VT vs. SHRIX
VT (Vanguard Total World Stock ETF) and SHRIX (Stone Ridge High Yield Reinsurance Risk Premium Fund Class I) are both funds - VT is a Global Equities fund tracking the FTSE Global All Cap Index, while SHRIX is a Multistrategy fund actively managed by Stone Ridge. VT is passively managed, while SHRIX is actively managed. Over the past 5 years, VT returned 10.27%/yr vs 9.20%/yr for SHRIX. Their 0.01 correlation means their historical movements had little consistent relationship. VT charges 0.06%/yr vs 1.76%/yr for SHRIX.
Performance
VT vs. SHRIX - Performance Comparison
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Returns By Period
In the year-to-date period, VT achieves a 9.97% return, which is significantly higher than SHRIX's 2.85% 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%
SHRIX
- 1D
- 0.00%
- 1M
- 0.81%
- 6M
- 2.27%
- YTD
- 2.85%
- 1Y
- 11.55%
- 3Y*
- 12.87%
- 5Y*
- 9.20%
- 10Y*
- —
- ALL TIME*
- 5.88%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $317.04M | $378.09M | $471.57M |
VT vs. SHRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 9.97% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -9.76% | 11.18% |
SHRIX Stone Ridge High Yield Reinsurance Risk Premium Fund Class I | 2.85% | 10.70% | 16.73% | 21.07% | -3.37% | 1.88% | 6.86% | 4.58% | 2.81% | -7.49% |
Correlation
The correlation between VT and SHRIX is 0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.09 |
Correlation (3Y) Balances recent behavior with more history. | 0.04 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.04 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2017 | 0.01 |
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Return for Risk
VT vs. SHRIX — Risk / Return Rank
VT
SHRIX
VT vs. SHRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock ETF (VT) and Stone Ridge High Yield Reinsurance Risk Premium Fund Class I (SHRIX). 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 | SHRIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.63 | ||
| Sortino ratioReturn per unit of downside risk | -3.83 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 4.85 | -3.59 |
| Calmar ratioReturn relative to maximum drawdown | 1.99 | 6.33 | -4.34 |
| Martin ratioReturn relative to average drawdown | 8.34 | 21.97 | -13.63 |
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Drawdowns
VT vs. SHRIX - Drawdown Comparison
The maximum VT drawdown since its inception was -50.27%, which is greater than SHRIX's maximum drawdown of -14.34%. Use the drawdown chart below to compare losses from any high point for VT and SHRIX.
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Drawdown Indicators
| VT | SHRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.27% | -14.34% | -35.93% |
Max Drawdown (1Y)Largest decline over 1 year | -9.67% | -1.87% | -7.80% |
Max Drawdown (3Y)Largest decline over 3 years | -16.51% | -6.91% | -9.60% |
Max Drawdown (5Y)Largest decline over 5 years | -26.38% | -12.69% | -13.69% |
Max Drawdown (10Y)Largest decline over 10 years | -34.24% | — | — |
Current DrawdownCurrent decline from peak | -2.88% | 0.00% | -2.88% |
Average DrawdownAverage peak-to-trough decline | -6.98% | -2.03% | -4.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 0.54% | +1.76% |
Volatility
VT vs. SHRIX - Volatility Comparison
Vanguard Total World Stock ETF (VT) has a higher volatility of 3.47% compared to Stone Ridge High Yield Reinsurance Risk Premium Fund Class I (SHRIX) at 0.25%. This indicates that VT's price experiences larger fluctuations and is considered to be riskier than SHRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VT | SHRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 0.25% | +3.22% |
Volatility (6M)Calculated over the trailing 6-month period | 11.44% | 2.02% | +9.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.76% | 2.36% | +11.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.19% | 6.27% | +9.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.16% | 6.24% | +10.92% |
VT vs. SHRIX - Expense Ratio Comparison
VT has a 0.06% expense ratio, which is lower than SHRIX's 1.76% expense ratio.
Dividends
VT vs. SHRIX - Dividend Comparison
VT's dividend yield for the trailing twelve months is around 1.61%, less than SHRIX's 11.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHRIX Stone Ridge High Yield Reinsurance Risk Premium Fund Class I | 11.13% | 10.92% | 14.34% | 12.34% | 3.89% | 4.61% | 6.34% | 5.06% | 5.09% | 0.35% | 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 SHRIX have a correlation of 0.09, 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 SHRIX (0.25%). In terms of maximum drawdown, VT dropped -50.27% vs SHRIX's -14.34%.
SHRIX currently has the higher Sharpe Ratio (5.03 vs 1.40), 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.
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