CEFA vs. VTI

Last updated Jun 4, 2026

CEFA (Global X S&P Catholic Values Developed ex-U.S. ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - CEFA is a Foreign Large Cap Equities fund tracking the S&P Developed ex-U.S. Catholic Values Index, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 5 years, CEFA returned 6.64%/yr vs 12.69%/yr for VTI. A 0.65 correlation means they provide meaningful diversification when combined. CEFA charges 0.35%/yr vs 0.03%/yr for VTI.

Performance

CEFA vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X S&P Catholic Values Developed ex-U.S. ETF (CEFA) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CEFA achieves a 7.81% return, which is significantly lower than VTI's 11.20% return.

CEFA

• 1D: -0.77%
• 1M: 3.62%
• YTD: 7.81%
• 6M: 9.59%
• 1Y: 20.44%
• 3Y*: 15.15%
• 5Y*: 6.64%
• 10Y*: —

VTI

• 1D: -0.72%
• 1M: 4.99%
• YTD: 11.20%
• 6M: 11.09%
• 1Y: 28.18%
• 3Y*: 22.07%
• 5Y*: 12.69%
• 10Y*: 15.05%

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

CEFA vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
CEFA Global X S&P Catholic Values Developed ex-U.S. ETF	7.81%	26.46%	5.03%	17.40%	-16.66%	7.97%	21.61%
VTI Vanguard Total Stock Market ETF	11.20%	17.10%	23.81%	26.05%	-19.52%	25.68%	27.61%

Correlation

The correlation between CEFA and VTI is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.77
Correlation (3Y) Calculated over the trailing 3-year period	0.73
Correlation (5Y) Calculated over the trailing 5-year period	0.71
Correlation (All Time) Calculated using the full available price history since Jun 25, 2020	0.65

The correlation between CEFA and VTI shifts across timeframes, from 0.65 (all time) to 0.77 (1 year), reflecting how their relationship changes across market environments.

CEFA vs. VTI - Sectors Allocation Comparison

Sectors	CEFA	VTI
Financial Services	26.1%	12.0%
Industrials	19.2%	9.8%
Technology	10.7%	33.5%
Healthcare	10.6%	9.2%
Consumer Cyclical	8.7%	10.0%
Consumer Defensive	6.7%	4.7%
Basic Materials	5.7%	2.0%
Energy	4.4%	3.7%
Communication Services	3.6%	10.3%
Utilities	3.2%	2.3%
Real Estate	1.3%	2.4%

Return for Risk

CEFA vs. VTI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CEFA

CEFA Risk / Return Rank: 38
CEFA Sharpe Ratio Rank: 37
CEFA Sortino Ratio Rank: 37
CEFA Omega Ratio Rank: 37
CEFA Calmar Ratio Rank: 36
CEFA Martin Ratio Rank: 41

VTI

VTI Risk / Return Rank: 68
VTI Sharpe Ratio Rank: 69
VTI Sortino Ratio Rank: 68
VTI Omega Ratio Rank: 67
VTI Calmar Ratio Rank: 62
VTI Martin Ratio Rank: 75

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CEFA vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P Catholic Values Developed ex-U.S. ETF (CEFA) 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.

	CEFA	VTI	Difference
Sharpe ratio Return per unit of total volatility	1.34	2.33	-0.99
Sortino ratio Return per unit of downside risk	1.94	3.18	-1.24
Omega ratio Gain probability vs. loss probability	1.24	1.42	-0.18
Calmar ratio Return relative to maximum drawdown	1.78	3.17	-1.40
Martin ratio Return relative to average drawdown	6.54	14.62	-8.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CEFA vs. VTI - Sharpe Ratio Comparison

The current CEFA Sharpe Ratio is 1.34, which is lower than the VTI Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of CEFA and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CEFA	VTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.34	2.33	-0.99
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.38	0.73	-0.35
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.51	+0.13

Drawdowns

CEFA vs. VTI - Drawdown Comparison

The maximum CEFA drawdown since its inception was -31.97%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for CEFA and VTI.

Drawdown Indicators

	CEFA	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-31.97%	-55.45%	+23.48%
Max Drawdown (1Y) Largest decline over 1 year	-11.54%	-8.92%	-2.62%
Max Drawdown (3Y) Largest decline over 3 years	-15.45%	-19.30%	+3.85%
Max Drawdown (5Y) Largest decline over 5 years	-31.97%	-25.36%	-6.61%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	-1.47%	-0.72%	-0.75%
Average Drawdown Average peak-to-trough decline	-7.05%	-8.03%	+0.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.13%	1.93%	+1.20%

Volatility

CEFA vs. VTI - Volatility Comparison

Global X S&P Catholic Values Developed ex-U.S. ETF (CEFA) has a higher volatility of 5.01% compared to Vanguard Total Stock Market ETF (VTI) at 2.96%. This indicates that CEFA's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CEFA	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.01%	2.96%	+2.05%
Volatility (6M) Calculated over the trailing 6-month period	12.77%	9.13%	+3.64%
Volatility (1Y) Calculated over the trailing 1-year period	15.33%	12.17%	+3.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.61%	17.40%	+0.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.21%	18.30%	-1.09%

CEFA vs. VTI - Expense Ratio Comparison

CEFA has a 0.35% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

CEFA vs. VTI - Dividend Comparison

CEFA's dividend yield for the trailing twelve months is around 2.65%, more than VTI's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CEFA Global X S&P Catholic Values Developed ex-U.S. ETF	2.65%	2.86%	3.26%	2.35%	2.35%	3.49%	0.84%	0.00%	0.00%	0.00%	0.00%	0.00%
VTI Vanguard Total Stock Market ETF	1.01%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both CEFA and VTI in my portfolio?

CEFA and VTI have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CEFA or VTI?

CEFA has higher volatility (5.01%) compared to VTI (2.96%). In terms of maximum drawdown, CEFA dropped -31.97% vs VTI's -55.45%.

Which ETF is better, CEFA or VTI?

On 5-year performance, VTI leads with 12.69% vs 6.64% for CEFA. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 2.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CEFA or VTI?

Over the 5-year period, VTI has performed better with a 12.69% return vs 6.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CEFA or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.35% for CEFA.

Which ETF pays a higher dividend yield, CEFA or VTI?

CEFA has the higher dividend yield at 2.65%, compared with 1.01% for VTI.

What is the main difference between CEFA and VTI?

CEFA is categorized as Foreign Large Cap Equities, while VTI is Large Cap Blend Equities. CEFA tracks S&P Developed ex-U.S. Catholic Values Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: Global X and Vanguard. Their fees differ too: 0.35% for CEFA and 0.03% for VTI.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (2.33 vs 1.34), 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.