CTEF vs. VFMV

Last updated Apr 1, 2026

Compare and contrast key facts about Castellan Targeted Equity ETF (CTEF) and Vanguard U.S. Minimum Volatility ETF (VFMV).

CTEF and VFMV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CTEF is an actively managed fund by Castellan. It was launched on Jun 18, 2025. VFMV is an actively managed fund by Vanguard. It was launched on Feb 13, 2018.

Performance

CTEF vs. VFMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Castellan Targeted Equity ETF (CTEF) and Vanguard U.S. Minimum Volatility ETF (VFMV). The values are adjusted to include any dividend payments, if applicable.

CTEF vs. VFMV - Yearly Performance Comparison

	2026 (YTD)	2025
CTEF Castellan Targeted Equity ETF	1.71%	33.22%
VFMV Vanguard U.S. Minimum Volatility ETF	2.90%	4.68%

Returns By Period

In the year-to-date period, CTEF achieves a 1.71% return, which is significantly lower than VFMV's 2.90% return.

CTEF

• 1D: 4.03%
• 1M: -9.59%
• YTD: 1.71%
• 6M: 4.35%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

VFMV

• 1D: 0.35%
• 1M: -4.26%
• YTD: 2.90%
• 6M: 3.50%
• 1Y: 7.75%
• 3Y*: 12.83%
• 5Y*: 9.31%
• 10Y*: —

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

CTEF vs. VFMV - Expense Ratio Comparison

CTEF has a 0.45% expense ratio, which is higher than VFMV's 0.13% expense ratio.

CTEF

Castellan Targeted Equity ETF

VFMV

Vanguard U.S. Minimum Volatility ETF

Return for Risk

CTEF vs. VFMV — Risk / Return Rank

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

VFMV

VFMV Risk / Return Rank: 33
VFMV Sharpe Ratio Rank: 32
VFMV Sortino Ratio Rank: 30
VFMV Omega Ratio Rank: 31
VFMV Calmar Ratio Rank: 31
VFMV Martin Ratio Rank: 39

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.

CTEF vs. VFMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Castellan Targeted Equity ETF (CTEF) and Vanguard U.S. Minimum Volatility ETF (VFMV). 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

	CTEF	VFMV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.63	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.80	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.28	0.66	+1.63

Correlation

The correlation between CTEF and VFMV is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

CTEF vs. VFMV - Dividend Comparison

CTEF's dividend yield for the trailing twelve months is around 0.07%, less than VFMV's 2.04% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
CTEF Castellan Targeted Equity ETF	0.07%	0.08%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VFMV Vanguard U.S. Minimum Volatility ETF	2.04%	2.12%	1.46%	2.20%	2.08%	1.31%	2.14%	2.43%	2.29%

Drawdowns

CTEF vs. VFMV - Drawdown Comparison

The maximum CTEF drawdown since its inception was -15.00%, smaller than the maximum VFMV drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for CTEF and VFMV.

Drawdown Indicators

	CTEF	VFMV	Difference
Max Drawdown Largest peak-to-trough decline	-15.00%	-33.64%	+18.64%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.63%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-15.41%	—
Current Drawdown Current decline from peak	-11.58%	-4.26%	-7.32%
Average Drawdown Average peak-to-trough decline	-1.77%	-3.69%	+1.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.09%	—

Volatility

Volatility by Period

	CTEF	VFMV	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.43%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.62%	—
Volatility (1Y) Calculated over the trailing 1-year period	20.97%	12.28%	+8.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.97%	11.77%	+9.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.97%	14.34%	+6.63%