NTSI vs. VOO
Compare and contrast key facts about WisdomTree International Efficient Core Fund (NTSI) and Vanguard S&P 500 ETF (VOO).
NTSI and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NTSI is an actively managed fund by WisdomTree. It was launched on May 18, 2021. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NTSI or VOO.
Key characteristics
| NTSI | VOO | |
|---|---|---|
| YTD Return | 4.22% | 27.15% |
| 1Y Return | 17.64% | 39.90% |
| 3Y Return (Ann) | -1.62% | 10.28% |
| Sharpe Ratio | 1.30 | 3.15 |
| Sortino Ratio | 1.90 | 4.19 |
| Omega Ratio | 1.23 | 1.59 |
| Calmar Ratio | 0.85 | 4.60 |
| Martin Ratio | 6.27 | 21.00 |
| Ulcer Index | 2.69% | 1.85% |
| Daily Std Dev | 12.96% | 12.34% |
| Max Drawdown | -34.01% | -33.99% |
| Current Drawdown | -7.97% | 0.00% |
Correlation
The correlation between NTSI and VOO is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
NTSI vs. VOO - Performance Comparison
In the year-to-date period, NTSI achieves a 4.22% return, which is significantly lower than VOO's 27.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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NTSI vs. VOO - Expense Ratio Comparison
NTSI has a 0.26% expense ratio, which is higher than VOO'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%.
Risk-Adjusted Performance
NTSI vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Efficient Core Fund (NTSI) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
NTSI vs. VOO - Dividend Comparison
NTSI's dividend yield for the trailing twelve months is around 2.59%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTSI WisdomTree International Efficient Core Fund | 2.59% | 2.35% | 2.66% | 0.97% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
NTSI vs. VOO - Drawdown Comparison
The maximum NTSI drawdown since its inception was -34.01%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NTSI and VOO. For additional features, visit the drawdowns tool.
Volatility
NTSI vs. VOO - Volatility Comparison
WisdomTree International Efficient Core Fund (NTSI) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.04% and 3.95%, 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.