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VT vs. RISR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VT vs. RISR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total World Stock ETF (VT) and FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VT achieves a 9.97% return, which is significantly higher than RISR's 4.55% return.


VT

1D
-0.07%
1M
-0.42%
6M
6.83%
YTD
9.97%
1Y
18.89%
3Y*
17.84%
5Y*
10.27%
10Y*
12.23%
ALL TIME*
8.75%

RISR

1D
0.00%
1M
1.55%
6M
4.88%
YTD
4.55%
1Y
5.16%
3Y*
11.01%
5Y*
10Y*
ALL TIME*
14.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.80M$3.03M$3.41M
$317.04M$378.09M$471.57M

VT vs. RISR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VT
Vanguard Total World Stock ETF
9.97%22.43%16.49%22.02%-18.00%6.29%
RISR
FolioBeyond Alternative Income and Interest Rate Hedge ETF
4.55%4.63%24.20%7.02%31.98%-0.04%

Correlation

The correlation between VT and RISR is -0.23, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.23

Correlation (3Y)
Balances recent behavior with more history.

-0.17

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2021

-0.10

The correlation between VT and RISR shifts across timeframes, from -0.23 (1 year) to -0.10 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VT vs. RISR — Risk / Return Rank

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

VT
VT Risk / Return Rank: 6060
Overall Rank
VT Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VT Sortino Ratio Rank: 5858
Sortino Ratio Rank
VT Omega Ratio Rank: 5959
Omega Ratio Rank
VT Calmar Ratio Rank: 5757
Calmar Ratio Rank
VT Martin Ratio Rank: 6868
Martin Ratio Rank

RISR
RISR Risk / Return Rank: 3939
Overall Rank
RISR Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
RISR Sortino Ratio Rank: 3434
Sortino Ratio Rank
RISR Omega Ratio Rank: 3333
Omega Ratio Rank
RISR Calmar Ratio Rank: 5252
Calmar Ratio Rank
RISR Martin Ratio Rank: 4141
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.

VT vs. RISR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock ETF (VT) and FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR). 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.


VTRISRDifference
Sharpe ratioReturn per unit of total volatility

+0.52

Sortino ratioReturn per unit of downside risk

+0.70

Omega ratioGain probability vs. loss probability

1.25

1.16

+0.10

Calmar ratioReturn relative to maximum drawdown

1.99

1.82

+0.16

Martin ratioReturn relative to average drawdown

8.34

4.32

+4.03

VT vs. RISR - Sharpe Ratio Comparison

The current VT Sharpe Ratio is 1.40, which is higher than the RISR Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of VT and RISR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VT vs. RISR - Drawdown Comparison

The maximum VT drawdown since its inception was -50.27%, which is greater than RISR's maximum drawdown of -14.31%. Use the drawdown chart below to compare losses from any high point for VT and RISR.


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Drawdown Indicators


VTRISRDifference

Max Drawdown

Largest peak-to-trough decline

-50.27%

-14.31%

-35.96%

Max Drawdown (1Y)

Largest decline over 1 year

-9.67%

-2.61%

-7.06%

Max Drawdown (3Y)

Largest decline over 3 years

-16.51%

-8.07%

-8.44%

Max Drawdown (5Y)

Largest decline over 5 years

-26.38%

Max Drawdown (10Y)

Largest decline over 10 years

-34.24%

Current Drawdown

Current decline from peak

-2.88%

0.00%

-2.88%

Average Drawdown

Average peak-to-trough decline

-6.98%

-2.13%

-4.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

1.10%

+1.20%

Volatility

VT vs. RISR - Volatility Comparison

Vanguard Total World Stock ETF (VT) has a higher volatility of 3.47% compared to FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) at 1.09%. This indicates that VT's price experiences larger fluctuations and is considered to be riskier than RISR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTRISRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.47%

1.09%

+2.38%

Volatility (6M)

Calculated over the trailing 6-month period

11.44%

3.55%

+7.89%

Volatility (1Y)

Calculated over the trailing 1-year period

13.76%

5.39%

+8.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.19%

11.69%

+4.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.16%

11.69%

+5.47%

VT vs. RISR - Expense Ratio Comparison

VT has a 0.06% expense ratio, which is lower than RISR's 1.13% expense ratio.


Dividends

VT vs. RISR - Dividend Comparison

VT's dividend yield for the trailing twelve months is around 1.61%, less than RISR's 5.86% yield.


PositionTTM20252024202320222021202020192018201720162015
RISR
FolioBeyond Alternative Income and Interest Rate Hedge ETF
5.37%5.95%5.67%7.96%4.26%0.30%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 RISR have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VT has higher volatility (3.47%) compared to RISR (1.09%). In terms of maximum drawdown, VT dropped -50.27% vs RISR's -14.31%.

On 3-year performance, VT leads with 17.84% vs 11.01% for RISR. On fees, VT is cheaper at 0.06% per year. On volatility, RISR has been the lower-risk option at 1.09%. 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 17.84% return vs 11.01%. 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 1.13% for RISR.

RISR has the higher dividend yield at 5.37%, compared with 1.61% for VT.

VT is categorized as Global Equities, while RISR is Nontraditional Bonds. They also come from different issuers: Vanguard and FolioBeyond. Their fees differ too: 0.06% for VT and 1.13% for RISR.

VT currently has the higher Sharpe Ratio (1.40 vs 0.88), 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.

Portfolio Optimizer

Find the right allocation for VT and RISR

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

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