State Street SPDR Russell 1000 Momentum Focus ETF (ONEO) is a ETF from State Street Investment Management and Vanguard Total Stock Market ETF (VTI) is a ETF from Vanguard (US). Over the past year ONEO returned +24.78% while VTI returned +19.82%. Year to date, ONEO is up 17.90% versus a gain of 10.14% for VTI.

Over three years, ONEO compounded at +16.40% per year against +18.94% for VTI; over five years the annualized figures are +10.55% and +11.79% respectively. Across the full 11-year window we track, ONEO has the edge at +10.01% annualized vs +7.99%. Past performance does not guarantee future results.

ONEO has been the more volatile fund, with annualized monthly volatility of 17.1% compared with 15.4% 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 -41.2% for ONEO and -56.6% for VTI. Drawdown depth is worth weighing if you expect to sell during market stress rather than ride it out.

The two funds' monthly returns correlate at 0.94. They move almost in lockstep, so holding both mostly duplicates the same exposure.

ONEO charges 0.20% per year while VTI charges 0.03%. On a $10,000 position that is $20 vs $3 annually, a gap of $17 per year that compounds over a long holding period. On income, ONEO currently yields 1.18% against 1.07% for VTI.