OVF vs. VXUS
Compare and contrast key facts about Overlay Shares Foreign Equity ETF (OVF) and Vanguard Total International Stock ETF (VXUS).
OVF and VXUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. OVF is an actively managed fund by Liquid Strategies. It was launched on Sep 30, 2019. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011.
Performance
OVF vs. VXUS - Performance Comparison
Loading graphics...
OVF vs. VXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
OVF Overlay Shares Foreign Equity ETF | 3.04% | 33.03% | 6.40% | 15.25% | -17.64% | 9.56% | 2.65% | 5.81% |
VXUS Vanguard Total International Stock ETF | 2.32% | 32.35% | 5.08% | 15.86% | -16.08% | 8.98% | 10.66% | 10.03% |
Returns By Period
In the year-to-date period, OVF achieves a 3.04% return, which is significantly higher than VXUS's 2.32% return.
OVF
- 1D
- 3.86%
- 1M
- -7.90%
- YTD
- 3.04%
- 6M
- 8.18%
- 1Y
- 30.14%
- 3Y*
- 16.53%
- 5Y*
- 8.35%
- 10Y*
- —
VXUS
- 1D
- 3.32%
- 1M
- -7.90%
- YTD
- 2.32%
- 6M
- 7.01%
- 1Y
- 28.12%
- 3Y*
- 15.50%
- 5Y*
- 7.32%
- 10Y*
- 8.91%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
OVF vs. VXUS - Expense Ratio Comparison
OVF has a 0.95% expense ratio, which is higher than VXUS's 0.05% expense ratio.
Return for Risk
OVF vs. VXUS — Risk / Return Rank
OVF
VXUS
OVF vs. VXUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Overlay Shares Foreign Equity ETF (OVF) and Vanguard Total International Stock ETF (VXUS). 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.
| OVF | VXUS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.57 | 1.64 | -0.07 |
Sortino ratioReturn per unit of downside risk | 2.19 | 2.26 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.34 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.43 | 2.42 | +0.01 |
Martin ratioReturn relative to average drawdown | 9.53 | 9.37 | +0.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| OVF | VXUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 1.64 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.47 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.35 | +0.12 |
Correlation
The correlation between OVF and VXUS is 0.93, 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.
Dividends
OVF vs. VXUS - Dividend Comparison
OVF's dividend yield for the trailing twelve months is around 9.04%, more than VXUS's 2.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OVF Overlay Shares Foreign Equity ETF | 9.04% | 6.32% | 5.13% | 5.17% | 4.50% | 4.88% | 2.55% | 2.12% | 0.00% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 2.97% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
Drawdowns
OVF vs. VXUS - Drawdown Comparison
The maximum OVF drawdown since its inception was -30.07%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for OVF and VXUS.
Loading graphics...
Drawdown Indicators
| OVF | VXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.07% | -35.97% | +5.90% |
Max Drawdown (1Y)Largest decline over 1 year | -12.17% | -11.27% | -0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -30.07% | -29.44% | -0.63% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.97% | — |
Current DrawdownCurrent decline from peak | -8.23% | -8.33% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -7.59% | -8.29% | +0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 2.91% | +0.20% |
Volatility
OVF vs. VXUS - Volatility Comparison
Overlay Shares Foreign Equity ETF (OVF) has a higher volatility of 9.09% compared to Vanguard Total International Stock ETF (VXUS) at 8.31%. This indicates that OVF's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| OVF | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.09% | 8.31% | +0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 13.00% | 11.50% | +1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.25% | 17.19% | +2.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.45% | 15.82% | -0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.04% | 17.09% | -0.05% |