VTUIX vs. VT
Compare and contrast key facts about Vontobel U.S. Equity Institutional Fund (VTUIX) and Vanguard Total World Stock ETF (VT).
VTUIX is managed by Vontobel. It was launched on Mar 27, 2018. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTUIX or VT.
Performance
VTUIX vs. VT - Performance Comparison
Returns By Period
In the year-to-date period, VTUIX achieves a 15.26% return, which is significantly lower than VT's 18.69% return.
VTUIX
15.26%
0.00%
8.01%
18.56%
13.95%
N/A
VT
18.69%
1.66%
8.61%
25.50%
11.28%
9.29%
Key characteristics
| VTUIX | VT | |
|---|---|---|
| Sharpe Ratio | 2.68 | 2.19 |
| Sortino Ratio | 3.58 | 2.99 |
| Omega Ratio | 1.49 | 1.39 |
| Calmar Ratio | 4.03 | 3.14 |
| Martin Ratio | 19.65 | 14.01 |
| Ulcer Index | 1.38% | 1.82% |
| Daily Std Dev | 10.15% | 11.63% |
| Max Drawdown | -32.89% | -50.27% |
| Current Drawdown | -0.17% | -0.95% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VTUIX vs. VT - Expense Ratio Comparison
VTUIX has a 0.65% expense ratio, which is higher than VT's 0.07% expense ratio.
Correlation
The correlation between VTUIX and VT is 0.89, 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.
Risk-Adjusted Performance
VTUIX vs. VT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vontobel U.S. Equity Institutional Fund (VTUIX) and Vanguard Total World Stock ETF (VT). 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.
Dividends
VTUIX vs. VT - Dividend Comparison
VTUIX's dividend yield for the trailing twelve months is around 0.46%, less than VT's 1.84% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTUIX Vontobel U.S. Equity Institutional Fund | 0.46% | 0.53% | 0.36% | 0.36% | 0.29% | 0.65% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VT Vanguard Total World Stock ETF | 1.84% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
Drawdowns
VTUIX vs. VT - Drawdown Comparison
The maximum VTUIX drawdown since its inception was -32.89%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for VTUIX and VT. For additional features, visit the drawdowns tool.
Volatility
VTUIX vs. VT - Volatility Comparison
The current volatility for Vontobel U.S. Equity Institutional Fund (VTUIX) is 0.00%, while Vanguard Total World Stock ETF (VT) has a volatility of 3.20%. This indicates that VTUIX experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.