PVEX vs. VTI

Last updated Aug 1, 2026

PVEX (TrueShares ConVequity ETF) and VTI (Vanguard Total Stock Market ETF) are both Large Cap Blend Equities funds. PVEX is actively managed, while VTI is passively managed. Over the past year, PVEX returned 21.87% vs 21.84% for VTI. Their correlation of 0.93 means they have usually moved in the same direction. PVEX charges 0.79%/yr vs 0.03%/yr for VTI.

Performance

PVEX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrueShares ConVequity ETF (PVEX) 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, PVEX achieves a 6.90% return, which is significantly lower than VTI's 10.49% return.

PVEX

• 1D: 0.86%
• 1M: -0.83%
• 6M: 6.01%
• YTD: 6.90%
• 1Y: 21.87%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 19.70%

VTI

• 1D: 0.53%
• 1M: -0.15%
• 6M: 8.77%
• YTD: 10.49%
• 1Y: 21.84%
• 3Y*: 18.92%
• 5Y*: 11.74%
• 10Y*: 14.63%
• ALL TIME*: 9.58%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
PVEX TrueShares ConVequity ETF	$145.95K	$146.08K	$218.56K
VTI Vanguard Total Stock Market ETF	$1.06B	$1.16B	$1.24B

PVEX vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025
PVEX TrueShares ConVequity ETF	6.90%	13.68%
VTI Vanguard Total Stock Market ETF	10.49%	11.49%

Correlation

The correlation between PVEX and VTI is 0.94, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.94
Correlation (All Time) Calculated using the full available price history since Jun 30, 2025	0.93

The correlation between PVEX and VTI has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

Return for Risk

PVEX vs. VTI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PVEX

PVEX Risk / Return Rank: 50
PVEX Sharpe Ratio Rank: 46
PVEX Sortino Ratio Rank: 44
PVEX Omega Ratio Rank: 45
PVEX Calmar Ratio Rank: 62
PVEX Martin Ratio Rank: 54

VTI

VTI Risk / Return Rank: 67
VTI Sharpe Ratio Rank: 67
VTI Sortino Ratio Rank: 64
VTI Omega Ratio Rank: 64
VTI Calmar Ratio Rank: 65
VTI Martin Ratio Rank: 77

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PVEX vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrueShares ConVequity ETF (PVEX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	PVEX	VTI	Difference
Sharpe ratio: Return per unit of total volatility	1.14	1.52	-0.38
Sortino ratio: Return per unit of downside risk	1.63	2.12	-0.49
Omega ratio: Gain probability vs. loss probability	1.21	1.27	-0.06
Calmar ratio: Return relative to maximum drawdown	2.21	2.23	-0.02
Martin ratio: Return relative to average drawdown	6.51	9.62	-3.11

PVEX vs. VTI - Sharpe Ratio Comparison

The current PVEX Sharpe Ratio is 1.14, which is comparable to the VTI Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of PVEX 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.

Drawdowns

PVEX vs. VTI - Drawdown Comparison

The maximum PVEX drawdown since its inception was -7.63%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for PVEX and VTI.

Drawdown Indicators

	PVEX	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-7.63%	-55.45%	+47.82%
Max Drawdown (1Y) Largest decline over 1 year	-7.63%	-8.92%	+1.29%
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	-3.33%	-1.36%	-1.97%
Average Drawdown Average peak-to-trough decline	-2.08%	-7.99%	+5.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.60%	2.07%	+0.53%

Volatility

PVEX vs. VTI - Volatility Comparison

TrueShares ConVequity ETF (PVEX) has a higher volatility of 4.06% compared to Vanguard Total Stock Market ETF (VTI) at 3.46%. This indicates that PVEX'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

	PVEX	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.06%	3.46%	+0.60%
Volatility (6M) Calculated over the trailing 6-month period	9.43%	10.24%	-0.81%
Volatility (1Y) Calculated over the trailing 1-year period	14.83%	13.10%	+1.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.29%	17.51%	-2.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.29%	18.30%	-3.01%

PVEX vs. VTI - Expense Ratio Comparison

PVEX has a 0.79% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

PVEX vs. VTI - Dividend Comparison

PVEX's dividend yield for the trailing twelve months is around 0.18%, less than VTI's 1.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PVEX TrueShares ConVequity ETF	0.18%	0.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VTI Vanguard Total Stock Market ETF	1.06%	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 PVEX and VTI in my portfolio?

With a correlation of 0.94, PVEX and VTI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, PVEX or VTI?

PVEX has higher volatility (4.06%) compared to VTI (3.46%). In terms of maximum drawdown, PVEX dropped -7.63% vs VTI's -55.45%.

Which ETF is better, PVEX or VTI?

On 1-year performance, PVEX leads with 21.87% vs 21.84% for VTI. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 3.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PVEX or VTI?

Over the 1-year period, PVEX has performed better with a 21.87% return vs 21.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PVEX or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.79% for PVEX.

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

VTI has the higher dividend yield at 1.06%, compared with 0.18% for PVEX.

What is the main difference between PVEX and VTI?

They also come from different issuers: TrueShares and Vanguard. Their fees differ too: 0.79% for PVEX and 0.03% for VTI.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (1.52 vs 1.14), 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.