NCI vs. VT

Last updated Apr 1, 2026

Compare and contrast key facts about Neo-Concept International Group Holdings Ltd (NCI) and Vanguard Total World Stock ETF (VT).

VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008.

Performance

NCI vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neo-Concept International Group Holdings Ltd (NCI) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

NCI vs. VT - Yearly Performance Comparison

	2026 (YTD)	2025	2024
NCI Neo-Concept International Group Holdings Ltd	57.52%	-65.76%	-93.05%
VT Vanguard Total World Stock ETF	-1.71%	22.43%	11.44%

Returns By Period

In the year-to-date period, NCI achieves a 57.52% return, which is significantly higher than VT's -1.71% return.

NCI

• 1D: -69.57%
• 1M: -67.28%
• YTD: 57.52%
• 6M: -2.73%
• 1Y: -25.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VT

• 1D: 3.08%
• 1M: -6.22%
• YTD: -1.71%
• 6M: 1.42%
• 1Y: 21.53%
• 3Y*: 16.86%
• 5Y*: 9.22%
• 10Y*: 11.53%

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

Return for Risk

NCI vs. VT — Risk / Return Rank

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

NCI

NCI Risk / Return Rank: 52
NCI Sharpe Ratio Rank: 37
NCI Sortino Ratio Rank: 80
NCI Omega Ratio Rank: 83
NCI Calmar Ratio Rank: 31
NCI Martin Ratio Rank: 28

VT

VT Risk / Return Rank: 77
VT Sharpe Ratio Rank: 74
VT Sortino Ratio Rank: 76
VT Omega Ratio Rank: 77
VT Calmar Ratio Rank: 75
VT Martin Ratio Rank: 82

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.

NCI vs. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neo-Concept International Group Holdings Ltd (NCI) 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.

	NCI	VT	Difference
Sharpe ratio Return per unit of total volatility	-0.09	1.25	-1.34
Sortino ratio Return per unit of downside risk	2.12	1.84	+0.28
Omega ratio Gain probability vs. loss probability	1.31	1.27	+0.04
Calmar ratio Return relative to maximum drawdown	-0.32	1.83	-2.15
Martin ratio Return relative to average drawdown	-0.74	8.51	-9.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NCI vs. VT - Sharpe Ratio Comparison

The current NCI Sharpe Ratio is -0.09, which is lower than the VT Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of NCI and VT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	NCI	VT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.09	1.25	-1.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.58	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.67	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.34	0.40	-0.74

Correlation

The correlation between NCI and VT is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

NCI vs. VT - Dividend Comparison

NCI has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.82%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NCI Neo-Concept International Group Holdings Ltd	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VT Vanguard Total World Stock ETF	1.82%	1.82%	1.95%	2.08%	2.20%	1.82%	1.66%	2.32%	2.53%	2.11%	2.39%	2.45%

Drawdowns

NCI vs. VT - Drawdown Comparison

The maximum NCI drawdown since its inception was -98.36%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for NCI and VT.

Drawdown Indicators

	NCI	VT	Difference
Max Drawdown Largest peak-to-trough decline	-98.36%	-50.27%	-48.09%
Max Drawdown (1Y) Largest decline over 1 year	-85.17%	-11.84%	-73.33%
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	-96.25%	-6.89%	-89.36%
Average Drawdown Average peak-to-trough decline	-94.19%	-7.08%	-87.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	37.14%	2.55%	+34.59%

Volatility

NCI vs. VT - Volatility Comparison

Neo-Concept International Group Holdings Ltd (NCI) has a higher volatility of 138.99% compared to Vanguard Total World Stock ETF (VT) at 6.33%. This indicates that NCI's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NCI	VT	Difference
Volatility (1M) Calculated over the trailing 1-month period	138.99%	6.33%	+132.66%
Volatility (6M) Calculated over the trailing 6-month period	210.21%	9.95%	+200.26%
Volatility (1Y) Calculated over the trailing 1-year period	289.11%	17.24%	+271.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	242.54%	15.98%	+226.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	242.54%	17.20%	+225.34%