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CATH vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CATHVTI
YTD Return19.19%20.18%
1Y Return31.32%32.92%
3Y Return (Ann)6.99%6.99%
5Y Return (Ann)14.18%14.37%
Sharpe Ratio2.662.97
Sortino Ratio3.573.93
Omega Ratio1.501.55
Calmar Ratio2.823.76
Martin Ratio16.4419.19
Ulcer Index1.98%1.93%
Daily Std Dev12.24%12.50%
Max Drawdown-33.95%-55.45%
Current Drawdown-2.47%-2.31%

Correlation

-0.50.00.51.00.9

The correlation between CATH and VTI is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

CATH vs. VTI - Performance Comparison

In the year-to-date period, CATH achieves a 19.19% return, which is significantly lower than VTI's 20.18% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
10.87%
10.87%
CATH
VTI

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CATH vs. VTI - Expense Ratio Comparison

CATH has a 0.29% expense ratio, which is higher than VTI's 0.03% expense ratio.


CATH
Global X S&P 500 Catholic Values Custom ETF
Expense ratio chart for CATH: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

CATH vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Catholic Values Custom ETF (CATH) and Vanguard Total Stock Market ETF (VTI). 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.


CATH
Sharpe ratio
The chart of Sharpe ratio for CATH, currently valued at 2.66, compared to the broader market-2.000.002.004.002.66
Sortino ratio
The chart of Sortino ratio for CATH, currently valued at 3.57, compared to the broader market0.005.0010.003.57
Omega ratio
The chart of Omega ratio for CATH, currently valued at 1.50, compared to the broader market1.001.502.002.503.003.501.50
Calmar ratio
The chart of Calmar ratio for CATH, currently valued at 2.82, compared to the broader market0.005.0010.0015.0020.002.82
Martin ratio
The chart of Martin ratio for CATH, currently valued at 16.44, compared to the broader market0.0020.0040.0060.0080.00100.00120.0016.44
VTI
Sharpe ratio
The chart of Sharpe ratio for VTI, currently valued at 2.78, compared to the broader market-2.000.002.004.002.78
Sortino ratio
The chart of Sortino ratio for VTI, currently valued at 3.69, compared to the broader market0.005.0010.003.69
Omega ratio
The chart of Omega ratio for VTI, currently valued at 1.52, compared to the broader market1.001.502.002.503.003.501.52
Calmar ratio
The chart of Calmar ratio for VTI, currently valued at 3.68, compared to the broader market0.005.0010.0015.0020.003.68
Martin ratio
The chart of Martin ratio for VTI, currently valued at 17.76, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.76

CATH vs. VTI - Sharpe Ratio Comparison

The current CATH Sharpe Ratio is 2.66, which is comparable to the VTI Sharpe Ratio of 2.97. The chart below compares the historical Sharpe Ratios of CATH and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.66
2.78
CATH
VTI

Dividends

CATH vs. VTI - Dividend Comparison

CATH's dividend yield for the trailing twelve months is around 0.98%, less than VTI's 1.32% yield.


TTM20232022202120202019201820172016201520142013
CATH
Global X S&P 500 Catholic Values Custom ETF
0.98%1.16%1.34%1.03%1.23%1.45%2.01%1.25%0.49%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.32%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

CATH vs. VTI - Drawdown Comparison

The maximum CATH drawdown since its inception was -33.95%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for CATH and VTI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.47%
-2.31%
CATH
VTI

Volatility

CATH vs. VTI - Volatility Comparison

Global X S&P 500 Catholic Values Custom ETF (CATH) and Vanguard Total Stock Market ETF (VTI) have volatilities of 3.20% and 3.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.20%
3.10%
CATH
VTI