VDI vs. ASGM

Last updated Jun 4, 2026

VDI (Virtus International Dividend ETF) and ASGM (Virtus AlphaSimplex Global Macro ETF) are both exchange-traded funds - VDI is a Foreign Large Cap Equities fund actively managed by Virtus, while ASGM is a Tactical Allocation fund actively managed by Virtus. Both are actively managed. A 0.76 correlation means they provide meaningful diversification when combined. VDI charges 0.39%/yr vs 0.86%/yr for ASGM.

Performance

VDI vs. ASGM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus International Dividend ETF (VDI) and Virtus AlphaSimplex Global Macro ETF (ASGM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VDI achieves a 13.41% return, which is significantly lower than ASGM's 22.52% return.

VDI

• 1D: -0.70%
• 1M: 2.79%
• YTD: 13.41%
• 6M: 17.01%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

ASGM

• 1D: -0.53%
• 1M: 7.21%
• YTD: 22.52%
• 6M: 24.07%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

VDI vs. ASGM - Yearly Performance Comparison

	2026 (YTD)	2025
VDI Virtus International Dividend ETF	13.41%	3.17%
ASGM Virtus AlphaSimplex Global Macro ETF	22.52%	1.26%

Correlation

The correlation between VDI and ASGM is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 4, 2025	0.76

Return for Risk

VDI vs. ASGM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus International Dividend ETF (VDI) and Virtus AlphaSimplex Global Macro ETF (ASGM). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	VDI	ASGM	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	2.33	2.95	-0.62

Drawdowns

VDI vs. ASGM - Drawdown Comparison

The maximum VDI drawdown since its inception was -10.40%, which is greater than ASGM's maximum drawdown of -6.62%. Use the drawdown chart below to compare losses from any high point for VDI and ASGM.

Drawdown Indicators

	VDI	ASGM	Difference
Max Drawdown Largest peak-to-trough decline	-10.40%	-6.62%	-3.78%
Current Drawdown Current decline from peak	-0.71%	-0.53%	-0.18%
Average Drawdown Average peak-to-trough decline	-1.85%	-1.22%	-0.63%

Volatility

Volatility by Period

	VDI	ASGM	Difference
Volatility (1Y) Calculated over the trailing 1-year period	16.21%	15.67%	+0.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.21%	15.67%	+0.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.21%	15.67%	+0.54%

VDI vs. ASGM - Expense Ratio Comparison

VDI has a 0.39% expense ratio, which is lower than ASGM's 0.86% expense ratio.

Dividends

VDI vs. ASGM - Dividend Comparison

VDI's dividend yield for the trailing twelve months is around 0.62%, less than ASGM's 3.69% yield.

Position	TTM	2025
ASGM Virtus AlphaSimplex Global Macro ETF	3.69%	4.52%
VDI Virtus International Dividend ETF	0.62%	0.00%

Frequently Asked Questions

Can I hold both VDI and ASGM in my portfolio?

VDI and ASGM have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, VDI or ASGM?

On fees, VDI is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, VDI or ASGM?

VDI is cheaper with a 0.39% expense ratio, compared with 0.86% for ASGM.

Which ETF pays a higher dividend yield, VDI or ASGM?

ASGM has the higher dividend yield at 3.69%, compared with 0.62% for VDI.

What is the main difference between VDI and ASGM?

VDI is categorized as Foreign Large Cap Equities, while ASGM is Tactical Allocation. Their fees differ too: 0.39% for VDI and 0.86% for ASGM.