HUSV vs. VTI
Compare and contrast key facts about First Trust Horizon Managed Volatility Domestic ETF (HUSV) and Vanguard Total Stock Market ETF (VTI).
HUSV and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HUSV is an actively managed fund by First Trust. It was launched on Aug 24, 2016. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HUSV or VTI.
Key characteristics
| HUSV | VTI | |
|---|---|---|
| YTD Return | 14.00% | 17.69% |
| 1Y Return | 18.73% | 25.82% |
| 3Y Return (Ann) | 6.51% | 8.20% |
| 5Y Return (Ann) | 8.54% | 14.39% |
| Sharpe Ratio | 2.17 | 2.06 |
| Daily Std Dev | 9.02% | 13.08% |
| Max Drawdown | -35.72% | -55.45% |
| Current Drawdown | -0.24% | -0.67% |
Correlation
The correlation between HUSV and VTI is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
HUSV vs. VTI - Performance Comparison
In the year-to-date period, HUSV achieves a 14.00% return, which is significantly lower than VTI's 17.69% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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HUSV vs. VTI - Expense Ratio Comparison
HUSV has a 0.70% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
HUSV vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Horizon Managed Volatility Domestic ETF (HUSV) 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
HUSV vs. VTI - Dividend Comparison
HUSV's dividend yield for the trailing twelve months is around 1.28%, less than VTI's 1.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HUSV First Trust Horizon Managed Volatility Domestic ETF | 1.28% | 1.80% | 1.68% | 1.35% | 1.29% | 1.36% | 1.48% | 1.31% | 0.35% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.32% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
HUSV vs. VTI - Drawdown Comparison
The maximum HUSV drawdown since its inception was -35.72%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for HUSV and VTI. For additional features, visit the drawdowns tool.
Volatility
HUSV vs. VTI - Volatility Comparison
The current volatility for First Trust Horizon Managed Volatility Domestic ETF (HUSV) is 2.36%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.40%. This indicates that HUSV experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.