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RSSB vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RSSB and VTI is 0.86, 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.


-0.50.00.51.00.9

Performance

RSSB vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Return Stacked Global Stocks & Bonds ETF (RSSB) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
3.36%
10.16%
RSSB
VTI

Key characteristics

Sharpe Ratio

RSSB:

1.08

VTI:

1.89

Sortino Ratio

RSSB:

1.51

VTI:

2.53

Omega Ratio

RSSB:

1.20

VTI:

1.34

Calmar Ratio

RSSB:

1.83

VTI:

2.90

Martin Ratio

RSSB:

5.06

VTI:

11.57

Ulcer Index

RSSB:

3.03%

VTI:

2.15%

Daily Std Dev

RSSB:

14.20%

VTI:

13.17%

Max Drawdown

RSSB:

-8.37%

VTI:

-55.45%

Current Drawdown

RSSB:

-2.87%

VTI:

-1.26%

Returns By Period

In the year-to-date period, RSSB achieves a 3.40% return, which is significantly higher than VTI's 2.95% return.


RSSB

YTD

3.40%

1M

2.65%

6M

3.36%

1Y

14.19%

5Y*

N/A

10Y*

N/A

VTI

YTD

2.95%

1M

2.60%

6M

10.16%

1Y

23.94%

5Y*

14.57%

10Y*

13.18%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RSSB vs. VTI - Expense Ratio Comparison

RSSB has a 0.41% expense ratio, which is higher than VTI's 0.03% expense ratio.


RSSB
Return Stacked Global Stocks & Bonds ETF
Expense ratio chart for RSSB: current value at 0.41% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.41%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

RSSB vs. VTI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RSSB
The Risk-Adjusted Performance Rank of RSSB is 4949
Overall Rank
The Sharpe Ratio Rank of RSSB is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of RSSB is 4444
Sortino Ratio Rank
The Omega Ratio Rank of RSSB is 4646
Omega Ratio Rank
The Calmar Ratio Rank of RSSB is 6262
Calmar Ratio Rank
The Martin Ratio Rank of RSSB is 5050
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 7979
Overall Rank
The Sharpe Ratio Rank of VTI is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 7676
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RSSB vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked Global Stocks & Bonds ETF (RSSB) 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.


Sharpe ratio
The chart of Sharpe ratio for RSSB, currently valued at 1.08, compared to the broader market0.002.004.001.081.89
The chart of Sortino ratio for RSSB, currently valued at 1.51, compared to the broader market0.005.0010.001.512.53
The chart of Omega ratio for RSSB, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.34
The chart of Calmar ratio for RSSB, currently valued at 1.83, compared to the broader market0.005.0010.0015.0020.001.832.90
The chart of Martin ratio for RSSB, currently valued at 5.06, compared to the broader market0.0020.0040.0060.0080.00100.005.0611.57
RSSB
VTI

The current RSSB Sharpe Ratio is 1.08, which is lower than the VTI Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of RSSB and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00Dec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26
1.08
1.89
RSSB
VTI

Dividends

RSSB vs. VTI - Dividend Comparison

RSSB's dividend yield for the trailing twelve months is around 1.22%, which matches VTI's 1.23% yield.


TTM20242023202220212020201920182017201620152014
RSSB
Return Stacked Global Stocks & Bonds ETF
1.22%1.26%0.61%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.23%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

RSSB vs. VTI - Drawdown Comparison

The maximum RSSB drawdown since its inception was -8.37%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for RSSB and VTI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.87%
-1.26%
RSSB
VTI

Volatility

RSSB vs. VTI - Volatility Comparison

Return Stacked Global Stocks & Bonds ETF (RSSB) has a higher volatility of 4.94% compared to Vanguard Total Stock Market ETF (VTI) at 4.20%. This indicates that RSSB'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.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
4.94%
4.20%
RSSB
VTI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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