NTSX vs. VOO
Compare and contrast key facts about WisdomTree U.S. Efficient Core Fund (NTSX) and Vanguard S&P 500 ETF (VOO).
NTSX and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NTSX is an actively managed fund by WisdomTree. It was launched on Aug 2, 2018. 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: NTSX or VOO.
Performance
NTSX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, NTSX achieves a 22.26% return, which is significantly lower than VOO's 26.16% return.
NTSX
22.26%
1.32%
13.14%
29.58%
11.88%
N/A
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| NTSX | VOO | |
|---|---|---|
| Sharpe Ratio | 2.43 | 2.70 |
| Sortino Ratio | 3.30 | 3.60 |
| Omega Ratio | 1.42 | 1.50 |
| Calmar Ratio | 2.04 | 3.90 |
| Martin Ratio | 15.76 | 17.65 |
| Ulcer Index | 1.92% | 1.86% |
| Daily Std Dev | 12.47% | 12.19% |
| Max Drawdown | -31.34% | -33.99% |
| Current Drawdown | -0.91% | -0.86% |
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NTSX vs. VOO - Expense Ratio Comparison
NTSX has a 0.20% 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%.
Correlation
The correlation between NTSX and VOO is 0.92, 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.
Risk-Adjusted Performance
NTSX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Efficient Core Fund (NTSX) 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
NTSX vs. VOO - Dividend Comparison
NTSX's dividend yield for the trailing twelve months is around 1.05%, less than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTSX WisdomTree U.S. Efficient Core Fund | 1.05% | 1.21% | 1.36% | 0.82% | 0.92% | 1.53% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
NTSX vs. VOO - Drawdown Comparison
The maximum NTSX drawdown since its inception was -31.34%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NTSX and VOO. For additional features, visit the drawdowns tool.
Volatility
NTSX vs. VOO - Volatility Comparison
The current volatility for WisdomTree U.S. Efficient Core Fund (NTSX) is 3.78%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.99%. This indicates that NTSX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.