DRES vs. VFMV
DRES (GMO Domestic Resilience ETF) and VFMV (Vanguard U.S. Minimum Volatility ETF) are both exchange-traded funds - DRES is a Mid Cap Blend Equities fund actively managed by GMO, while VFMV is a Low Volatility fund actively managed by Vanguard. Both are actively managed. Their 0.65 correlation means they have sometimes moved together and sometimes differently. DRES charges 0.50%/yr vs 0.13%/yr for VFMV.
Performance
DRES vs. VFMV - Performance Comparison
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Returns By Period
In the year-to-date period, DRES achieves a 21.60% return, which is significantly higher than VFMV's 11.10% return.
DRES
- 1D
- 0.30%
- 1M
- 0.31%
- 6M
- 12.48%
- YTD
- 21.60%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
VFMV
- 1D
- 0.45%
- 1M
- 2.10%
- 6M
- 7.34%
- YTD
- 11.10%
- 1Y
- 16.07%
- 3Y*
- 14.38%
- 5Y*
- 9.39%
- 10Y*
- —
- ALL TIME*
- 10.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $93.72K | $76.15K | $99.36K | |
| $1.77M | $2.11M | $2.29M |
DRES vs. VFMV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DRES GMO Domestic Resilience ETF | 21.60% | 2.50% |
VFMV Vanguard U.S. Minimum Volatility ETF | 11.10% | 0.11% |
Correlation
The correlation between DRES and VFMV is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 1, 2025 | 0.65 |
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Return for Risk
DRES vs. VFMV — Risk / Return Rank
DRES
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VFMV
DRES vs. VFMV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Domestic Resilience ETF (DRES) 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.
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.
| DRES | VFMV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.31 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.61 | — |
| Martin ratioReturn relative to average drawdown | — | 10.07 | — |
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Drawdowns
DRES vs. VFMV - Drawdown Comparison
The maximum DRES drawdown since its inception was -10.41%, smaller than the maximum VFMV drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for DRES and VFMV.
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Drawdown Indicators
| DRES | VFMV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.41% | -33.64% | +23.23% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.00% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -10.35% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.41% | — |
Current DrawdownCurrent decline from peak | -1.59% | -1.16% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -2.14% | -3.59% | +1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.56% | — |
Volatility
DRES vs. VFMV - Volatility Comparison
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Volatility by Period
| DRES | VFMV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.73% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 6.57% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.07% | 8.96% | +9.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.07% | 11.76% | +6.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 14.16% | +3.91% |
DRES vs. VFMV - Expense Ratio Comparison
DRES has a 0.50% expense ratio, which is higher than VFMV's 0.13% expense ratio.
Dividends
DRES vs. VFMV - Dividend Comparison
DRES's dividend yield for the trailing twelve months is around 0.52%, less than VFMV's 1.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DRES GMO Domestic Resilience ETF | 0.52% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VFMV Vanguard U.S. Minimum Volatility ETF | 1.74% | 2.12% | 1.46% | 2.20% | 2.08% | 1.31% | 2.14% | 2.43% | 2.29% |
Frequently Asked Questions
DRES and VFMV have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VFMV is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VFMV is cheaper with a 0.13% expense ratio, compared with 0.50% for DRES.
VFMV has the higher dividend yield at 1.74%, compared with 0.52% for DRES.
DRES is categorized as Mid Cap Blend Equities, while VFMV is Low Volatility. They also come from different issuers: GMO and Vanguard. Their fees differ too: 0.50% for DRES and 0.13% for VFMV.
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