FTCE vs. VTI

Last updated Jun 4, 2026

FTCE (First Trust New Constructs Core Earnings Leaders ETF) and VTI (Vanguard Total Stock Market ETF) are both Large Cap Blend Equities funds - FTCE tracks the Bloomberg New Constructs Core Earnings Leaders Index while VTI tracks the CRSP US Total Market Index. Both are passively managed. Over the past year, FTCE returned 34.82% vs 28.18% for VTI. Their correlation of 0.90 suggests significant overlap in exposure. FTCE charges 0.60%/yr vs 0.03%/yr for VTI.

Performance

FTCE vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust New Constructs Core Earnings Leaders ETF (FTCE) 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, FTCE achieves a 13.44% return, which is significantly higher than VTI's 11.20% return.

FTCE

• 1D: -1.09%
• 1M: 9.77%
• YTD: 13.44%
• 6M: 13.40%
• 1Y: 34.82%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VTI

• 1D: -0.72%
• 1M: 4.99%
• YTD: 11.20%
• 6M: 11.09%
• 1Y: 28.18%
• 3Y*: 22.07%
• 5Y*: 12.69%
• 10Y*: 15.05%

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

FTCE vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024
FTCE First Trust New Constructs Core Earnings Leaders ETF	13.44%	26.14%	-0.04%
VTI Vanguard Total Stock Market ETF	11.20%	17.10%	3.82%

Correlation

The correlation between FTCE and VTI is 0.87, 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	0.87
Correlation (All Time) Calculated using the full available price history since Oct 4, 2024	0.90

The correlation between FTCE and VTI has been stable across timeframes, ranging from 0.87 to 0.90 - a consistent structural relationship.

FTCE vs. VTI - Sectors Allocation Comparison

Sectors	FTCE	VTI
Technology	21.8%	33.5%
Industrials	15.8%	9.8%
Financial Services	14.9%	12.0%
Healthcare	10.9%	9.2%
Utilities	7.9%	2.3%
Real Estate	6.9%	2.4%
Consumer Cyclical	5.9%	10.0%
Energy	5.0%	3.7%
Basic Materials	4.0%	2.0%
Consumer Defensive	4.0%	4.7%
Communication Services	2.0%	10.3%

Return for Risk

FTCE vs. VTI — Risk / Return Rank

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

FTCE

FTCE Risk / Return Rank: 77
FTCE Sharpe Ratio Rank: 83
FTCE Sortino Ratio Rank: 82
FTCE Omega Ratio Rank: 80
FTCE Calmar Ratio Rank: 70
FTCE Martin Ratio Rank: 72

VTI

VTI Risk / Return Rank: 68
VTI Sharpe Ratio Rank: 69
VTI Sortino Ratio Rank: 68
VTI Omega Ratio Rank: 67
VTI Calmar Ratio Rank: 62
VTI Martin Ratio Rank: 75

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.

FTCE vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust New Constructs Core Earnings Leaders ETF (FTCE) 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.

	FTCE	VTI	Difference
Sharpe ratio: Return per unit of total volatility	2.68	2.33	+0.35
Sortino ratio: Return per unit of downside risk	3.65	3.18	+0.47
Omega ratio: Gain probability vs. loss probability	1.47	1.42	+0.05
Calmar ratio: Return relative to maximum drawdown	3.44	3.17	+0.27
Martin ratio: Return relative to average drawdown	13.21	14.62	-1.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FTCE vs. VTI - Sharpe Ratio Comparison

The current FTCE Sharpe Ratio is 2.68, which is comparable to the VTI Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of FTCE 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

	FTCE	VTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.68	2.33	+0.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.73	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.45	0.51	+0.94

Drawdowns

FTCE vs. VTI - Drawdown Comparison

The maximum FTCE drawdown since its inception was -18.11%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for FTCE and VTI.

Drawdown Indicators

	FTCE	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-18.11%	-55.45%	+37.34%
Max Drawdown (1Y) Largest decline over 1 year	-10.16%	-8.92%	-1.24%
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	-1.09%	-0.72%	-0.37%
Average Drawdown Average peak-to-trough decline	-2.50%	-8.03%	+5.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.64%	1.93%	+0.71%

Volatility

FTCE vs. VTI - Volatility Comparison

First Trust New Constructs Core Earnings Leaders ETF (FTCE) has a higher volatility of 3.63% compared to Vanguard Total Stock Market ETF (VTI) at 2.96%. This indicates that FTCE'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

	FTCE	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.63%	2.96%	+0.67%
Volatility (6M) Calculated over the trailing 6-month period	10.21%	9.13%	+1.08%
Volatility (1Y) Calculated over the trailing 1-year period	13.09%	12.17%	+0.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.76%	17.40%	-0.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.76%	18.30%	-1.54%

FTCE vs. VTI - Expense Ratio Comparison

FTCE has a 0.60% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

FTCE vs. VTI - Dividend Comparison

FTCE's dividend yield for the trailing twelve months is around 0.80%, less than VTI's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FTCE First Trust New Constructs Core Earnings Leaders ETF	0.80%	0.96%	0.28%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VTI Vanguard Total Stock Market ETF	1.01%	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 FTCE and VTI in my portfolio?

FTCE and VTI have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FTCE or VTI?

FTCE has higher volatility (3.63%) compared to VTI (2.96%). In terms of maximum drawdown, FTCE dropped -18.11% vs VTI's -55.45%.

Which ETF is better, FTCE or VTI?

On 1-year performance, FTCE leads with 34.82% vs 28.18% for VTI. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 2.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FTCE or VTI?

Over the 1-year period, FTCE has performed better with a 34.82% return vs 28.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FTCE or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.60% for FTCE.

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

VTI has the higher dividend yield at 1.01%, compared with 0.80% for FTCE.

What is the main difference between FTCE and VTI?

FTCE tracks Bloomberg New Constructs Core Earnings Leaders Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: First Trust and Vanguard. Their fees differ too: 0.60% for FTCE and 0.03% for VTI.

Which has better risk-adjusted returns?

FTCE currently has the higher Sharpe Ratio (2.68 vs 2.33), 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.