MVFG vs. VXUS
MVFG (Monarch Volume Factor Global Unconstrained ETF) and VXUS (Vanguard Total International Stock ETF) are both Global Equities funds - MVFG tracks the Monarch Volume Factor Global Unconstrained Index while VXUS tracks the FTSE Global All Cap ex US Index. Both are passively managed. Over the past year, MVFG returned 28.24% vs 32.01% for VXUS. A 0.79 correlation means they provide meaningful diversification when combined. MVFG charges 1.42%/yr vs 0.05%/yr for VXUS.
Performance
MVFG vs. VXUS - Performance Comparison
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Returns By Period
In the year-to-date period, MVFG achieves a 12.12% return, which is significantly lower than VXUS's 14.25% return.
MVFG
- 1D
- -0.77%
- 1M
- 3.29%
- YTD
- 12.12%
- 6M
- 13.45%
- 1Y
- 28.24%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VXUS
- 1D
- -0.99%
- 1M
- 4.68%
- YTD
- 14.25%
- 6M
- 16.92%
- 1Y
- 32.01%
- 3Y*
- 19.30%
- 5Y*
- 8.46%
- 10Y*
- 9.76%
MVFG vs. VXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MVFG Monarch Volume Factor Global Unconstrained ETF | 12.12% | 20.98% | 5.33% |
VXUS Vanguard Total International Stock ETF | 14.25% | 32.35% | 1.12% |
Correlation
The correlation between MVFG and VXUS is 0.82, 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 | 0.82 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2024 | 0.79 |
The correlation between MVFG and VXUS has been stable across timeframes, ranging from 0.79 to 0.82 - a consistent structural relationship.
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Return for Risk
MVFG vs. VXUS — Risk / Return Rank
MVFG
VXUS
MVFG vs. VXUS - 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 International Stock ETF (VXUS). 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 | VXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.39 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 2.85 | -1.00 |
| Martin ratioReturn relative to average drawdown | 7.37 | 11.14 | -3.77 |
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
| MVFG | VXUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.51 | 2.12 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.53 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.39 | +0.74 |
Drawdowns
MVFG vs. VXUS - Drawdown Comparison
The maximum MVFG drawdown since its inception was -15.34%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for MVFG and VXUS.
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Drawdown Indicators
| MVFG | VXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.34% | -35.97% | +20.63% |
Max Drawdown (1Y)Largest decline over 1 year | -15.34% | -11.27% | -4.07% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.58% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.44% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.97% | — |
Current DrawdownCurrent decline from peak | -0.77% | -0.99% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -2.57% | -8.22% | +5.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.84% | 2.88% | +0.96% |
Volatility
MVFG vs. VXUS - Volatility Comparison
The current volatility for Monarch Volume Factor Global Unconstrained ETF (MVFG) is 3.74%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 5.60%. This indicates that MVFG experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MVFG | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 5.60% | -1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 11.72% | 13.00% | -1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.75% | 15.21% | +3.54% |
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% | 17.16% | -1.77% |
MVFG vs. VXUS - Expense Ratio Comparison
MVFG has a 1.42% expense ratio, which is higher than VXUS's 0.05% expense ratio.
Dividends
MVFG vs. VXUS - Dividend Comparison
MVFG's dividend yield for the trailing twelve months is around 1.92%, less than VXUS's 2.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MVFG Monarch Volume Factor Global Unconstrained ETF | 1.92% | 1.90% | 1.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 2.66% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
Frequently Asked Questions
MVFG and VXUS have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VXUS has higher volatility (5.60%) compared to MVFG (3.74%). In terms of maximum drawdown, MVFG dropped -15.34% vs VXUS's -35.97%.
On 1-year performance, VXUS leads with 32.01% vs 28.24% for MVFG. On fees, VXUS is cheaper at 0.05% per year. On volatility, MVFG has been the lower-risk option at 3.74%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, VXUS has performed better with a 32.01% return vs 28.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VXUS is cheaper with a 0.05% expense ratio, compared with 1.42% for MVFG.
VXUS has the higher dividend yield at 2.66%, compared with 1.92% for MVFG.
MVFG tracks Monarch Volume Factor Global Unconstrained Index, while VXUS tracks FTSE Global All Cap ex US Index. They also come from different issuers: Monarch and Vanguard. Their fees differ too: 1.42% for MVFG and 0.05% for VXUS.
VXUS currently has the higher Sharpe Ratio (2.12 vs 1.51), 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.
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