QRMI vs. VTI
Compare and contrast key facts about Global X NASDAQ 100 Risk Managed Income ETF (QRMI) and Vanguard Total Stock Market ETF (VTI).
QRMI and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QRMI is an actively managed fund by Global X. It was launched on Aug 25, 2021. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on Jun 27, 2016.
Performance
QRMI vs. VTI - Performance Comparison
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QRMI vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
QRMI Global X NASDAQ 100 Risk Managed Income ETF | -2.50% | 3.76% | 14.72% | 11.73% | -18.50% | -1.88% |
VTI Vanguard Total Stock Market ETF | -3.29% | 17.10% | 23.81% | 26.05% | -19.52% | 5.57% |
Returns By Period
In the year-to-date period, QRMI achieves a -2.50% return, which is significantly higher than VTI's -3.29% return.
QRMI
- 1D
- 0.75%
- 1M
- -2.37%
- YTD
- -2.50%
- 6M
- 1.31%
- 1Y
- 2.76%
- 3Y*
- 6.39%
- 5Y*
- —
- 10Y*
- —
VTI
- 1D
- 0.76%
- 1M
- -4.38%
- YTD
- -3.29%
- 6M
- -1.26%
- 1Y
- 18.60%
- 3Y*
- 18.14%
- 5Y*
- 10.63%
- 10Y*
- 13.69%
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QRMI vs. VTI - Expense Ratio Comparison
QRMI has a 0.60% expense ratio, which is higher than VTI's 0.03% expense ratio.
Return for Risk
QRMI vs. VTI — Risk / Return Rank
QRMI
VTI
QRMI vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X NASDAQ 100 Risk Managed Income ETF (QRMI) 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.
| QRMI | VTI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.36 | 0.98 | -0.63 |
Sortino ratioReturn per unit of downside risk | 0.55 | 1.52 | -0.97 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.23 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.55 | 1.54 | -1.00 |
Martin ratioReturn relative to average drawdown | 1.59 | 7.30 | -5.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QRMI | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | 0.98 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.61 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.48 | -0.38 |
Correlation
The correlation between QRMI and VTI is 0.73, 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
QRMI vs. VTI - Dividend Comparison
QRMI's dividend yield for the trailing twelve months is around 12.66%, more than VTI's 1.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QRMI Global X NASDAQ 100 Risk Managed Income ETF | 12.66% | 12.28% | 11.80% | 12.44% | 10.65% | 3.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.17% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Drawdowns
QRMI vs. VTI - Drawdown Comparison
The maximum QRMI drawdown since its inception was -20.95%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for QRMI and VTI.
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Drawdown Indicators
| QRMI | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.95% | -55.45% | +34.50% |
Max Drawdown (1Y)Largest decline over 1 year | -5.04% | -12.30% | +7.26% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.36% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.00% | — |
Current DrawdownCurrent decline from peak | -3.54% | -5.54% | +2.00% |
Average DrawdownAverage peak-to-trough decline | -8.25% | -8.08% | -0.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.74% | 2.60% | -0.86% |
Volatility
QRMI vs. VTI - Volatility Comparison
The current volatility for Global X NASDAQ 100 Risk Managed Income ETF (QRMI) is 3.02%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 5.48%. This indicates that QRMI 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.
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Volatility by Period
| QRMI | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.02% | 5.48% | -2.46% |
Volatility (6M)Calculated over the trailing 6-month period | 4.93% | 9.75% | -4.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.77% | 19.02% | -11.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.46% | 17.41% | -8.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.46% | 18.29% | -9.83% |