REIT vs. VTI
Compare and contrast key facts about ALPS Active REIT ETF (REIT) and Vanguard Total Stock Market ETF (VTI).
REIT and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. REIT is an actively managed fund by ALPS. It was launched on Feb 24, 2021. 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: REIT or VTI.
Key characteristics
| REIT | VTI | |
|---|---|---|
| Sharpe Ratio | 1.88 | 2.74 |
| Sortino Ratio | 2.59 | 3.64 |
| Omega Ratio | 1.32 | 1.50 |
| Calmar Ratio | 1.46 | 4.00 |
| Martin Ratio | 7.83 | 17.53 |
| Ulcer Index | 3.83% | 1.96% |
| Daily Std Dev | 15.97% | 12.50% |
| Max Drawdown | -29.30% | -55.45% |
| Current Drawdown | 0.00% | -0.28% |
Correlation
The correlation between REIT and VTI is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
REIT vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, REIT achieves a 16.17% return, which is significantly lower than VTI's 26.99% return.
REIT
16.17%
3.05%
24.82%
29.98%
N/A
N/A
VTI
26.99%
4.01%
15.58%
34.32%
15.08%
12.80%
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REIT vs. VTI - Expense Ratio Comparison
REIT has a 0.68% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
REIT vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ALPS Active REIT ETF (REIT) 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
REIT vs. VTI - Dividend Comparison
REIT's dividend yield for the trailing twelve months is around 3.01%, more than VTI's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REIT ALPS Active REIT ETF | 3.01% | 3.13% | 2.81% | 4.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.25% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
REIT vs. VTI - Drawdown Comparison
The maximum REIT drawdown since its inception was -29.30%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for REIT and VTI. For additional features, visit the drawdowns tool.
Volatility
REIT vs. VTI - Volatility Comparison
ALPS Active REIT ETF (REIT) has a higher volatility of 4.65% compared to Vanguard Total Stock Market ETF (VTI) at 4.23%. This indicates that REIT'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.