USDX vs. VTI

Last updated Jun 9, 2026

USDX (SGI Enhanced Core ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - USDX is a Intermediate Core Bond fund actively managed by Summit Global Investments, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. USDX is actively managed, while VTI is passively managed. Over the past year, USDX returned 6.51% vs 24.96% for VTI. At a 0.01 correlation, their price movements are largely independent. USDX charges 0.98%/yr vs 0.03%/yr for VTI.

Performance

USDX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SGI Enhanced Core ETF (USDX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, USDX achieves a 2.19% return, which is significantly lower than VTI's 9.05% return.

USDX

• 1D: -0.12%
• 1M: 0.43%
• YTD: 2.19%
• 6M: 2.64%
• 1Y: 6.51%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VTI

• 1D: 0.30%
• 1M: 0.44%
• YTD: 9.05%
• 6M: 8.94%
• 1Y: 24.96%
• 3Y*: 21.05%
• 5Y*: 12.25%
• 10Y*: 14.84%

*Multi-year figures are annualized to reflect compound growth (CAGR)

USDX vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024
USDX SGI Enhanced Core ETF	2.19%	6.25%	6.87%
VTI Vanguard Total Stock Market ETF	9.05%	17.10%	16.28%

Correlation

The correlation between USDX and VTI is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.04
Correlation (All Time) Calculated using the full available price history since Mar 1, 2024	0.01

USDX vs. VTI - Sectors Allocation Comparison

Sectors	USDX	VTI
Financial Services	84.7%	12.0%
Basic Materials	-	2.0%
Communication Services	-	10.3%
Consumer Cyclical	-	10.0%
Consumer Defensive	-	4.7%
Energy	-	3.7%
Healthcare	-	9.2%
Industrials	-	9.8%
Real Estate	-	2.4%
Technology	-	33.5%
Utilities	-	2.3%

Return for Risk

USDX vs. VTI — Risk / Return Rank

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

USDX

USDX Risk / Return Rank: 96
USDX Sharpe Ratio Rank: 94
USDX Sortino Ratio Rank: 96
USDX Omega Ratio Rank: 97
USDX Calmar Ratio Rank: 95
USDX Martin Ratio Rank: 97

VTI

VTI Risk / Return Rank: 68
VTI Sharpe Ratio Rank: 68
VTI Sortino Ratio Rank: 66
VTI Omega Ratio Rank: 68
VTI Calmar Ratio Rank: 62
VTI Martin Ratio Rank: 75

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.

USDX vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SGI Enhanced Core ETF (USDX) 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.

	USDX	VTI	Difference
Sharpe ratio: Return per unit of total volatility	3.29	2.02	+1.27
Sortino ratio: Return per unit of downside risk	5.23	2.73	+2.50
Omega ratio: Gain probability vs. loss probability	1.83	1.36	+0.47
Calmar ratio: Return relative to maximum drawdown	6.97	2.81	+4.16
Martin ratio: Return relative to average drawdown	47.52	12.85	+34.67
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

USDX vs. VTI - Sharpe Ratio Comparison

The current USDX Sharpe Ratio is 3.29, which is higher than the VTI Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of USDX 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.

Sharpe Ratios by Period

	USDX	VTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.29	2.02	+1.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.71	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.81	—
Sharpe Ratio (All Time) Calculated using the full available price history	3.98	0.50	+3.48

Drawdowns

USDX vs. VTI - Drawdown Comparison

The maximum USDX drawdown since its inception was -0.94%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for USDX and VTI.

Drawdown Indicators

	USDX	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-0.94%	-55.45%	+54.51%
Max Drawdown (1Y) Largest decline over 1 year	-0.94%	-8.92%	+7.98%
Max Drawdown (3Y) Largest decline over 3 years	—	-19.30%	—
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	-0.25%	-2.64%	+2.39%
Average Drawdown Average peak-to-trough decline	-0.06%	-8.02%	+7.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.14%	1.95%	-1.81%

Volatility

USDX vs. VTI - Volatility Comparison

The current volatility for SGI Enhanced Core ETF (USDX) is 1.07%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 3.88%. This indicates that USDX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	USDX	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.07%	3.88%	-2.81%
Volatility (6M) Calculated over the trailing 6-month period	1.80%	9.55%	-7.75%
Volatility (1Y) Calculated over the trailing 1-year period	1.99%	12.44%	-10.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.71%	17.44%	-15.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.71%	18.33%	-16.62%

USDX vs. VTI - Expense Ratio Comparison

USDX has a 0.98% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

USDX vs. VTI - Dividend Comparison

USDX's dividend yield for the trailing twelve months is around 5.88%, more than VTI's 1.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
USDX SGI Enhanced Core ETF	5.88%	5.88%	4.60%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VTI Vanguard Total Stock Market ETF	1.03%	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

Can I hold both USDX and VTI in my portfolio?

USDX and VTI have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, USDX or VTI?

VTI has higher volatility (3.88%) compared to USDX (1.07%). In terms of maximum drawdown, USDX dropped -0.94% vs VTI's -55.45%.

Which ETF is better, USDX or VTI?

On 1-year performance, VTI leads with 24.96% vs 6.51% for USDX. On fees, VTI is cheaper at 0.03% per year. On volatility, USDX has been the lower-risk option at 1.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, USDX or VTI?

Over the 1-year period, VTI has performed better with a 24.96% return vs 6.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, USDX or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.98% for USDX.

Which ETF pays a higher dividend yield, USDX or VTI?

USDX has the higher dividend yield at 5.88%, compared with 1.03% for VTI.

What is the main difference between USDX and VTI?

USDX is categorized as Intermediate Core Bond, while VTI is Large Cap Blend Equities. They also come from different issuers: Summit Global Investments and Vanguard. Their fees differ too: 0.98% for USDX and 0.03% for VTI.

Which has better risk-adjusted returns?

USDX currently has the higher Sharpe Ratio (3.29 vs 2.02), 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.