MVFG vs. VT

Last updated Jun 3, 2026

MVFG (Monarch Volume Factor Global Unconstrained ETF) and VT (Vanguard Total World Stock ETF) are both Global Equities funds - MVFG tracks the Monarch Volume Factor Global Unconstrained Index while VT tracks the FTSE Global All Cap Index. Both are passively managed. Over the past year, MVFG returned 28.96% vs 29.24% for VT. Their correlation of 0.85 suggests significant overlap in exposure. MVFG charges 1.42%/yr vs 0.06%/yr for VT.

Performance

MVFG vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Monarch Volume Factor Global Unconstrained ETF (MVFG) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MVFG achieves a 13.00% return, which is significantly higher than VT's 12.24% return.

MVFG

• 1D: 0.52%
• 1M: 3.11%
• YTD: 13.00%
• 6M: 16.25%
• 1Y: 28.96%
• 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)

MVFG vs. VT - Yearly Performance Comparison

	2026 (YTD)	2025	2024
MVFG Monarch Volume Factor Global Unconstrained ETF	13.00%	20.98%	5.33%
VT Vanguard Total World Stock ETF	12.24%	22.43%	9.52%

Correlation

The correlation between MVFG and VT 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 (All Time) Calculated using the full available price history since Mar 8, 2024	0.85

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

Return for Risk

MVFG vs. VT — Risk / Return Rank

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

MVFG

MVFG Risk / Return Rank: 43
MVFG Sharpe Ratio Rank: 43
MVFG Sortino Ratio Rank: 41
MVFG Omega Ratio Rank: 46
MVFG Calmar Ratio Rank: 39
MVFG Martin Ratio Rank: 46

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.

MVFG vs. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Monarch Volume Factor Global Unconstrained ETF (MVFG) 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.

	MVFG	VT	Difference
Sharpe ratio Return per unit of total volatility	1.55	2.31	-0.76
Sortino ratio Return per unit of downside risk	2.14	3.20	-1.06
Omega ratio Gain probability vs. loss probability	1.29	1.42	-0.12
Calmar ratio Return relative to maximum drawdown	1.97	3.04	-1.07
Martin ratio Return relative to average drawdown	7.86	13.53	-5.67
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MVFG vs. VT - Sharpe Ratio Comparison

The current MVFG Sharpe Ratio is 1.55, which is lower than the VT Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of MVFG 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

	MVFG	VT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.55	2.31	-0.76
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	1.16	0.44	+0.72

Drawdowns

MVFG vs. VT - Drawdown Comparison

The maximum MVFG drawdown since its inception was -15.34%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for MVFG and VT.

Drawdown Indicators

	MVFG	VT	Difference
Max Drawdown Largest peak-to-trough decline	-15.34%	-50.27%	+34.93%
Max Drawdown (1Y) Largest decline over 1 year	-15.34%	-9.67%	-5.67%
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	0.00%	-0.88%	+0.88%
Average Drawdown Average peak-to-trough decline	-2.57%	-7.02%	+4.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.84%	2.17%	+1.67%

Volatility

MVFG vs. VT - Volatility Comparison

Monarch Volume Factor Global Unconstrained ETF (MVFG) and Vanguard Total World Stock ETF (VT) have volatilities of 3.79% and 3.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MVFG	VT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.79%	3.83%	-0.04%
Volatility (6M) Calculated over the trailing 6-month period	11.72%	10.17%	+1.55%
Volatility (1Y) Calculated over the trailing 1-year period	18.75%	12.70%	+6.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.39%	16.05%	-0.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.39%	17.23%	-1.84%

MVFG vs. VT - Expense Ratio Comparison

MVFG has a 1.42% expense ratio, which is higher than VT's 0.06% expense ratio.

Dividends

MVFG vs. VT - Dividend Comparison

MVFG's dividend yield for the trailing twelve months is around 1.91%, more than VT's 1.59% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MVFG Monarch Volume Factor Global Unconstrained ETF	1.91%	1.90%	1.67%	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 MVFG and VT in my portfolio?

MVFG and VT 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, MVFG or VT?

VT has higher volatility (3.83%) compared to MVFG (3.79%). In terms of maximum drawdown, MVFG dropped -15.34% vs VT's -50.27%.

Which ETF is better, MVFG or VT?

On 1-year performance, VT leads with 29.24% vs 28.96% for MVFG. On fees, VT is cheaper at 0.06% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, MVFG or VT?

Over the 1-year period, VT has performed better with a 29.24% return vs 28.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, MVFG or VT?

VT is cheaper with a 0.06% expense ratio, compared with 1.42% for MVFG.

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

MVFG has the higher dividend yield at 1.91%, compared with 1.59% for VT.

What is the main difference between MVFG and VT?

MVFG tracks Monarch Volume Factor Global Unconstrained Index, while VT tracks FTSE Global All Cap Index. They also come from different issuers: Monarch and Vanguard. Their fees differ too: 1.42% for MVFG and 0.06% for VT.

Which has better risk-adjusted returns?

VT currently has the higher Sharpe Ratio (2.31 vs 1.55), 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.