NIXT vs. VTI

Last updated Jun 3, 2026

NIXT (Research Affiliates Deletions ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - NIXT is a Mid Cap Value Equities fund tracking the Research Affiliates Deletions Index, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past year, NIXT returned 38.27% vs 30.01% for VTI. A 0.78 correlation means they provide meaningful diversification when combined. NIXT charges 0.09%/yr vs 0.03%/yr for VTI.

Performance

NIXT vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Research Affiliates Deletions ETF (NIXT) 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, NIXT achieves a 20.11% return, which is significantly higher than VTI's 12.01% return.

NIXT

• 1D: -0.87%
• 1M: 2.57%
• YTD: 20.11%
• 6M: 20.80%
• 1Y: 38.27%
• 3Y*: —
• 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)

NIXT vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024
NIXT Research Affiliates Deletions ETF	20.11%	4.94%	4.89%
VTI Vanguard Total Stock Market ETF	12.01%	17.10%	7.88%

Correlation

The correlation between NIXT and VTI is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.73
Correlation (All Time) Calculated using the full available price history since Sep 11, 2024	0.78

The correlation between NIXT and VTI has been stable across timeframes, ranging from 0.73 to 0.78 - a consistent structural relationship.

Return for Risk

NIXT vs. VTI — Risk / Return Rank

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

NIXT

NIXT Risk / Return Rank: 55
NIXT Sharpe Ratio Rank: 52
NIXT Sortino Ratio Rank: 54
NIXT Omega Ratio Rank: 47
NIXT Calmar Ratio Rank: 63
NIXT Martin Ratio Rank: 60

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.

NIXT vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Research Affiliates Deletions ETF (NIXT) 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.

	NIXT	VTI	Difference
Sharpe ratio Return per unit of total volatility	1.82	2.48	-0.67
Sortino ratio Return per unit of downside risk	2.62	3.37	-0.76
Omega ratio Gain probability vs. loss probability	1.30	1.45	-0.14
Calmar ratio Return relative to maximum drawdown	3.20	3.44	-0.24
Martin ratio Return relative to average drawdown	10.83	15.88	-5.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NIXT vs. VTI - Sharpe Ratio Comparison

The current NIXT Sharpe Ratio is 1.82, which is comparable to the VTI Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of NIXT 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

	NIXT	VTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.82	2.48	-0.67
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	0.76	0.51	+0.25

Drawdowns

NIXT vs. VTI - Drawdown Comparison

The maximum NIXT drawdown since its inception was -27.75%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for NIXT and VTI.

Drawdown Indicators

	NIXT	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-27.75%	-55.45%	+27.70%
Max Drawdown (1Y) Largest decline over 1 year	-11.71%	-8.92%	-2.79%
Max Drawdown (3Y) Largest decline over 3 years	—	-19.30%	—
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	-0.87%	0.00%	-0.87%
Average Drawdown Average peak-to-trough decline	-5.97%	-8.03%	+2.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.46%	1.93%	+1.53%

Volatility

NIXT vs. VTI - Volatility Comparison

Research Affiliates Deletions ETF (NIXT) has a higher volatility of 4.78% compared to Vanguard Total Stock Market ETF (VTI) at 2.86%. This indicates that NIXT'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.

Volatility by Period

	NIXT	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.78%	2.86%	+1.92%
Volatility (6M) Calculated over the trailing 6-month period	13.99%	9.11%	+4.88%
Volatility (1Y) Calculated over the trailing 1-year period	21.19%	12.15%	+9.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.30%	17.40%	+5.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.30%	18.30%	+5.00%

NIXT vs. VTI - Expense Ratio Comparison

NIXT has a 0.09% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

NIXT vs. VTI - Dividend Comparison

NIXT's dividend yield for the trailing twelve months is around 1.33%, more than VTI's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NIXT Research Affiliates Deletions ETF	1.33%	1.64%	1.39%	0.00%	0.00%	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 NIXT and VTI in my portfolio?

NIXT and VTI have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NIXT or VTI?

NIXT has higher volatility (4.78%) compared to VTI (2.86%). In terms of maximum drawdown, NIXT dropped -27.75% vs VTI's -55.45%.

Which ETF is better, NIXT or VTI?

On 1-year performance, NIXT leads with 38.27% vs 30.01% for VTI. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 2.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, NIXT or VTI?

Over the 1-year period, NIXT has performed better with a 38.27% return vs 30.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, NIXT or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.09% for NIXT.

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

NIXT has the higher dividend yield at 1.33%, compared with 1.01% for VTI.

What is the main difference between NIXT and VTI?

NIXT is categorized as Mid Cap Value Equities, while VTI is Large Cap Blend Equities. NIXT tracks Research Affiliates Deletions Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: Research Affiliates and Vanguard. Their fees differ too: 0.09% for NIXT and 0.03% for VTI.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (2.48 vs 1.82), 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.