ECML vs VTI

ECML vs VTI

Which is better, ECML or VTI?

Large Cap Value against Large Cap Blend.

VTI has a lower expense ratio. ECML led over 1Y, VTI over 3Y and the full window. ECML is less concentrated, with 22.6% of the fund in its ten largest positions against 33.3%.

Lower Fees: VTIHigher Returns: splitLess Concentrated: ECML

MarketXLS is not an investment adviser. This comparison is generated automatically from market data and is for information only. A Best mark means the better reading on that one measure, not a recommendation to buy.

Side-by-Side Comparison

MetricECMLVTI
Expense Ratio0.95%0.03%Best
AUM$130M$666.9B
Dividend Yield1.10%1.03%
Holdings633,543
YTD Return+22.22%Best+12.28%
1Y Return+25.18%Best+16.78%
3Y Return (annualized)+14.66%+20.89%Best
5Y Return (annualized)-+11.94%
Volatility (annualized)18.6%13.2%Best
Max Drawdown-25.4%-19.3%Best
$10,000 over 3.3 years$16,586$18,702Best
Top 10 Weight22.6%Best33.3%
Fund FamilyEuclidean TechnologiesVanguard (US)
CategoryEquityEquity
StyleLarge Cap ValueLarge Cap Blend
InceptionMay 18, 2023May 24, 2001

Volatility and max drawdown, and the $10,000 over 3.3 years row, are measured over the window both funds cover: May 18, 2023 to Sep 17, 2026 (3.3 years).

ECML vs VTI growth

Month-end closes. Both lines start at 0% in the first month shown, so the gap between them is the difference in growth across that window. The full view covers the 3.3 years both funds cover.

ECML vs VTI Performance

Euclidean Fundamental Value ETF (ECML) is an ETF from Euclidean Technologies and Vanguard Morningstar Total Stock Market ETF (VTI) is an ETF from Vanguard (US). Over the past year ECML returned +25.18% while VTI returned +16.78%. Year to date, ECML is up 22.22% versus a gain of 12.28% for VTI.

Over three years, ECML compounded at +14.66% per year against +20.89% for VTI.

Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

ECML has been the more volatile fund, with annualized monthly volatility of 18.6% compared with 13.2% for VTI. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -25.4% for ECML and -19.3% for VTI. Drawdown depth is what each fund did in the worst stretch of the window measured above.

The two funds' monthly returns correlate at 0.63. They move together some of the time, and apart the rest.

Fees and Cost Over Time

ECML charges 0.95% per year while VTI charges 0.03%. On a $10,000 position that is $95 vs $3 annually, a gap of $92 per year that compounds over a long holding period. On income, ECML currently yields 1.10% against 1.03% for VTI.

Holdings Overlap

ECML already in VTI95.2%
VTI already in ECML2.0%

95.2% of ECML's money is in holdings VTI also owns. 2.0% of VTI's money is in holdings ECML also owns.

Most of ECML is already inside VTI. Owning both mostly buys the same companies twice.

59 positions in common, counted across the 63 positions we hold weights for in ECML and 3,463 in VTI, against full books of 63 and 3,543.

What only one of them owns

Our book lists 1,106 positions for VTI that do not appear in our book for ECML (95.5% of the fund), and 3 for ECML that do not appear in VTI (3.0%).

Some of those will be the same company recorded under a different code in one of the two books, so the real difference in what you would own is no larger than this and may be smaller. We do not name the individual positions here for that reason.

Top Shared Holdings

StockWeight in ECMLWeight in VTIDifference
MATXMatson Inc2.58%0.01%2.57%
FCXFreeport-mcmoran Copper & Gold Inc.2.35%0.12%2.23%
VLOValero Energy2.22%0.13%2.09%
ADBEAdobe Systems2.19%0.14%2.05%
DINOHF Sinclair Corp2.30%0.02%2.28%
MLIMueller Industries Inc2.24%0.02%2.22%
EPAMEpam Systems, Inc.2.25%0.01%2.24%
HRBH&R Block, Inc.2.19%0.01%2.18%
APAApa Corp2.17%0.02%2.15%
FOXAFox Corp. Class A2.15%0.01%2.14%

95.2% of ECML is already inside VTI.

You probably hold more than these two. Add the rest and see how much of the whole book is the same companies twice.

ECMLVTI

Free for up to 10 holdings. No account needed.

Frequently Asked Questions

Which is cheaper, ECML or VTI?

ECML has an expense ratio of 0.95% while VTI charges 0.03%. VTI is the cheaper option, by $92 a year on a $10,000 investment.

Which performed better, ECML or VTI?

Over the past year ECML returned +25.18% vs +16.78% for VTI, so ECML leads on 1-year performance. Past performance does not guarantee future results. This is information, not a recommendation.

Which is riskier, ECML or VTI?

ECML has been the more volatile fund at 18.6% annualized versus 13.2% for VTI. Worst drawdown: ECML -25.4% vs VTI -19.3%.

Should I hold both ECML and VTI?

ECML and VTI have a monthly-return correlation of 0.63, so their returns are far enough apart for the mix to behave differently from either one alone. This is information, not a recommendation.

What is the holdings overlap between ECML and VTI?

95.2% of ECML's money is in holdings VTI also owns. 2.0% of VTI's is in holdings ECML also owns. They hold 59 positions in common, counted across the 63 positions we hold weights for in ECML and 3,463 in VTI.

Which pays a higher dividend, ECML or VTI?

ECML yields 1.10% while VTI yields 1.03%, so ECML currently pays the higher dividend yield.

Is VTI better than ECML?

VTI has a lower expense ratio. ECML led over 1Y, VTI over 3Y and the full window. ECML is less concentrated, with 22.6% of the fund in its ten largest positions against 33.3%. Which one suits a particular account depends on what it is for. This is information, not a recommendation.