WFRPX vs. VTI
Compare and contrast key facts about Wealthfront Risk Parity Fund Class W (WFRPX) and Vanguard Total Stock Market ETF (VTI).
WFRPX is managed by Wealthfront. It was launched on Jan 22, 2018. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WFRPX or VTI.
Key characteristics
| WFRPX | VTI | |
|---|---|---|
| YTD Return | -2.76% | 5.53% |
| 1Y Return | 0.73% | 26.17% |
| 3Y Return (Ann) | -5.60% | 6.19% |
| 5Y Return (Ann) | -1.62% | 12.49% |
| Sharpe Ratio | 0.04 | 2.12 |
| Daily Std Dev | 11.32% | 12.06% |
| Max Drawdown | -42.76% | -55.45% |
| Current Drawdown | -24.46% | -4.02% |
Correlation
The correlation between WFRPX and VTI is 0.73, 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.
Performance
WFRPX vs. VTI - Performance Comparison
In the year-to-date period, WFRPX achieves a -2.76% return, which is significantly lower than VTI's 5.53% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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WFRPX vs. VTI - Expense Ratio Comparison
WFRPX has a 0.25% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
WFRPX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wealthfront Risk Parity Fund Class W (WFRPX) and Vanguard Total Stock Market ETF (VTI). 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
WFRPX vs. VTI - Dividend Comparison
WFRPX's dividend yield for the trailing twelve months is around 4.99%, more than VTI's 1.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WFRPX Wealthfront Risk Parity Fund Class W | 3.69% | 4.86% | 1.31% | 3.02% | 0.29% | 3.63% | 1.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.42% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
WFRPX vs. VTI - Drawdown Comparison
The maximum WFRPX drawdown since its inception was -42.76%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for WFRPX and VTI. For additional features, visit the drawdowns tool.
Volatility
WFRPX vs. VTI - Volatility Comparison
Wealthfront Risk Parity Fund Class W (WFRPX) and Vanguard Total Stock Market ETF (VTI) have volatilities of 3.74% and 3.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.