FDLS vs. VTI

Last updated Jun 3, 2026

FDLS (Inspire Fidelis Multi Factor ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - FDLS is a Mid Cap Blend Equities fund tracking the WI Fidelis Multi-Cap, Multi-Factor Index - Benchmark TR Gross, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 3 years, FDLS returned 20.12%/yr vs 22.37%/yr for VTI. Their correlation of 0.84 suggests significant overlap in exposure. FDLS charges 0.76%/yr vs 0.03%/yr for VTI.

Performance

FDLS vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Fidelis Multi Factor ETF (FDLS) 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, FDLS achieves a 14.44% return, which is significantly higher than VTI's 12.01% return.

FDLS

• 1D: 0.82%
• 1M: -0.37%
• YTD: 14.44%
• 6M: 15.20%
• 1Y: 35.94%
• 3Y*: 20.12%
• 5Y*: —
• 10Y*: —

VTI

• 1D: 0.26%
• 1M: 5.37%
• YTD: 12.01%
• 6M: 12.40%
• 1Y: 30.01%
• 3Y*: 22.37%
• 5Y*: 13.05%
• 10Y*: 15.13%

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

FDLS vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
FDLS Inspire Fidelis Multi Factor ETF	14.44%	22.47%	7.41%	20.70%	-1.68%
VTI Vanguard Total Stock Market ETF	12.01%	17.10%	23.81%	26.05%	-7.13%

Correlation

The correlation between FDLS and VTI is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (All Time) Calculated using the full available price history since Aug 25, 2022	0.84

The correlation between FDLS and VTI has been stable across timeframes, ranging from 0.81 to 0.84 - a consistent structural relationship.

FDLS vs. VTI - Sectors Allocation Comparison

Sectors	FDLS	VTI
Technology	25.7%	33.5%
Industrials	18.8%	9.8%
Financial Services	14.3%	12.0%
Healthcare	11.7%	9.2%
Energy	7.1%	3.7%
Basic Materials	5.0%	2.0%
Consumer Defensive	4.9%	4.7%
Consumer Cyclical	4.4%	10.0%
Communication Services	3.3%	10.3%
Real Estate	2.1%	2.4%
Utilities	1.7%	2.3%

Return for Risk

FDLS vs. VTI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FDLS

FDLS Risk / Return Rank: 68
FDLS Sharpe Ratio Rank: 64
FDLS Sortino Ratio Rank: 65
FDLS Omega Ratio Rank: 62
FDLS Calmar Ratio Rank: 74
FDLS Martin Ratio Rank: 77

VTI

VTI Risk / Return Rank: 74
VTI Sharpe Ratio Rank: 75
VTI Sortino Ratio Rank: 74
VTI Omega Ratio Rank: 74
VTI Calmar Ratio Rank: 68
VTI Martin Ratio Rank: 80

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FDLS vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Fidelis Multi Factor ETF (FDLS) 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.

	FDLS	VTI	Difference
Sharpe ratio Return per unit of total volatility	2.17	2.48	-0.31
Sortino ratio Return per unit of downside risk	3.04	3.37	-0.33
Omega ratio Gain probability vs. loss probability	1.38	1.45	-0.07
Calmar ratio Return relative to maximum drawdown	3.82	3.44	+0.38
Martin ratio Return relative to average drawdown	15.40	15.88	-0.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FDLS vs. VTI - Sharpe Ratio Comparison

The current FDLS Sharpe Ratio is 2.17, which is comparable to the VTI Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of FDLS 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.

Sharpe Ratios by Period

	FDLS	VTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.17	2.48	-0.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.75	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.83	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.88	0.51	+0.37

Drawdowns

FDLS vs. VTI - Drawdown Comparison

The maximum FDLS drawdown since its inception was -23.32%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for FDLS and VTI.

Drawdown Indicators

	FDLS	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-23.32%	-55.45%	+32.13%
Max Drawdown (1Y) Largest decline over 1 year	-9.55%	-8.92%	-0.63%
Max Drawdown (3Y) Largest decline over 3 years	-23.32%	-19.30%	-4.02%
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	-1.52%	0.00%	-1.52%
Average Drawdown Average peak-to-trough decline	-3.89%	-8.03%	+4.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.37%	1.93%	+0.44%

Volatility

FDLS vs. VTI - Volatility Comparison

Inspire Fidelis Multi Factor ETF (FDLS) has a higher volatility of 4.24% compared to Vanguard Total Stock Market ETF (VTI) at 2.86%. This indicates that FDLS's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FDLS	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.24%	2.86%	+1.38%
Volatility (6M) Calculated over the trailing 6-month period	12.41%	9.11%	+3.30%
Volatility (1Y) Calculated over the trailing 1-year period	16.66%	12.15%	+4.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.07%	17.40%	+1.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.07%	18.30%	+0.77%

FDLS vs. VTI - Expense Ratio Comparison

FDLS has a 0.76% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

FDLS vs. VTI - Dividend Comparison

FDLS's dividend yield for the trailing twelve months is around 0.86%, less than VTI's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FDLS Inspire Fidelis Multi Factor ETF	0.86%	0.86%	7.26%	0.97%	0.31%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VTI Vanguard Total Stock Market ETF	1.01%	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 FDLS and VTI in my portfolio?

FDLS and VTI have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FDLS or VTI?

FDLS has higher volatility (4.24%) compared to VTI (2.86%). In terms of maximum drawdown, FDLS dropped -23.32% vs VTI's -55.45%.

Which ETF is better, FDLS or VTI?

On 3-year performance, VTI leads with 22.37% vs 20.12% for FDLS. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 2.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FDLS or VTI?

Over the 3-year period, VTI has performed better with a 22.37% return vs 20.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FDLS or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.76% for FDLS.

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

VTI has the higher dividend yield at 1.01%, compared with 0.86% for FDLS.

What is the main difference between FDLS and VTI?

FDLS is categorized as Mid Cap Blend Equities, while VTI is Large Cap Blend Equities. FDLS tracks WI Fidelis Multi-Cap, Multi-Factor Index - Benchmark TR Gross, while VTI tracks CRSP US Total Market Index. They also come from different issuers: Inspire and Vanguard. Their fees differ too: 0.76% for FDLS and 0.03% for VTI.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (2.48 vs 2.17), 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.