Global X Adaptive US Risk Management ETF (ONOF) is a ETF from Global X by mirae Asset and Vanguard Total International Stock ETF (VXUS) is a ETF from Vanguard (US). Over the past year ONOF returned +15.19% while VXUS returned +27.13%. Year to date, ONOF is up 6.29% versus a gain of 11.13% for VXUS.

Over three years, ONOF compounded at +10.83% per year against +17.24% for VXUS; over five years the annualized figures are +8.16% and +8.71% respectively. Across the full 6-year window we track, ONOF has the edge at +10.07% annualized vs +4.66%. Past performance does not guarantee future results.

VXUS has been the more volatile fund, with annualized monthly volatility of 15.1% compared with 14.2% for ONOF. 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 -26.2% for ONOF and -39.9% for VXUS. 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 0.63. They move independently enough that combining them can meaningfully diversify a portfolio.

ONOF charges 0.39% per year while VXUS charges 0.05%. On a $10,000 position that is $39 vs $5 annually, a gap of $34 per year that compounds over a long holding period. On income, ONOF currently yields 1.23% against 2.60% for VXUS.