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

Correlation

The correlation between RSST and VTI is 0.81, 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

RSST vs. VTI - Performance Comparison

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

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Key characteristics

Sharpe Ratio

RSST:

-0.33

VTI:

0.66

Sortino Ratio

RSST:

-0.21

VTI:

1.12

Omega Ratio

RSST:

0.97

VTI:

1.17

Calmar Ratio

RSST:

-0.27

VTI:

0.74

Martin Ratio

RSST:

-0.73

VTI:

2.80

Ulcer Index

RSST:

11.49%

VTI:

5.11%

Daily Std Dev

RSST:

28.64%

VTI:

20.23%

Max Drawdown

RSST:

-30.80%

VTI:

-55.45%

Current Drawdown

RSST:

-16.29%

VTI:

-3.14%

Returns By Period

In the year-to-date period, RSST achieves a -8.28% return, which is significantly lower than VTI's 1.31% return.


RSST

YTD

-8.28%

1M

11.04%

6M

-6.72%

1Y

-10.26%

5Y*

N/A

10Y*

N/A

VTI

YTD

1.31%

1M

13.07%

6M

1.46%

1Y

13.04%

5Y*

16.29%

10Y*

12.19%

*Annualized

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RSST vs. VTI - Expense Ratio Comparison

RSST has a 1.04% expense ratio, which is higher than VTI's 0.03% expense ratio.


Risk-Adjusted Performance

RSST vs. VTI — Risk-Adjusted Performance Rank

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

RSST
The Risk-Adjusted Performance Rank of RSST is 77
Overall Rank
The Sharpe Ratio Rank of RSST is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of RSST is 88
Sortino Ratio Rank
The Omega Ratio Rank of RSST is 88
Omega Ratio Rank
The Calmar Ratio Rank of RSST is 66
Calmar Ratio Rank
The Martin Ratio Rank of RSST is 77
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 6767
Overall Rank
The Sharpe Ratio Rank of VTI is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6767
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.

RSST vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked U.S. Stocks & Managed Futures ETF (RSST) 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.


The current RSST Sharpe Ratio is -0.33, which is lower than the VTI Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of RSST 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.


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Dividends

RSST vs. VTI - Dividend Comparison

RSST's dividend yield for the trailing twelve months is around 0.10%, less than VTI's 1.28% yield.


TTM20242023202220212020201920182017201620152014
RSST
Return Stacked U.S. Stocks & Managed Futures ETF
0.10%0.10%0.93%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.28%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

RSST vs. VTI - Drawdown Comparison

The maximum RSST drawdown since its inception was -30.80%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for RSST and VTI. For additional features, visit the drawdowns tool.


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Volatility

RSST vs. VTI - Volatility Comparison

Return Stacked U.S. Stocks & Managed Futures ETF (RSST) and Vanguard Total Stock Market ETF (VTI) have volatilities of 5.44% and 5.53%, 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.


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