VUSV vs. ASMF

Last updated Jun 24, 2026

VUSV (Vanguard Wellington U.S. Value Active ETF) and ASMF (Virtus AlphaSimplex Managed Futures ETF) are both exchange-traded funds - VUSV is a Large Cap Value Equities fund actively managed by Vanguard, while ASMF is a Systematic Trend fund actively managed by Virtus. Both are actively managed. At a 0.32 correlation, their price movements are largely independent. VUSV charges 0.30%/yr vs 0.80%/yr for ASMF.

Performance

VUSV vs. ASMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Wellington U.S. Value Active ETF (VUSV) and Virtus AlphaSimplex Managed Futures ETF (ASMF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with VUSV having a 7.21% return and ASMF slightly lower at 7.12%.

VUSV

• 1D: -0.12%
• 1M: -0.06%
• YTD: 7.21%
• 6M: 6.60%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

ASMF

• 1D: -1.67%
• 1M: -1.93%
• YTD: 7.12%
• 6M: 6.84%
• 1Y: 15.63%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VUSV vs. ASMF - Yearly Performance Comparison

	2026 (YTD)	2025
VUSV Vanguard Wellington U.S. Value Active ETF	7.21%	5.62%
ASMF Virtus AlphaSimplex Managed Futures ETF	7.12%	3.74%

Correlation

The correlation between VUSV and ASMF is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 18, 2025	0.32

Return for Risk

VUSV vs. ASMF — Risk / Return Rank

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

VUSV

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

ASMF

ASMF Risk / Return Rank: 48
ASMF Sharpe Ratio Rank: 41
ASMF Sortino Ratio Rank: 39
ASMF Omega Ratio Rank: 41
ASMF Calmar Ratio Rank: 67
ASMF Martin Ratio Rank: 50

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.

VUSV vs. ASMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Wellington U.S. Value Active ETF (VUSV) and Virtus AlphaSimplex Managed Futures ETF (ASMF). 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.

	VUSV	ASMF	Difference
Sharpe ratio: Return per unit of total volatility	—	1.36	—
Sortino ratio: Return per unit of downside risk	—	1.88	—
Omega ratio: Gain probability vs. loss probability	—	1.25	—
Calmar ratio: Return relative to maximum drawdown	—	3.13	—
Martin ratio: Return relative to average drawdown	—	7.86	—

Drawdowns

VUSV vs. ASMF - Drawdown Comparison

The maximum VUSV drawdown since its inception was -7.06%, smaller than the maximum ASMF drawdown of -15.31%. Use the drawdown chart below to compare losses from any high point for VUSV and ASMF.

Drawdown Indicators

	VUSV	ASMF	Difference
Max Drawdown Largest peak-to-trough decline	-7.06%	-15.31%	+8.25%
Max Drawdown (1Y) Largest decline over 1 year	—	-5.02%	—
Current Drawdown Current decline from peak	-1.96%	-3.39%	+1.43%
Average Drawdown Average peak-to-trough decline	-1.28%	-7.48%	+6.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.99%	—

Volatility

Volatility by Period

	VUSV	ASMF	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.45%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.75%	—
Volatility (1Y) Calculated over the trailing 1-year period	12.06%	11.53%	+0.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.06%	11.04%	+1.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.06%	11.04%	+1.02%

VUSV vs. ASMF - Expense Ratio Comparison

VUSV has a 0.30% expense ratio, which is lower than ASMF's 0.80% expense ratio.

Dividends

VUSV vs. ASMF - Dividend Comparison

VUSV's dividend yield for the trailing twelve months is around 0.18%, less than ASMF's 0.20% yield.

Position	TTM	2025	2024
ASMF Virtus AlphaSimplex Managed Futures ETF	0.20%	0.22%	1.66%
VUSV Vanguard Wellington U.S. Value Active ETF	0.18%	0.20%	0.00%

Frequently Asked Questions

Can I hold both VUSV and ASMF in my portfolio?

VUSV and ASMF have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, VUSV or ASMF?

On fees, VUSV is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, VUSV or ASMF?

VUSV is cheaper with a 0.30% expense ratio, compared with 0.80% for ASMF.

Which ETF pays a higher dividend yield, VUSV or ASMF?

ASMF has the higher dividend yield at 0.20%, compared with 0.18% for VUSV.

What is the main difference between VUSV and ASMF?

VUSV is categorized as Large Cap Value Equities, while ASMF is Systematic Trend. They also come from different issuers: Vanguard and Virtus. Their fees differ too: 0.30% for VUSV and 0.80% for ASMF.