VTI vs. TLTE
Compare and contrast key facts about Vanguard Total Stock Market ETF (VTI) and FlexShares Morningstar Emerging Markets Factor Tilt Index (TLTE).
VTI and TLTE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. TLTE is a passively managed fund by Northern Trust that tracks the performance of the Morningstar Emerging Markets Factor Tilt Index. It was launched on Sep 28, 2012. Both VTI and TLTE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTI or TLTE.
Key characteristics
| VTI | TLTE | |
|---|---|---|
| YTD Return | 26.15% | 5.24% |
| 1Y Return | 35.28% | 11.53% |
| 3Y Return (Ann) | 8.67% | -1.33% |
| 5Y Return (Ann) | 15.15% | 4.29% |
| 10Y Return (Ann) | 12.89% | 3.25% |
| Sharpe Ratio | 3.04 | 1.00 |
| Sortino Ratio | 4.05 | 1.45 |
| Omega Ratio | 1.57 | 1.18 |
| Calmar Ratio | 4.47 | 0.75 |
| Martin Ratio | 19.73 | 5.10 |
| Ulcer Index | 1.94% | 2.79% |
| Daily Std Dev | 12.58% | 14.29% |
| Max Drawdown | -55.45% | -44.21% |
| Current Drawdown | -0.44% | -9.57% |
Correlation
The correlation between VTI and TLTE is 0.68, 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
VTI vs. TLTE - Performance Comparison
In the year-to-date period, VTI achieves a 26.15% return, which is significantly higher than TLTE's 5.24% return. Over the past 10 years, VTI has outperformed TLTE with an annualized return of 12.89%, while TLTE has yielded a comparatively lower 3.25% annualized 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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VTI vs. TLTE - Expense Ratio Comparison
VTI has a 0.03% expense ratio, which is lower than TLTE's 0.59% expense ratio.
Risk-Adjusted Performance
VTI vs. TLTE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) and FlexShares Morningstar Emerging Markets Factor Tilt Index (TLTE). 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
VTI vs. TLTE - Dividend Comparison
VTI's dividend yield for the trailing twelve months is around 1.26%, less than TLTE's 2.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
TLTE FlexShares Morningstar Emerging Markets Factor Tilt Index | 2.77% | 4.03% | 4.42% | 3.21% | 1.95% | 3.22% | 3.02% | 2.12% | 2.30% | 2.00% | 2.06% | 0.83% |
Drawdowns
VTI vs. TLTE - Drawdown Comparison
The maximum VTI drawdown since its inception was -55.45%, which is greater than TLTE's maximum drawdown of -44.21%. Use the drawdown chart below to compare losses from any high point for VTI and TLTE. For additional features, visit the drawdowns tool.
Volatility
VTI vs. TLTE - Volatility Comparison
The current volatility for Vanguard Total Stock Market ETF (VTI) is 3.97%, while FlexShares Morningstar Emerging Markets Factor Tilt Index (TLTE) has a volatility of 4.65%. This indicates that VTI experiences smaller price fluctuations and is considered to be less risky than TLTE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.