ESGEX vs. VTI
Compare and contrast key facts about Reynders McVeigh Core Equity Fund (ESGEX) and Vanguard Total Stock Market ETF (VTI).
ESGEX is managed by ReyndersMcVeigh Funds. It was launched on Mar 29, 2019. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESGEX or VTI.
Performance
ESGEX vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, ESGEX achieves a 15.14% return, which is significantly lower than VTI's 24.13% return.
ESGEX
15.14%
-4.82%
4.98%
25.49%
12.37%
N/A
VTI
24.13%
0.90%
11.75%
32.54%
14.83%
12.59%
Key characteristics
| ESGEX | VTI | |
|---|---|---|
| Sharpe Ratio | 1.91 | 2.63 |
| Sortino Ratio | 2.67 | 3.51 |
| Omega Ratio | 1.33 | 1.48 |
| Calmar Ratio | 1.16 | 3.84 |
| Martin Ratio | 11.74 | 16.85 |
| Ulcer Index | 2.24% | 1.95% |
| Daily Std Dev | 13.78% | 12.54% |
| Max Drawdown | -34.52% | -55.45% |
| Current Drawdown | -5.05% | -2.03% |
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ESGEX vs. VTI - Expense Ratio Comparison
ESGEX has a 1.25% expense ratio, which is higher than VTI's 0.03% expense ratio.
Correlation
The correlation between ESGEX and VTI is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
ESGEX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Reynders McVeigh Core Equity Fund (ESGEX) 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.
Dividends
ESGEX vs. VTI - Dividend Comparison
ESGEX's dividend yield for the trailing twelve months is around 0.42%, less than VTI's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESGEX Reynders McVeigh Core Equity Fund | 0.42% | 0.48% | 0.19% | 0.00% | 0.06% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.28% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
ESGEX vs. VTI - Drawdown Comparison
The maximum ESGEX drawdown since its inception was -34.52%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for ESGEX and VTI. For additional features, visit the drawdowns tool.
Volatility
ESGEX vs. VTI - Volatility Comparison
The current volatility for Reynders McVeigh Core Equity Fund (ESGEX) is 3.61%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.28%. This indicates that ESGEX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.