MODL vs. VTI

Last updated Jun 3, 2026

MODL (Victoryshares Westend U.S. Sector ETF) and VTI (Vanguard Total Stock Market ETF) are both Large Cap Blend Equities funds. MODL is actively managed, while VTI is passively managed. Over the past 3 years, MODL returned 20.33%/yr vs 22.37%/yr for VTI. Their correlation of 0.95 suggests significant overlap in exposure. MODL charges 0.46%/yr vs 0.03%/yr for VTI.

Performance

MODL vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victoryshares Westend U.S. Sector ETF (MODL) 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, MODL achieves a 7.80% return, which is significantly lower than VTI's 12.01% return.

MODL

• 1D: -0.17%
• 1M: 4.08%
• YTD: 7.80%
• 6M: 8.04%
• 1Y: 24.87%
• 3Y*: 20.33%
• 5Y*: —
• 10Y*: —

VTI

• 1D: 0.26%
• 1M: 5.37%
• YTD: 12.01%
• 6M: 12.40%
• 1Y: 30.01%
• 3Y*: 22.37%
• 5Y*: 13.05%
• 10Y*: 15.13%

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

MODL vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
MODL Victoryshares Westend U.S. Sector ETF	7.80%	18.99%	24.73%	23.74%	7.13%
VTI Vanguard Total Stock Market ETF	12.01%	17.10%	23.81%	26.05%	7.15%

Correlation

The correlation between MODL and VTI is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (All Time) Calculated using the full available price history since Oct 13, 2022	0.95

The correlation between MODL and VTI has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

MODL vs. VTI - Sectors Allocation Comparison

Sectors	MODL	VTI
Technology	32.3%	33.5%
Financial Services	17.4%	12.0%
Communication Services	16.4%	10.3%
Healthcare	14.9%	9.2%
Consumer Cyclical	5.0%	10.0%
Consumer Defensive	4.5%	4.7%
Utilities	4.2%	2.3%
Industrials	4.1%	9.8%
Energy	0.0%	3.7%
Basic Materials	-	2.0%
Real Estate	-	2.4%

Return for Risk

MODL vs. VTI — Risk / Return Rank

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

MODL

MODL Risk / Return Rank: 64
MODL Sharpe Ratio Rank: 67
MODL Sortino Ratio Rank: 68
MODL Omega Ratio Rank: 66
MODL Calmar Ratio Rank: 53
MODL Martin Ratio Rank: 65

VTI

VTI Risk / Return Rank: 74
VTI Sharpe Ratio Rank: 75
VTI Sortino Ratio Rank: 74
VTI Omega Ratio Rank: 74
VTI Calmar Ratio Rank: 68
VTI Martin Ratio Rank: 80

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.

MODL vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victoryshares Westend U.S. Sector ETF (MODL) 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.

	MODL	VTI	Difference
Sharpe ratio Return per unit of total volatility	2.24	2.48	-0.24
Sortino ratio Return per unit of downside risk	3.16	3.37	-0.21
Omega ratio Gain probability vs. loss probability	1.40	1.45	-0.04
Calmar ratio Return relative to maximum drawdown	2.68	3.44	-0.76
Martin ratio Return relative to average drawdown	12.07	15.88	-3.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MODL vs. VTI - Sharpe Ratio Comparison

The current MODL Sharpe Ratio is 2.24, which is comparable to the VTI Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of MODL 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.

Sharpe Ratios by Period

	MODL	VTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.24	2.48	-0.24
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.75	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.83	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.59	0.51	+1.08

Drawdowns

MODL vs. VTI - Drawdown Comparison

The maximum MODL drawdown since its inception was -17.60%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for MODL and VTI.

Drawdown Indicators

	MODL	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-17.60%	-55.45%	+37.85%
Max Drawdown (1Y) Largest decline over 1 year	-9.46%	-8.92%	-0.54%
Max Drawdown (3Y) Largest decline over 3 years	-17.60%	-19.30%	+1.70%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.36%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	-0.17%	0.00%	-0.17%
Average Drawdown Average peak-to-trough decline	-2.04%	-8.03%	+5.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.10%	1.93%	+0.17%

Volatility

MODL vs. VTI - Volatility Comparison

The current volatility for Victoryshares Westend U.S. Sector ETF (MODL) is 2.63%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 2.86%. This indicates that MODL 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.

Volatility by Period

	MODL	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.63%	2.86%	-0.23%
Volatility (6M) Calculated over the trailing 6-month period	8.37%	9.11%	-0.74%
Volatility (1Y) Calculated over the trailing 1-year period	11.14%	12.15%	-1.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.59%	17.40%	-2.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.59%	18.30%	-3.71%

MODL vs. VTI - Expense Ratio Comparison

MODL has a 0.46% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

MODL vs. VTI - Dividend Comparison

MODL's dividend yield for the trailing twelve months is around 0.67%, less than VTI's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MODL Victoryshares Westend U.S. Sector ETF	0.67%	0.67%	0.83%	1.02%	0.39%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VTI Vanguard Total Stock Market ETF	1.01%	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 MODL and VTI in my portfolio?

With a correlation of 0.96, MODL and VTI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, MODL or VTI?

VTI has higher volatility (2.86%) compared to MODL (2.63%). In terms of maximum drawdown, MODL dropped -17.60% vs VTI's -55.45%.

Which ETF is better, MODL or VTI?

On 3-year performance, VTI leads with 22.37% vs 20.33% for MODL. On fees, VTI is cheaper at 0.03% per year. On volatility, MODL has been the lower-risk option at 2.63%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, MODL or VTI?

Over the 3-year period, VTI has performed better with a 22.37% return vs 20.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, MODL or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.46% for MODL.

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

VTI has the higher dividend yield at 1.01%, compared with 0.67% for MODL.

What is the main difference between MODL and VTI?

They also come from different issuers: Victory and Vanguard. Their fees differ too: 0.46% for MODL and 0.03% for VTI.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (2.48 vs 2.24), 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.