NTSX vs. VTI
Compare and contrast key facts about WisdomTree U.S. Efficient Core Fund (NTSX) and Vanguard Total Stock Market ETF (VTI).
NTSX and VTI 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NTSX or VTI.
Performance
NTSX vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, NTSX achieves a 22.26% return, which is significantly lower than VTI's 25.64% return.
NTSX
22.26%
1.32%
13.14%
29.58%
11.88%
N/A
VTI
25.64%
2.57%
14.24%
32.95%
15.11%
12.67%
Key characteristics
| NTSX | VTI | |
|---|---|---|
| Sharpe Ratio | 2.43 | 2.68 |
| Sortino Ratio | 3.30 | 3.57 |
| Omega Ratio | 1.42 | 1.49 |
| Calmar Ratio | 2.04 | 3.91 |
| Martin Ratio | 15.76 | 17.13 |
| Ulcer Index | 1.92% | 1.96% |
| Daily Std Dev | 12.47% | 12.51% |
| Max Drawdown | -31.34% | -55.45% |
| Current Drawdown | -0.91% | -0.84% |
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NTSX vs. VTI - Expense Ratio Comparison
NTSX has a 0.20% 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%.
Correlation
The correlation between NTSX and VTI 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. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Efficient Core Fund (NTSX) 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.
Dividends
NTSX vs. VTI - Dividend Comparison
NTSX's dividend yield for the trailing twelve months is around 1.05%, less than VTI's 1.27% 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% |
VTI Vanguard Total Stock Market ETF | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
NTSX vs. VTI - Drawdown Comparison
The maximum NTSX drawdown since its inception was -31.34%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for NTSX and VTI. For additional features, visit the drawdowns tool.
Volatility
NTSX vs. VTI - Volatility Comparison
The current volatility for WisdomTree U.S. Efficient Core Fund (NTSX) is 3.78%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.19%. This indicates that NTSX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.