DRES vs. VXF
DRES (GMO Domestic Resilience ETF) and VXF (Vanguard Extended Market ETF) are both Mid Cap Blend Equities funds. DRES is actively managed, while VXF is passively managed. A 0.78 correlation means they provide meaningful diversification when combined. DRES charges 0.50%/yr vs 0.05%/yr for VXF.
Performance
DRES vs. VXF - Performance Comparison
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Returns By Period
In the year-to-date period, DRES achieves a 21.00% return, which is significantly higher than VXF's 14.74% return.
DRES
- 1D
- 1.17%
- 1M
- 4.17%
- YTD
- 21.00%
- 6M
- 18.16%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VXF
- 1D
- 0.17%
- 1M
- 3.63%
- YTD
- 14.74%
- 6M
- 12.24%
- 1Y
- 26.60%
- 3Y*
- 20.00%
- 5Y*
- 5.93%
- 10Y*
- 12.55%
DRES vs. VXF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DRES GMO Domestic Resilience ETF | 21.00% | 2.50% |
VXF Vanguard Extended Market ETF | 14.74% | 0.20% |
Correlation
The correlation between DRES and VXF is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 1, 2025 | 0.78 |
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Return for Risk
DRES vs. VXF — Risk / Return Rank
DRES
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VXF
DRES vs. VXF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Domestic Resilience ETF (DRES) and Vanguard Extended Market ETF (VXF). 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 | VXF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.26 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.62 | — |
| Martin ratioReturn relative to average drawdown | — | 9.21 | — |
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Drawdowns
DRES vs. VXF - Drawdown Comparison
The maximum DRES drawdown since its inception was -10.41%, smaller than the maximum VXF drawdown of -58.03%. Use the drawdown chart below to compare losses from any high point for DRES and VXF.
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Drawdown Indicators
| DRES | VXF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.41% | -58.03% | +47.62% |
Max Drawdown (1Y)Largest decline over 1 year | — | -10.21% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.92% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -36.39% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.72% | — |
Current DrawdownCurrent decline from peak | -0.51% | -0.88% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -2.19% | -9.53% | +7.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.90% | — |
Volatility
DRES vs. VXF - Volatility Comparison
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Volatility by Period
| DRES | VXF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.13% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 13.23% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.52% | 17.81% | +0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.52% | 22.43% | -3.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.52% | 22.30% | -3.78% |
DRES vs. VXF - Expense Ratio Comparison
DRES has a 0.50% expense ratio, which is higher than VXF's 0.05% expense ratio.
Dividends
DRES vs. VXF - Dividend Comparison
DRES's dividend yield for the trailing twelve months is around 0.30%, less than VXF's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRES GMO Domestic Resilience ETF | 0.30% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VXF Vanguard Extended Market ETF | 1.01% | 1.14% | 1.09% | 1.27% | 1.15% | 1.13% | 1.07% | 1.30% | 1.66% | 1.25% | 1.43% | 1.35% |
Frequently Asked Questions
DRES and VXF have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VXF is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VXF is cheaper with a 0.05% expense ratio, compared with 0.50% for DRES.
VXF has the higher dividend yield at 1.01%, compared with 0.30% for DRES.
They also come from different issuers: GMO and Vanguard. Their fees differ too: 0.50% for DRES and 0.05% for VXF.
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