CUSUX vs. VTI
CUSUX (Six Circles U.S. Unconstrained Equity Fund) and VTI (Vanguard Total Stock Market ETF) are both Large Cap Blend Equities funds. Over the past 5 years, CUSUX returned 12.54%/yr vs 11.90%/yr for VTI. With a 0.95 correlation, they move nearly in lockstep. CUSUX charges 0.05%/yr vs 0.03%/yr for VTI.
Performance
CUSUX vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, CUSUX achieves a 6.57% return, which is significantly lower than VTI's 8.82% return.
CUSUX
- 1D
- -0.64%
- 1M
- -0.05%
- YTD
- 6.57%
- 6M
- 5.62%
- 1Y
- 23.02%
- 3Y*
- 21.07%
- 5Y*
- 12.54%
- 10Y*
- —
VTI
- 1D
- -1.39%
- 1M
- -0.84%
- YTD
- 8.82%
- 6M
- 7.71%
- 1Y
- 24.22%
- 3Y*
- 20.62%
- 5Y*
- 11.90%
- 10Y*
- 15.14%
CUSUX vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CUSUX Six Circles U.S. Unconstrained Equity Fund | 6.57% | 19.35% | 24.86% | 30.38% | -21.28% | 30.27% | 22.69% | 24.95% | -11.01% |
VTI Vanguard Total Stock Market ETF | 8.82% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -12.03% |
Correlation
The correlation between CUSUX and VTI is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2018 | 0.95 |
The correlation between CUSUX and VTI has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.
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Return for Risk
CUSUX vs. VTI — Risk / Return Rank
CUSUX
VTI
CUSUX vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Six Circles U.S. Unconstrained Equity Fund (CUSUX) 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.
| CUSUX | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.34 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | 2.73 | -0.52 |
| Martin ratioReturn relative to average drawdown | 8.66 | 12.14 | -3.48 |
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Drawdowns
CUSUX vs. VTI - Drawdown Comparison
The maximum CUSUX drawdown since its inception was -35.55%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for CUSUX and VTI.
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Drawdown Indicators
| CUSUX | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.55% | -55.45% | +19.90% |
Max Drawdown (1Y)Largest decline over 1 year | -11.01% | -8.92% | -2.09% |
Max Drawdown (3Y)Largest decline over 3 years | -19.64% | -19.30% | -0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -35.55% | -25.36% | -10.19% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.00% | — |
Current DrawdownCurrent decline from peak | -2.41% | -2.85% | +0.44% |
Average DrawdownAverage peak-to-trough decline | -8.59% | -8.01% | -0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 2.00% | +0.79% |
Volatility
CUSUX vs. VTI - Volatility Comparison
Six Circles U.S. Unconstrained Equity Fund (CUSUX) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.98% and 4.95%, 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.
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Volatility by Period
| CUSUX | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 4.95% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.14% | 10.05% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.72% | 12.83% | -0.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.84% | 17.51% | +3.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.52% | 18.32% | +3.20% |
CUSUX vs. VTI - Expense Ratio Comparison
CUSUX has a 0.05% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
CUSUX vs. VTI - Dividend Comparison
CUSUX's dividend yield for the trailing twelve months is around 8.61%, more than VTI's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CUSUX Six Circles U.S. Unconstrained Equity Fund | 8.61% | 9.18% | 6.64% | 1.19% | 2.68% | 16.48% | 1.55% | 1.67% | 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
With a correlation of 0.95, CUSUX and VTI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
CUSUX has higher volatility (4.98%) compared to VTI (4.95%). In terms of maximum drawdown, CUSUX dropped -35.55% vs VTI's -55.45%.
CUSUX currently has the higher Sharpe Ratio (1.91 vs 1.90), 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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