KOMP vs. VTI

Last updated Jun 23, 2026

KOMP (SPDR S&P Kensho New Economies Composite ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - KOMP is a Mid Cap Growth Equities fund tracking the S&P Kensho New Economies Composite Index, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 5 years, KOMP returned 2.63%/yr vs 12.36%/yr for VTI. Their correlation of 0.87 suggests significant overlap in exposure. KOMP charges 0.20%/yr vs 0.03%/yr for VTI.

Performance

KOMP vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Kensho New Economies Composite ETF (KOMP) 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, KOMP achieves a 18.84% return, which is significantly higher than VTI's 10.35% return.

KOMP

• 1D: -0.78%
• 1M: 0.50%
• YTD: 18.84%
• 6M: 15.27%
• 1Y: 39.46%
• 3Y*: 19.81%
• 5Y*: 2.63%
• 10Y*: —

VTI

• 1D: -0.32%
• 1M: 0.55%
• YTD: 10.35%
• 6M: 9.59%
• 1Y: 27.18%
• 3Y*: 21.19%
• 5Y*: 12.36%
• 10Y*: 15.31%

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

KOMP vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
KOMP SPDR S&P Kensho New Economies Composite ETF	18.84%	19.74%	10.05%	20.09%	-32.21%	3.67%	61.28%	37.12%	-10.32%
VTI Vanguard Total Stock Market ETF	10.35%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-8.81%

Correlation

The correlation between KOMP and VTI is 0.85, 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	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (All Time) Calculated using the full available price history since Oct 23, 2018	0.87

The correlation between KOMP and VTI has been stable across timeframes, ranging from 0.85 to 0.87 - a consistent structural relationship.

KOMP vs. VTI - Sectors Allocation Comparison

Sectors	KOMP	VTI
Technology	35.5%	37.0%
Industrials	27.7%	9.4%
Healthcare	11.1%	9.0%
Financial Services	6.2%	11.3%
Communication Services	5.3%	9.8%
Utilities	4.8%	2.1%
Consumer Cyclical	4.3%	9.7%
Basic Materials	2.5%	1.9%
Energy	2.4%	3.3%
Consumer Defensive	0.2%	4.3%
Real Estate	-	2.3%

Return for Risk

KOMP vs. VTI — Risk / Return Rank

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

KOMP

KOMP Risk / Return Rank: 47
KOMP Sharpe Ratio Rank: 48
KOMP Sortino Ratio Rank: 44
KOMP Omega Ratio Rank: 43
KOMP Calmar Ratio Rank: 53
KOMP Martin Ratio Rank: 48

VTI

VTI Risk / Return Rank: 68
VTI Sharpe Ratio Rank: 68
VTI Sortino Ratio Rank: 66
VTI Omega Ratio Rank: 67
VTI Calmar Ratio Rank: 64
VTI Martin Ratio Rank: 74

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.

KOMP vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Kensho New Economies Composite ETF (KOMP) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	KOMP	VTI	Difference
Sharpe ratio: Return per unit of total volatility	1.61	2.14	-0.53
Sortino ratio: Return per unit of downside risk	2.16	2.90	-0.74
Omega ratio: Gain probability vs. loss probability	1.27	1.38	-0.11
Calmar ratio: Return relative to maximum drawdown	2.56	3.06	-0.50
Martin ratio: Return relative to average drawdown	7.97	13.68	-5.70

KOMP vs. VTI - Sharpe Ratio Comparison

The current KOMP Sharpe Ratio is 1.61, which is comparable to the VTI Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of KOMP 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.

Drawdowns

KOMP vs. VTI - Drawdown Comparison

The maximum KOMP drawdown since its inception was -50.06%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for KOMP and VTI.

Drawdown Indicators

	KOMP	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-50.06%	-55.45%	+5.39%
Max Drawdown (1Y) Largest decline over 1 year	-15.50%	-8.92%	-6.58%
Max Drawdown (3Y) Largest decline over 3 years	-24.93%	-19.30%	-5.63%
Max Drawdown (5Y) Largest decline over 5 years	-45.38%	-25.36%	-20.02%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	-5.83%	-1.48%	-4.35%
Average Drawdown Average peak-to-trough decline	-21.59%	-8.01%	-13.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.96%	1.99%	+2.97%

Volatility

KOMP vs. VTI - Volatility Comparison

SPDR S&P Kensho New Economies Composite ETF (KOMP) has a higher volatility of 10.44% compared to Vanguard Total Stock Market ETF (VTI) at 4.74%. This indicates that KOMP'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

	KOMP	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.44%	4.74%	+5.70%
Volatility (6M) Calculated over the trailing 6-month period	19.64%	9.96%	+9.68%
Volatility (1Y) Calculated over the trailing 1-year period	24.60%	12.76%	+11.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.06%	17.49%	+7.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.12%	18.35%	+8.77%

KOMP vs. VTI - Expense Ratio Comparison

KOMP has a 0.20% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

KOMP vs. VTI - Dividend Comparison

KOMP's dividend yield for the trailing twelve months is around 1.64%, more than VTI's 1.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KOMP SPDR S&P Kensho New Economies Composite ETF	1.64%	1.84%	1.04%	1.27%	1.47%	1.44%	0.69%	0.81%	0.13%	0.00%	0.00%	0.00%
VTI Vanguard Total Stock Market ETF	1.02%	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 KOMP and VTI in my portfolio?

KOMP and VTI have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KOMP or VTI?

KOMP has higher volatility (10.44%) compared to VTI (4.74%). In terms of maximum drawdown, KOMP dropped -50.06% vs VTI's -55.45%.

Which ETF is better, KOMP or VTI?

On 5-year performance, VTI leads with 12.36% vs 2.63% for KOMP. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 4.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, KOMP or VTI?

Over the 5-year period, VTI has performed better with a 12.36% return vs 2.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, KOMP or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.20% for KOMP.

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

KOMP has the higher dividend yield at 1.64%, compared with 1.02% for VTI.

What is the main difference between KOMP and VTI?

KOMP is categorized as Mid Cap Growth Equities, while VTI is Large Cap Blend Equities. KOMP tracks S&P Kensho New Economies Composite Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.20% for KOMP and 0.03% for VTI.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (2.14 vs 1.61), 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.