VT vs. HGER
VT (Vanguard Total World Stock ETF) and HGER (Harbor Commodity All-Weather Strategy ETF) are both exchange-traded funds - VT is a Global Equities fund tracking the FTSE Global All Cap Index, while HGER is a Commodities fund tracking the Quantix Commodity Index - Benchmark TR Net. Both are passively managed. Over the past 3 years, VT returned 19.71%/yr vs 19.07%/yr for HGER. At a 0.18 correlation, their price movements are largely independent. VT charges 0.06%/yr vs 0.68%/yr for HGER.
Performance
VT vs. HGER - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VT achieves a 11.06% return, which is significantly lower than HGER's 21.56% return.
VT
- 1D
- 0.44%
- 1M
- 1.80%
- YTD
- 11.06%
- 6M
- 11.82%
- 1Y
- 27.43%
- 3Y*
- 19.71%
- 5Y*
- 10.65%
- 10Y*
- 12.93%
HGER
- 1D
- -0.46%
- 1M
- -7.51%
- YTD
- 21.56%
- 6M
- 21.36%
- 1Y
- 28.78%
- 3Y*
- 19.07%
- 5Y*
- —
- 10Y*
- —
VT vs. HGER - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 11.06% | 22.43% | 16.49% | 22.02% | -15.87% |
HGER Harbor Commodity All-Weather Strategy ETF | 21.56% | 20.08% | 9.25% | 1.93% | 9.66% |
Correlation
The correlation between VT and HGER is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Feb 10, 2022 | 0.18 |
The correlation between VT and HGER shifts across timeframes, from -0.05 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VT vs. HGER — Risk / Return Rank
VT
HGER
VT vs. HGER - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock ETF (VT) and Harbor Commodity All-Weather Strategy ETF (HGER). 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.
| VT | HGER | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.35 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | 3.26 | -0.57 |
| Martin ratioReturn relative to average drawdown | 11.67 | 11.51 | +0.16 |
Loading charts...
Drawdowns
VT vs. HGER - Drawdown Comparison
The maximum VT drawdown since its inception was -50.27%, which is greater than HGER's maximum drawdown of -23.31%. Use the drawdown chart below to compare losses from any high point for VT and HGER.
Loading charts...
Drawdown Indicators
| VT | HGER | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.27% | -23.31% | -26.96% |
Max Drawdown (1Y)Largest decline over 1 year | -9.67% | -9.86% | +0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -16.51% | -9.86% | -6.65% |
Max Drawdown (5Y)Largest decline over 5 years | -26.38% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.24% | — | — |
Current DrawdownCurrent decline from peak | -1.92% | -9.86% | +7.94% |
Average DrawdownAverage peak-to-trough decline | -7.01% | -7.65% | +0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 2.78% | -0.56% |
Volatility
VT vs. HGER - Volatility Comparison
Vanguard Total World Stock ETF (VT) has a higher volatility of 5.26% compared to Harbor Commodity All-Weather Strategy ETF (HGER) at 3.70%. This indicates that VT's price experiences larger fluctuations and is considered to be riskier than HGER based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VT | HGER | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.26% | 3.70% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 11.01% | 14.85% | -3.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.38% | 17.10% | -3.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.15% | 17.62% | -1.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.27% | 17.62% | -0.35% |
VT vs. HGER - Expense Ratio Comparison
VT has a 0.06% expense ratio, which is lower than HGER's 0.68% expense ratio.
Dividends
VT vs. HGER - Dividend Comparison
VT's dividend yield for the trailing twelve months is around 1.61%, less than HGER's 5.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HGER Harbor Commodity All-Weather Strategy ETF | 5.83% | 7.09% | 3.28% | 7.24% | 0.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VT Vanguard Total World Stock ETF | 1.61% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
Frequently Asked Questions
VT and HGER have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VT has higher volatility (5.26%) compared to HGER (3.70%). In terms of maximum drawdown, VT dropped -50.27% vs HGER's -23.31%.
On 3-year performance, VT leads with 19.71% vs 19.07% for HGER. On fees, VT is cheaper at 0.06% per year. On volatility, HGER has been the lower-risk option at 3.70%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, VT has performed better with a 19.71% return vs 19.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VT is cheaper with a 0.06% expense ratio, compared with 0.68% for HGER.
HGER has the higher dividend yield at 5.83%, compared with 1.61% for VT.
VT is categorized as Global Equities, while HGER is Commodities. VT tracks FTSE Global All Cap Index, while HGER tracks Quantix Commodity Index - Benchmark TR Net. They also come from different issuers: Vanguard and Harbor. Their fees differ too: 0.06% for VT and 0.68% for HGER.
VT currently has the higher Sharpe Ratio (1.94 vs 1.88), 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.
Find the right allocation for VT and HGER
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