CAPTX vs. VTAIX
CAPTX (Canterbury Portfolio Thermostat Fund) and VTAIX (Virtus Tactical Allocation Fund Class I) are both Tactical Allocation funds. Over the past 5 years, CAPTX returned 4.68%/yr vs 1.72%/yr for VTAIX. Their 0.70 correlation means they have sometimes moved together and sometimes differently. CAPTX charges 1.98%/yr vs 0.76%/yr for VTAIX.
Performance
CAPTX vs. VTAIX - Performance Comparison
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Returns By Period
In the year-to-date period, CAPTX achieves a 11.50% return, which is significantly higher than VTAIX's 0.07% return.
CAPTX
- 1D
- 1.76%
- 1M
- -3.61%
- 6M
- 4.60%
- YTD
- 11.50%
- 1Y
- 24.73%
- 3Y*
- 10.47%
- 5Y*
- 4.68%
- 10Y*
- —
- ALL TIME*
- 5.13%
VTAIX
- 1D
- 0.74%
- 1M
- -1.74%
- 6M
- -0.34%
- YTD
- 0.07%
- 1Y
- 0.33%
- 3Y*
- 8.41%
- 5Y*
- 1.72%
- 10Y*
- —
- ALL TIME*
- 8.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CAPTX vs. VTAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CAPTX Canterbury Portfolio Thermostat Fund | 11.50% | 12.68% | 11.07% | 0.63% | -11.80% | 14.07% | -3.30% | 10.19% |
VTAIX Virtus Tactical Allocation Fund Class I | 0.07% | 7.10% | 14.31% | 22.60% | -28.27% | 6.87% | 31.40% | 21.54% |
Correlation
The correlation between CAPTX and VTAIX is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jan 29, 2019 | 0.70 |
The correlation between CAPTX and VTAIX has been stable across timeframes, ranging from 0.67 to 0.70 - a consistent structural relationship.
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Return for Risk
CAPTX vs. VTAIX — Risk / Return Rank
CAPTX
VTAIX
CAPTX vs. VTAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Canterbury Portfolio Thermostat Fund (CAPTX) and Virtus Tactical Allocation Fund Class I (VTAIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CAPTX | VTAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.87 | ||
| Sortino ratioReturn per unit of downside risk | +2.56 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.00 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 2.95 | -0.06 | +3.01 |
| Martin ratioReturn relative to average drawdown | 10.63 | -0.21 | +10.84 |
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Drawdowns
CAPTX vs. VTAIX - Drawdown Comparison
The maximum CAPTX drawdown since its inception was -28.25%, smaller than the maximum VTAIX drawdown of -36.37%. Use the drawdown chart below to compare losses from any high point for CAPTX and VTAIX.
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Drawdown Indicators
| CAPTX | VTAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.25% | -36.37% | +8.12% |
Max Drawdown (1Y)Largest decline over 1 year | -7.97% | -10.12% | +2.15% |
Max Drawdown (3Y)Largest decline over 3 years | -11.27% | -11.71% | +0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -15.88% | -36.37% | +20.49% |
Current DrawdownCurrent decline from peak | -6.35% | -2.26% | -4.09% |
Average DrawdownAverage peak-to-trough decline | -5.41% | -9.36% | +3.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 3.09% | -0.88% |
Volatility
CAPTX vs. VTAIX - Volatility Comparison
Canterbury Portfolio Thermostat Fund (CAPTX) has a higher volatility of 4.41% compared to Virtus Tactical Allocation Fund Class I (VTAIX) at 2.45%. This indicates that CAPTX's price experiences larger fluctuations and is considered to be riskier than VTAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CAPTX | VTAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.41% | 2.45% | +1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 10.66% | 7.99% | +2.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.02% | 9.69% | +3.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.17% | 13.77% | -3.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.83% | 14.33% | -2.50% |
CAPTX vs. VTAIX - Expense Ratio Comparison
CAPTX has a 1.98% expense ratio, which is higher than VTAIX's 0.76% expense ratio.
Dividends
CAPTX vs. VTAIX - Dividend Comparison
CAPTX has not paid dividends to shareholders, while VTAIX's dividend yield for the trailing twelve months is around 16.33%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
CAPTX Canterbury Portfolio Thermostat Fund | 0.00% | 0.00% | 0.00% | 0.63% | 0.00% | 13.02% | 0.15% | 1.21% | 1.35% | 0.99% |
VTAIX Virtus Tactical Allocation Fund Class I | 16.33% | 16.18% | 13.67% | 2.16% | 7.58% | 7.79% | 2.26% | 2.49% | 0.00% | 0.00% |
Frequently Asked Questions
CAPTX and VTAIX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CAPTX has higher volatility (4.41%) compared to VTAIX (2.45%). In terms of maximum drawdown, CAPTX dropped -28.25% vs VTAIX's -36.37%.
CAPTX currently has the higher Sharpe Ratio (1.81 vs -0.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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