VTI vs. THLV
Compare and contrast key facts about Vanguard Total Stock Market ETF (VTI) and THOR Equal Weight Low Volatility ETF (THLV).
VTI and THLV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on Jun 27, 2016. THLV is a passively managed fund by THOR that tracks the performance of the THOR Equal Weight Low Volatility Index. It was launched on Sep 12, 2022. Both VTI and THLV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
VTI vs. THLV - Performance Comparison
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VTI vs. THLV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | -3.29% | 17.10% | 23.81% | 26.05% | -2.45% |
THLV THOR Equal Weight Low Volatility ETF | 6.72% | 10.50% | 9.52% | 5.88% | 2.55% |
Returns By Period
In the year-to-date period, VTI achieves a -3.29% return, which is significantly lower than THLV's 6.72% return.
VTI
- 1D
- 0.76%
- 1M
- -4.38%
- YTD
- -3.29%
- 6M
- -1.26%
- 1Y
- 18.60%
- 3Y*
- 18.14%
- 5Y*
- 10.63%
- 10Y*
- 13.69%
THLV
- 1D
- -0.09%
- 1M
- -4.34%
- YTD
- 6.72%
- 6M
- 7.72%
- 1Y
- 20.34%
- 3Y*
- 11.17%
- 5Y*
- —
- 10Y*
- —
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VTI vs. THLV - Expense Ratio Comparison
VTI has a 0.03% expense ratio, which is lower than THLV's 0.64% expense ratio.
Return for Risk
VTI vs. THLV — Risk / Return Rank
VTI
THLV
VTI vs. THLV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) and THOR Equal Weight Low Volatility ETF (THLV). 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.
| VTI | THLV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.81 | -0.83 |
Sortino ratioReturn per unit of downside risk | 1.52 | 2.53 | -1.01 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.34 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 3.00 | -1.46 |
Martin ratioReturn relative to average drawdown | 7.30 | 10.82 | -3.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VTI | THLV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.81 | -0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.85 | -0.37 |
Correlation
The correlation between VTI and THLV is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
VTI vs. THLV - Dividend Comparison
VTI's dividend yield for the trailing twelve months is around 1.17%, less than THLV's 1.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 1.17% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
THLV THOR Equal Weight Low Volatility ETF | 1.66% | 1.77% | 1.25% | 2.72% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VTI vs. THLV - Drawdown Comparison
The maximum VTI drawdown since its inception was -55.45%, which is greater than THLV's maximum drawdown of -13.15%. Use the drawdown chart below to compare losses from any high point for VTI and THLV.
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Drawdown Indicators
| VTI | THLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.45% | -13.15% | -42.30% |
Max Drawdown (1Y)Largest decline over 1 year | -12.30% | -6.66% | -5.64% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.00% | — | — |
Current DrawdownCurrent decline from peak | -5.54% | -4.46% | -1.08% |
Average DrawdownAverage peak-to-trough decline | -8.08% | -3.75% | -4.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 1.85% | +0.75% |
Volatility
VTI vs. THLV - Volatility Comparison
Vanguard Total Stock Market ETF (VTI) has a higher volatility of 5.48% compared to THOR Equal Weight Low Volatility ETF (THLV) at 3.33%. This indicates that VTI's price experiences larger fluctuations and is considered to be riskier than THLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTI | THLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.48% | 3.33% | +2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 9.75% | 7.61% | +2.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.02% | 11.29% | +7.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.41% | 11.80% | +5.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 11.80% | +6.49% |