MNCEX vs. VTI
Compare and contrast key facts about Mercer Non-US Core Equity Fund (MNCEX) and Vanguard Total Stock Market ETF (VTI).
MNCEX is managed by Mercer Funds. It was launched on Aug 17, 2006. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on Jun 27, 2016.
Performance
MNCEX vs. VTI - Performance Comparison
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MNCEX vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MNCEX Mercer Non-US Core Equity Fund | 0.49% | 37.46% | 6.24% | 18.86% | -16.89% | 11.36% | 9.63% | 10.44% |
VTI Vanguard Total Stock Market ETF | -3.29% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 11.61% |
Returns By Period
In the year-to-date period, MNCEX achieves a 0.49% return, which is significantly higher than VTI's -3.29% return.
MNCEX
- 1D
- 2.25%
- 1M
- -7.39%
- YTD
- 0.49%
- 6M
- 4.43%
- 1Y
- 25.72%
- 3Y*
- 17.26%
- 5Y*
- 9.07%
- 10Y*
- —
VTI
- 1D
- 0.76%
- 1M
- -4.38%
- YTD
- -3.29%
- 6M
- -1.26%
- 1Y
- 18.60%
- 3Y*
- 18.14%
- 5Y*
- 10.63%
- 10Y*
- 13.69%
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MNCEX vs. VTI - Expense Ratio Comparison
MNCEX has a 0.39% expense ratio, which is higher than VTI's 0.03% expense ratio.
Return for Risk
MNCEX vs. VTI — Risk / Return Rank
MNCEX
VTI
MNCEX vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mercer Non-US Core Equity Fund (MNCEX) 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.
| MNCEX | VTI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.71 | 0.98 | +0.73 |
Sortino ratioReturn per unit of downside risk | 2.25 | 1.52 | +0.73 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.23 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.15 | 1.54 | +0.61 |
Martin ratioReturn relative to average drawdown | 9.18 | 7.30 | +1.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MNCEX | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.71 | 0.98 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.61 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.48 | +0.14 |
Correlation
The correlation between MNCEX and VTI is 0.64, 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.
Dividends
MNCEX vs. VTI - Dividend Comparison
MNCEX's dividend yield for the trailing twelve months is around 13.58%, more than VTI's 1.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MNCEX Mercer Non-US Core Equity Fund | 13.58% | 13.64% | 8.97% | 3.60% | 3.14% | 18.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.17% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Drawdowns
MNCEX vs. VTI - Drawdown Comparison
The maximum MNCEX drawdown since its inception was -32.79%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for MNCEX and VTI.
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Drawdown Indicators
| MNCEX | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.79% | -55.45% | +22.66% |
Max Drawdown (1Y)Largest decline over 1 year | -11.97% | -12.30% | +0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -30.57% | -25.36% | -5.21% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.00% | — |
Current DrawdownCurrent decline from peak | -9.16% | -5.54% | -3.62% |
Average DrawdownAverage peak-to-trough decline | -6.80% | -8.08% | +1.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.60% | +0.63% |
Volatility
MNCEX vs. VTI - Volatility Comparison
Mercer Non-US Core Equity Fund (MNCEX) has a higher volatility of 6.91% compared to Vanguard Total Stock Market ETF (VTI) at 5.48%. This indicates that MNCEX'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.
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Volatility by Period
| MNCEX | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.91% | 5.48% | +1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 9.75% | +0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.94% | 19.02% | -1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.70% | 17.41% | -1.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.23% | 18.29% | -0.06% |