PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
RWLC vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

RWLC vs. VTI

Last updated Jun 23, 2026

RWLC (Rayliant Wilshire NxtGen US Large Cap Equity ETF) and VTI (Vanguard Total Stock Market ETF) are both Large Cap Blend Equities funds - RWLC tracks the S&P 500 while VTI tracks the CRSP US Total Market Index. Both are passively managed. Over the past 3 years, RWLC returned 23.44%/yr vs 21.19%/yr for VTI. Their correlation of 0.85 suggests significant overlap in exposure. RWLC charges 0.32%/yr vs 0.03%/yr for VTI.

Performance

RWLC vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rayliant Wilshire NxtGen US Large Cap Equity ETF (RWLC) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, RWLC achieves a 11.76% return, which is significantly higher than VTI's 10.35% return.

RWLC

1D
-0.23%
1M
0.88%
YTD
11.76%
6M
11.55%
1Y
22.59%
3Y*
23.44%
5Y*
—
10Y*
—

VTI

1D
-0.32%
1M
0.55%
YTD
10.35%
6M
9.59%
1Y
27.18%
3Y*
21.19%
5Y*
12.36%
10Y*
15.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RWLC vs. VTI - Yearly Performance Comparison

2026 (YTD)20252024202320222021
RWLC
Rayliant Wilshire NxtGen US Large Cap Equity ETF		11.76%20.23%28.58%14.40%-12.40%1.69%
VTI
Vanguard Total Stock Market ETF		10.35%17.10%23.81%26.05%-19.52%1.30%

Correlation

The correlation between RWLC and VTI is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.72

Correlation (3Y)
Calculated over the trailing 3-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2021

0.85

The correlation between RWLC and VTI shifts across timeframes, from 0.72 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.

RWLC vs. VTI - Sectors Allocation Comparison

Sectors
RWLC
VTI

Technology

27.9%
37.0%

Financial Services

15.7%
11.3%

Healthcare

11.8%
9.0%

Consumer Cyclical

11.2%
9.7%

Communication Services

9.7%
9.8%

Consumer Defensive

6.8%
4.3%

Energy

6.6%
3.3%

Industrials

5.6%
9.4%

Basic Materials

2.2%
1.9%

Utilities

1.9%
2.1%

Real Estate

0.7%
2.3%

Technology

RWLC
27.9%
VTI
37.0%

Financial Services

RWLC
15.7%
VTI
11.3%

Healthcare

RWLC
11.8%
VTI
9.0%

Consumer Cyclical

RWLC
11.2%
VTI
9.7%

Communication Services

RWLC
9.7%
VTI
9.8%

Consumer Defensive

RWLC
6.8%
VTI
4.3%

Energy

RWLC
6.6%
VTI
3.3%

Industrials

RWLC
5.6%
VTI
9.4%

Basic Materials

RWLC
2.2%
VTI
1.9%

Utilities

RWLC
1.9%
VTI
2.1%

Real Estate

RWLC
0.7%
VTI
2.3%

Compare stocks, funds, or ETFs

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

Rayliant Wilshire NxtGen US Large Cap Equity ETF

Vanguard Total Stock Market ETF

Often compared with RWLC:
RWLC vs. CNQQRWLC vs. RWEMRWLC vs. CNAVRWLC vs. RAYJRWLC vs. RSSYRWLC vs. DJUNRWLC vs. BDGS
Often compared with VTI:
VTI vs. VOOVTI vs. VXUSVTI vs. SPYVTI vs. VTVTI vs. SCHDVTI vs. FZROXVTI vs. QQQ

Return for Risk

RWLC vs. VTI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
RWLC
RWLC Risk / Return Rank: 4949
Overall Rank
RWLC Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
RWLC Sortino Ratio Rank: 4949
Sortino Ratio Rank
RWLC Omega Ratio Rank: 4747
Omega Ratio Rank
RWLC Calmar Ratio Rank: 5151
Calmar Ratio Rank
RWLC Martin Ratio Rank: 5252
Martin Ratio Rank
VTI
VTI Risk / Return Rank: 6868
Overall Rank
VTI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6666
Sortino Ratio Rank
VTI Omega Ratio Rank: 6767
Omega Ratio Rank
VTI Calmar Ratio Rank: 6464
Calmar Ratio Rank
VTI Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RWLC vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rayliant Wilshire NxtGen US Large Cap Equity ETF (RWLC) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

RWLCVTIDifference
Sharpe ratioReturn per unit of total volatility
1.58
2.14

-0.56

Sortino ratioReturn per unit of downside risk
2.36
2.90

-0.54

Omega ratioGain probability vs. loss probability

1.29

1.38

-0.09

Calmar ratioReturn relative to maximum drawdown

2.43

3.06

-0.63

Martin ratioReturn relative to average drawdown

8.84

13.68

-4.84

RWLC vs. VTI - Sharpe Ratio Comparison

The current RWLC Sharpe Ratio is 1.58, which is comparable to the VTI Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of RWLC and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

RWLC vs. VTI - Drawdown Comparison

The maximum RWLC drawdown since its inception was -21.00%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for RWLC and VTI.

Loading charts...

Drawdown Indicators

RWLCVTIDifference

Max Drawdown

Largest peak-to-trough decline

-21.00%

-55.45%

+34.45%

Max Drawdown (1Y)

Largest decline over 1 year

-9.33%

-8.92%

-0.41%

Max Drawdown (3Y)

Largest decline over 3 years

-16.20%

-19.30%

+3.10%

Max Drawdown (5Y)

Largest decline over 5 years

—

-25.36%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.00%

—

Current Drawdown

Current decline from peak

-1.45%

-1.48%

+0.03%

Average Drawdown

Average peak-to-trough decline

-5.39%

-8.01%

+2.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

1.99%

+0.57%

Volatility

RWLC vs. VTI - Volatility Comparison

Rayliant Wilshire NxtGen US Large Cap Equity ETF (RWLC) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.64% and 4.74%, 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.

Loading charts...

Volatility by Period

RWLCVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.64%

4.74%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

9.96%

+0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

12.76%

+1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.51%

17.49%

-0.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.51%

18.35%

-1.84%

RWLC vs. VTI - Expense Ratio Comparison

RWLC has a 0.32% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

RWLC vs. VTI - Dividend Comparison

RWLC's dividend yield for the trailing twelve months is around 13.14%, more than VTI's 1.02% yield.

PositionTTM20252024202320222021202020192018201720162015
RWLC
Rayliant Wilshire NxtGen US Large Cap Equity ETF		13.14%14.69%0.98%1.63%1.39%0.01%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF		1.02%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions

RWLC and VTI have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTI has higher volatility (4.74%) compared to RWLC (4.64%). In terms of maximum drawdown, RWLC dropped -21.00% vs VTI's -55.45%.

On 3-year performance, RWLC leads with 23.44% vs 21.19% for VTI. On fees, VTI is cheaper at 0.03% per year. On volatility, RWLC has been the lower-risk option at 4.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, RWLC has performed better with a 23.44% return vs 21.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTI is cheaper with a 0.03% expense ratio, compared with 0.32% for RWLC.

RWLC has the higher dividend yield at 13.14%, compared with 1.02% for VTI.

RWLC tracks S&P 500, while VTI tracks CRSP US Total Market Index. They also come from different issuers: Rayliant and Vanguard. Their fees differ too: 0.32% for RWLC and 0.03% for VTI.

VTI currently has the higher Sharpe Ratio (2.14 vs 1.58), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for RWLC and VTI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer