GPT vs. VT

Last updated Jun 4, 2026

GPT (Intelligent Alpha Atlas ETF) and VT (Vanguard Total World Stock ETF) are both Global Equities funds. GPT is actively managed, while VT is passively managed. Over the past year, GPT returned 31.43% vs 29.24% for VT. Their correlation of 0.82 suggests significant overlap in exposure. GPT charges 0.69%/yr vs 0.06%/yr for VT.

Performance

GPT vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intelligent Alpha Atlas ETF (GPT) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with GPT having a 12.68% return and VT slightly lower at 12.24%.

GPT

• 1D: -0.31%
• 1M: 2.33%
• YTD: 12.68%
• 6M: 11.45%
• 1Y: 31.43%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VT

• 1D: -0.88%
• 1M: 4.91%
• YTD: 12.24%
• 6M: 13.14%
• 1Y: 29.24%
• 3Y*: 20.93%
• 5Y*: 10.99%
• 10Y*: 12.74%

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

GPT vs. VT - Yearly Performance Comparison

	2026 (YTD)	2025	2024
GPT Intelligent Alpha Atlas ETF	12.68%	24.85%	-3.42%
VT Vanguard Total World Stock ETF	12.24%	22.43%	1.79%

Correlation

The correlation between GPT and VT is 0.83, 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	0.83
Correlation (All Time) Calculated using the full available price history since Sep 19, 2024	0.82

The correlation between GPT and VT has been stable across timeframes, ranging from 0.82 to 0.83 - a consistent structural relationship.

Return for Risk

GPT vs. VT — Risk / Return Rank

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

GPT

GPT Risk / Return Rank: 60
GPT Sharpe Ratio Rank: 53
GPT Sortino Ratio Rank: 52
GPT Omega Ratio Rank: 53
GPT Calmar Ratio Rank: 71
GPT Martin Ratio Rank: 73

VT

VT Risk / Return Rank: 67
VT Sharpe Ratio Rank: 68
VT Sortino Ratio Rank: 68
VT Omega Ratio Rank: 67
VT Calmar Ratio Rank: 60
VT Martin Ratio Rank: 71

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.

GPT vs. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intelligent Alpha Atlas ETF (GPT) and Vanguard Total World Stock ETF (VT). 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.

	GPT	VT	Difference
Sharpe ratio: Return per unit of total volatility	1.79	2.31	-0.52
Sortino ratio: Return per unit of downside risk	2.50	3.20	-0.71
Omega ratio: Gain probability vs. loss probability	1.32	1.42	-0.09
Calmar ratio: Return relative to maximum drawdown	3.52	3.04	+0.49
Martin ratio: Return relative to average drawdown	13.47	13.53	-0.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GPT vs. VT - Sharpe Ratio Comparison

The current GPT Sharpe Ratio is 1.79, which is comparable to the VT Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of GPT and VT, 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

	GPT	VT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.79	2.31	-0.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.69	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.74	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.96	0.44	+0.52

Drawdowns

GPT vs. VT - Drawdown Comparison

The maximum GPT drawdown since its inception was -25.59%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for GPT and VT.

Drawdown Indicators

	GPT	VT	Difference
Max Drawdown Largest peak-to-trough decline	-25.59%	-50.27%	+24.68%
Max Drawdown (1Y) Largest decline over 1 year	-8.97%	-9.67%	+0.70%
Max Drawdown (3Y) Largest decline over 3 years	—	-16.51%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-26.38%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.24%	—
Current Drawdown Current decline from peak	-0.76%	-0.88%	+0.12%
Average Drawdown Average peak-to-trough decline	-4.26%	-7.02%	+2.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.34%	2.17%	+0.17%

Volatility

GPT vs. VT - Volatility Comparison

Intelligent Alpha Atlas ETF (GPT) has a higher volatility of 4.79% compared to Vanguard Total World Stock ETF (VT) at 3.83%. This indicates that GPT's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GPT	VT	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.79%	3.83%	+0.96%
Volatility (6M) Calculated over the trailing 6-month period	14.45%	10.17%	+4.28%
Volatility (1Y) Calculated over the trailing 1-year period	17.61%	12.70%	+4.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.69%	16.05%	+4.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.69%	17.23%	+3.46%

GPT vs. VT - Expense Ratio Comparison

GPT has a 0.69% expense ratio, which is higher than VT's 0.06% expense ratio.

Dividends

GPT vs. VT - Dividend Comparison

GPT's dividend yield for the trailing twelve months is around 0.67%, less than VT's 1.59% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GPT Intelligent Alpha Atlas ETF	0.67%	0.75%	0.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VT Vanguard Total World Stock ETF	1.59%	1.82%	1.95%	2.08%	2.20%	1.82%	1.66%	2.32%	2.53%	2.11%	2.39%	2.45%

Frequently Asked Questions

Can I hold both GPT and VT in my portfolio?

GPT and VT have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GPT or VT?

GPT has higher volatility (4.79%) compared to VT (3.83%). In terms of maximum drawdown, GPT dropped -25.59% vs VT's -50.27%.

Which ETF is better, GPT or VT?

On 1-year performance, GPT leads with 31.43% vs 29.24% for VT. On fees, VT is cheaper at 0.06% per year. On volatility, VT has been the lower-risk option at 3.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GPT or VT?

Over the 1-year period, GPT has performed better with a 31.43% return vs 29.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GPT or VT?

VT is cheaper with a 0.06% expense ratio, compared with 0.69% for GPT.

Which ETF pays a higher dividend yield, GPT or VT?

VT has the higher dividend yield at 1.59%, compared with 0.67% for GPT.

What is the main difference between GPT and VT?

They also come from different issuers: Intelligent Alpha and Vanguard. Their fees differ too: 0.69% for GPT and 0.06% for VT.

Which has better risk-adjusted returns?

VT currently has the higher Sharpe Ratio (2.31 vs 1.79), 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.