RISN vs. VTI
Compare and contrast key facts about Inspire Tactical Balanced ESG ETF (RISN) and Vanguard Total Stock Market ETF (VTI).
RISN and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RISN is an actively managed fund by Inspire. It was launched on Jul 15, 2020. 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: RISN or VTI.
Key characteristics
| RISN | VTI | |
|---|---|---|
| YTD Return | 12.71% | 25.21% |
| 1Y Return | 20.76% | 33.95% |
| 3Y Return (Ann) | 0.95% | 8.40% |
| Sharpe Ratio | 1.93 | 2.76 |
| Sortino Ratio | 2.80 | 3.68 |
| Omega Ratio | 1.34 | 1.51 |
| Calmar Ratio | 1.30 | 4.00 |
| Martin Ratio | 9.20 | 17.66 |
| Ulcer Index | 2.25% | 1.94% |
| Daily Std Dev | 10.76% | 12.43% |
| Max Drawdown | -21.88% | -55.45% |
| Current Drawdown | -1.73% | -1.18% |
Correlation
The correlation between RISN and VTI is 0.74, 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.
Performance
RISN vs. VTI - Performance Comparison
In the year-to-date period, RISN achieves a 12.71% return, which is significantly lower than VTI's 25.21% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RISN vs. VTI - Expense Ratio Comparison
RISN has a 0.82% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
RISN vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Inspire Tactical Balanced ESG ETF (RISN) 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
RISN vs. VTI - Dividend Comparison
RISN's dividend yield for the trailing twelve months is around 1.31%, more than VTI's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RISN Inspire Tactical Balanced ESG ETF | 1.31% | 2.05% | 1.27% | 9.62% | 4.71% | 0.00% | 0.00% | 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
RISN vs. VTI - Drawdown Comparison
The maximum RISN drawdown since its inception was -21.88%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for RISN and VTI. For additional features, visit the drawdowns tool.
Volatility
RISN vs. VTI - Volatility Comparison
Inspire Tactical Balanced ESG ETF (RISN) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.09% and 4.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.