FCTE vs. VTI

Last updated Aug 2, 2026

FCTE (SMI 3Fourteen Full-Cycle Trend ETF) and VTI (Vanguard Total Stock Market ETF) are both Large Cap Blend Equities funds. FCTE is actively managed, while VTI is passively managed. Over the past year, FCTE returned 13.55% vs 21.84% for VTI. Their 0.78 correlation means they have sometimes moved together and sometimes differently. FCTE charges 0.85%/yr vs 0.03%/yr for VTI.

Performance

FCTE vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SMI 3Fourteen Full-Cycle Trend ETF (FCTE) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FCTE achieves a 16.87% return, which is significantly higher than VTI's 10.49% return.

FCTE

• 1D: 1.22%
• 1M: 0.54%
• 6M: 9.25%
• YTD: 16.87%
• 1Y: 13.55%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 8.91%

VTI

• 1D: 0.53%
• 1M: -0.15%
• 6M: 8.77%
• YTD: 10.49%
• 1Y: 21.84%
• 3Y*: 18.92%
• 5Y*: 11.74%
• 10Y*: 14.63%
• ALL TIME*: 9.58%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FCTE SMI 3Fourteen Full-Cycle Trend ETF	$395.29K	$768.22K	$634.95K
VTI Vanguard Total Stock Market ETF	$1.06B	$1.16B	$1.24B

FCTE vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024
FCTE SMI 3Fourteen Full-Cycle Trend ETF	16.87%	-3.80%	6.19%
VTI Vanguard Total Stock Market ETF	10.49%	17.10%	8.80%

Correlation

The correlation between FCTE and VTI is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.69
Correlation (All Time) Calculated using the full available price history since Jul 2, 2024	0.78

The correlation between FCTE and VTI has been stable across timeframes, ranging from 0.69 to 0.78 - a consistent structural relationship.

FCTE vs. VTI - Sectors Allocation Comparison

Sectors	FCTE	VTI
Technology	30.1%	36.1%
Industrials	25.0%	10.2%
Healthcare	19.9%	9.7%
Communication Services	10.0%	9.1%
Energy	5.0%	3.2%
Consumer Cyclical	5.0%	9.4%
Consumer Defensive	5.0%	4.3%
Basic Materials	-	1.9%
Financial Services	-	11.8%
Real Estate	-	2.3%
Utilities	-	2.2%

Return for Risk

FCTE vs. VTI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FCTE

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

VTI

VTI Risk / Return Rank: 67
VTI Sharpe Ratio Rank: 67
VTI Sortino Ratio Rank: 64
VTI Omega Ratio Rank: 64
VTI Calmar Ratio Rank: 65
VTI Martin Ratio Rank: 77

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FCTE vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SMI 3Fourteen Full-Cycle Trend ETF (FCTE) 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.

	FCTE	VTI	Difference
Sharpe ratio: Return per unit of total volatility	0.82	1.52	-0.70
Sortino ratio: Return per unit of downside risk	1.26	2.12	-0.86
Omega ratio: Gain probability vs. loss probability	1.15	1.27	-0.12
Calmar ratio: Return relative to maximum drawdown	0.97	2.23	-1.26
Martin ratio: Return relative to average drawdown	2.74	9.62	-6.88

FCTE vs. VTI - Sharpe Ratio Comparison

The current FCTE Sharpe Ratio is 0.82, which is lower than the VTI Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of FCTE and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FCTE vs. VTI - Drawdown Comparison

The maximum FCTE drawdown since its inception was -19.68%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for FCTE and VTI.

Drawdown Indicators

	FCTE	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-19.68%	-55.45%	+35.77%
Max Drawdown (1Y) Largest decline over 1 year	-12.85%	-8.92%	-3.93%
Max Drawdown (3Y) Largest decline over 3 years	—	-19.30%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.36%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	-0.37%	-1.36%	+0.99%
Average Drawdown Average peak-to-trough decline	-5.63%	-7.99%	+2.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.55%	2.07%	+2.48%

Volatility

FCTE vs. VTI - Volatility Comparison

SMI 3Fourteen Full-Cycle Trend ETF (FCTE) and Vanguard Total Stock Market ETF (VTI) have volatilities of 3.40% and 3.46%, 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.

Volatility by Period

	FCTE	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.40%	3.46%	-0.06%
Volatility (6M) Calculated over the trailing 6-month period	12.21%	10.24%	+1.97%
Volatility (1Y) Calculated over the trailing 1-year period	15.29%	13.10%	+2.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.40%	17.51%	+0.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.40%	18.30%	+0.10%

FCTE vs. VTI - Expense Ratio Comparison

FCTE has a 0.85% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

FCTE vs. VTI - Dividend Comparison

FCTE's dividend yield for the trailing twelve months is around 0.08%, less than VTI's 1.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FCTE SMI 3Fourteen Full-Cycle Trend ETF	0.08%	0.18%	0.18%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VTI Vanguard Total Stock Market ETF	1.06%	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

Can I hold both FCTE and VTI in my portfolio?

FCTE and VTI have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FCTE or VTI?

VTI has higher volatility (3.46%) compared to FCTE (3.40%). In terms of maximum drawdown, FCTE dropped -19.68% vs VTI's -55.45%.

Which ETF is better, FCTE or VTI?

On 1-year performance, VTI leads with 21.84% vs 13.55% for FCTE. On fees, VTI is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FCTE or VTI?

Over the 1-year period, VTI has performed better with a 21.84% return vs 13.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FCTE or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.85% for FCTE.

Which ETF pays a higher dividend yield, FCTE or VTI?

VTI has the higher dividend yield at 1.06%, compared with 0.08% for FCTE.

What is the main difference between FCTE and VTI?

They also come from different issuers: SMI 3Fourteen and Vanguard. Their fees differ too: 0.85% for FCTE and 0.03% for VTI.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (1.52 vs 0.82), 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.