CNAV vs. VTI

Last updated Jun 26, 2026

CNAV (Mohr Company Nav ETF) and VTI (Vanguard Total Stock Market ETF) are both Large Cap Blend Equities funds. CNAV is actively managed, while VTI is passively managed. Over the past year, CNAV returned 76.91% vs 23.02% for VTI. A 0.79 correlation means they provide meaningful diversification when combined. CNAV charges 1.31%/yr vs 0.03%/yr for VTI.

Performance

CNAV vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mohr Company Nav ETF (CNAV) 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, CNAV achieves a 51.25% return, which is significantly higher than VTI's 8.90% return.

CNAV

• 1D: 4.10%
• 1M: 9.21%
• YTD: 51.25%
• 6M: 48.47%
• 1Y: 76.91%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VTI

• 1D: 0.09%
• 1M: -1.48%
• YTD: 8.90%
• 6M: 7.43%
• 1Y: 23.02%
• 3Y*: 20.80%
• 5Y*: 11.83%
• 10Y*: 15.38%

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

CNAV vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024
CNAV Mohr Company Nav ETF	51.25%	16.80%	6.05%
VTI Vanguard Total Stock Market ETF	8.90%	17.10%	2.68%

Correlation

The correlation between CNAV 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 (All Time) Calculated using the full available price history since Oct 1, 2024	0.79

The correlation between CNAV and VTI has been stable across timeframes, ranging from 0.77 to 0.79 - a consistent structural relationship.

Return for Risk

CNAV vs. VTI — Risk / Return Rank

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

CNAV

CNAV Risk / Return Rank: 89
CNAV Sharpe Ratio Rank: 90
CNAV Sortino Ratio Rank: 82
CNAV Omega Ratio Rank: 85
CNAV Calmar Ratio Rank: 93
CNAV Martin Ratio Rank: 94

VTI

VTI Risk / Return Rank: 64
VTI Sharpe Ratio Rank: 64
VTI Sortino Ratio Rank: 62
VTI Omega Ratio Rank: 62
VTI Calmar Ratio Rank: 61
VTI Martin Ratio Rank: 71

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.

CNAV vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mohr Company Nav ETF (CNAV) 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.

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.

	CNAV	VTI	Difference
Sharpe ratio: Return per unit of total volatility	2.65	1.81	+0.83
Sortino ratio: Return per unit of downside risk	3.18	2.48	+0.70
Omega ratio: Gain probability vs. loss probability	1.44	1.33	+0.12
Calmar ratio: Return relative to maximum drawdown	5.96	2.59	+3.37
Martin ratio: Return relative to average drawdown	23.29	11.45	+11.84

CNAV vs. VTI - Sharpe Ratio Comparison

The current CNAV Sharpe Ratio is 2.65, which is higher than the VTI Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of CNAV 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.

Drawdowns

CNAV vs. VTI - Drawdown Comparison

The maximum CNAV drawdown since its inception was -30.06%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for CNAV and VTI.

Drawdown Indicators

	CNAV	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-30.06%	-55.45%	+25.39%
Max Drawdown (1Y) Largest decline over 1 year	-12.97%	-8.92%	-4.05%
Max Drawdown (3Y) Largest decline over 3 years	—	-19.30%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.36%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	-3.01%	-2.77%	-0.24%
Average Drawdown Average peak-to-trough decline	-5.38%	-8.01%	+2.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.31%	2.02%	+1.29%

Volatility

CNAV vs. VTI - Volatility Comparison

Mohr Company Nav ETF (CNAV) has a higher volatility of 16.44% compared to Vanguard Total Stock Market ETF (VTI) at 4.86%. This indicates that CNAV'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

	CNAV	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.44%	4.86%	+11.58%
Volatility (6M) Calculated over the trailing 6-month period	25.82%	10.00%	+15.82%
Volatility (1Y) Calculated over the trailing 1-year period	29.20%	12.75%	+16.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.11%	17.50%	+11.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.11%	18.31%	+10.80%

CNAV vs. VTI - Expense Ratio Comparison

CNAV has a 1.31% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

CNAV vs. VTI - Dividend Comparison

CNAV has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.04%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CNAV Mohr Company Nav ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VTI Vanguard Total Stock Market ETF	1.04%	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 CNAV and VTI in my portfolio?

CNAV 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, CNAV or VTI?

CNAV has higher volatility (16.44%) compared to VTI (4.86%). In terms of maximum drawdown, CNAV dropped -30.06% vs VTI's -55.45%.

Which ETF is better, CNAV or VTI?

On 1-year performance, CNAV leads with 76.91% vs 23.02% for VTI. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 4.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CNAV or VTI?

Over the 1-year period, CNAV has performed better with a 76.91% return vs 23.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CNAV or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 1.31% for CNAV.

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

VTI has the higher dividend yield at 1.04%, compared with 0.00% for CNAV.

What is the main difference between CNAV and VTI?

They also come from different issuers: Mohr and Vanguard. Their fees differ too: 1.31% for CNAV and 0.03% for VTI.

Which has better risk-adjusted returns?

CNAV currently has the higher Sharpe Ratio (2.65 vs 1.81), 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.