TILT vs VYM

TILT vs VYM

Which is better, TILT or VYM?

Large Cap Blend against Large Cap Value.

VYM has a lower expense ratio. TILT led over 3Y and the full window, VYM over 1Y and 5Y. The two have moved almost in lockstep, correlation 0.91. TILT is less concentrated, with 25.3% of the fund in its ten largest positions against 25.9%.

Lower Fees: VYMHigher Returns: splitLess Concentrated: TILT

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

MetricTILTVYM
Expense Ratio0.25%0.04%Best
AUM$2.2B$81.6B
Dividend Yield1.05%2.22%
Holdings1,929613
YTD Return+12.76%+13.91%Best
1Y Return+17.12%+17.57%Best
3Y Return (annualized)+19.61%Best+18.12%
5Y Return (annualized)+11.44%+12.17%Best
Volatility (annualized)15.5%13.0%Best
Max Drawdown-38.5%-35.7%Best
$10,000 over 5 years$17,187$17,758Best
Top 10 Weight25.3%Best25.9%
Fund FamilyNorthern Trust Asset ManagementVanguard (US)
CategoryEquityEquity
StyleLarge Cap BlendLarge Cap Value
InceptionSep 16, 2011Nov 10, 2006

Volatility and max drawdown are measured over the window both funds cover: Sep 22, 2011 to Sep 11, 2026 (15 years).

TILT vs VYM 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 15 years both funds cover.

TILT vs VYM Performance

Northern Trust Morningstar US Market Factor Tilt ETF (TILT) is an ETF from Northern Trust Asset Management and Vanguard High Dividend Yield ETF (VYM) is an ETF from Vanguard (US). Over the past year TILT returned +17.12% while VYM returned +17.57%. Year to date, TILT is up 12.76% versus a gain of 13.91% for VYM.

Over three years, TILT compounded at +19.61% per year against +18.12% for VYM; over five years the annualized figures are +11.44% and +12.17% respectively. Across the full 15-year window we track, TILT has the edge at +14.43% annualized vs +11.00%.

Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

TILT has been the more volatile fund, with annualized monthly volatility of 15.5% compared with 13.0% for VYM. 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 -38.5% for TILT and -35.7% for VYM. Drawdown depth is what each fund did in the worst stretch of the window measured above.

The two funds' monthly returns correlate at 0.91. They move almost in lockstep, so holding both mostly duplicates the same exposure.

Fees and Cost Over Time

TILT charges 0.25% per year while VYM charges 0.04%. On a $10,000 position that is $25 vs $4 annually, a gap of $21 per year that compounds over a long holding period. On income, TILT currently yields 1.05% against 2.22% for VYM.

Holdings Overlap

TILT already in VYM37.1%
VYM already in TILT95.2%

37.1% of TILT's money is in holdings VYM also owns. 95.2% of VYM's money is in holdings TILT also owns.

Most of VYM is already inside TILT. Owning both mostly buys the same companies twice.

559 positions in common, counted across the 1,902 positions we hold weights for in TILT and 603 in VYM, against full books of 1,929 and 613.

What only one of them owns

Our book lists 21 positions for VYM that do not appear in our book for TILT (2.6% of the fund), and 989 for TILT that do not appear in VYM (60.4%).

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 TILTWeight in VYMDifference
AVGOBroadcom Inc1.91%7.29%5.38%
JPMJpmorgan Chase & Co.1.21%3.38%2.17%
JNJJohnson & Johnson0.76%2.54%1.78%
XOMExxon Mobil Corp.0.81%2.36%1.55%
CSCOCisco Systems Inc. - Ordinary Shares0.60%1.93%1.33%
CATCaterpillar, Inc.0.39%2.01%1.62%
ABBVAbbvie Inc.0.54%1.85%1.31%
BACBank Of America Corp.0.52%1.56%1.04%
UNHUnitedhealth Group Inc.0.45%1.56%1.11%
HDHome Depot Inc/The0.41%1.46%1.05%

95.2% of VYM is already inside TILT.

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

TILTVYM

Free for up to 10 holdings. No account needed.

Frequently Asked Questions

Which is cheaper, TILT or VYM?

TILT has an expense ratio of 0.25% while VYM charges 0.04%. VYM is the cheaper option, by $21 a year on a $10,000 investment.

Which performed better, TILT or VYM?

Over the past year TILT returned +17.12% vs +17.57% for VYM, so VYM leads on 1-year performance. Over the longest common window we track (15 years), TILT annualized +14.43% vs +11.00% for VYM. Past performance does not guarantee future results. This is information, not a recommendation.

Which is riskier, TILT or VYM?

TILT has been the more volatile fund at 15.5% annualized versus 13.0% for VYM. Worst drawdown: TILT -38.5% vs VYM -35.7%.

Should I hold both TILT and VYM?

TILT and VYM have a monthly-return correlation of 0.91, so they move almost identically. What is left to separate them is the fee and the index each one tracks. This is information, not a recommendation.

What is the holdings overlap between TILT and VYM?

95.2% of VYM's money is in holdings TILT also owns. 95.2% of VYM's is in holdings TILT also owns. They hold 559 positions in common, counted across the 1,902 positions we hold weights for in TILT and 603 in VYM.

Which pays a higher dividend, TILT or VYM?

TILT yields 1.05% while VYM yields 2.22%, so VYM currently pays the higher dividend yield.

Is VYM better than TILT?

VYM has a lower expense ratio. TILT led over 3Y and the full window, VYM over 1Y and 5Y. The two have moved almost in lockstep, correlation 0.91. TILT is less concentrated, with 25.3% of the fund in its ten largest positions against 25.9%. Which one suits a particular account depends on what it is for. This is information, not a recommendation.