratio, which is lower than LOTI's 1.01% expense ratio.

Dividends

ASGM vs. LOTI - Dividend Comparison

ASGM's dividend yield for the trailing twelve months is around 3.69%, more than LOTI's 1.34% yield.

Position	TTM	2025
ASGM Virtus AlphaSimplex Global Macro ETF	3.69%	4.52%
LOTI Liberty One Tactical Income ETF	1.34%	0.45%

Frequently Asked Questions

Can I hold both ASGM and LOTI in my portfolio?

ASGM and LOTI have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ASGM or LOTI?

On fees, ASGM is cheaper at 0.86% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ASGM or LOTI?

ASGM is cheaper with a 0.86% expense ratio, compared with 1.01% for LOTI.

Which ETF pays a higher dividend yield, ASGM or LOTI?

ASGM has the higher dividend yield at 3.69%, compared with 1.34% for LOTI.

What is the main difference between ASGM and LOTI?

They also come from different issuers: Virtus and Liberty One. Their fees differ too: 0.86% for ASGM and 1.01% for LOTI.