GFOF vs. VTI
Compare and contrast key facts about Grayscale Future of Finance ETF (GFOF) and Vanguard Total Stock Market ETF (VTI).
GFOF and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GFOF is a passively managed fund by Grayscale that tracks the performance of the Bloomberg Grayscale Future of Finance Index. It was launched on Feb 1, 2022. 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. Both GFOF and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GFOF or VTI.
Performance
GFOF vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, GFOF achieves a 46.37% return, which is significantly higher than VTI's 23.63% return.
GFOF
46.37%
20.12%
58.16%
131.45%
N/A
N/A
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| GFOF | VTI | |
|---|---|---|
| Sharpe Ratio | 2.03 | 2.58 |
| Sortino Ratio | 2.70 | 3.45 |
| Omega Ratio | 1.31 | 1.48 |
| Calmar Ratio | 2.10 | 3.76 |
| Martin Ratio | 6.89 | 16.56 |
| Ulcer Index | 18.35% | 1.95% |
| Daily Std Dev | 62.21% | 12.51% |
| Max Drawdown | -75.18% | -55.45% |
| Current Drawdown | -8.14% | -2.43% |
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GFOF vs. VTI - Expense Ratio Comparison
GFOF has a 0.70% expense ratio, which is higher than VTI's 0.03% expense ratio.
Correlation
The correlation between GFOF and VTI is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
GFOF vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Grayscale Future of Finance ETF (GFOF) 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
GFOF vs. VTI - Dividend Comparison
GFOF's dividend yield for the trailing twelve months is around 5.36%, more than VTI's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GFOF Grayscale Future of Finance ETF | 5.36% | 4.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
GFOF vs. VTI - Drawdown Comparison
The maximum GFOF drawdown since its inception was -75.18%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for GFOF and VTI. For additional features, visit the drawdowns tool.
Volatility
GFOF vs. VTI - Volatility Comparison
Grayscale Future of Finance ETF (GFOF) has a higher volatility of 26.40% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that GFOF'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.