VTV VUG
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VTV Vanguard Value ETF | Large Cap Value Equities | 50% |
VUG Vanguard Growth ETF | Large Cap Growth Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in VTV VUG, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Jan 30, 2004, corresponding to the inception date of VTV
Returns By Period
As of Dec 4, 2024, the VTV VUG returned 28.33% Year-To-Date and 13.44% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.84% | 5.60% | 14.34% | 32.39% | 14.23% | 11.32% |
| VTV VUG | 28.33% | 5.94% | 15.62% | 34.17% | 16.20% | 13.44% |
| Portfolio components: | ||||||
VTV Vanguard Value ETF | 22.38% | 4.37% | 13.61% | 27.46% | 11.87% | 10.56% |
VUG Vanguard Growth ETF | 33.95% | 7.48% | 17.18% | 40.56% | 19.65% | 15.82% |
Monthly Returns
The table below presents the monthly returns of VTV VUG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.51% | 5.21% | 3.22% | -4.04% | 4.65% | 3.54% | 1.49% | 2.58% | 1.93% | -0.82% | 6.25% | 28.33% | |
| 2023 | 6.58% | -2.30% | 3.80% | 1.40% | 0.53% | 6.53% | 3.41% | -1.73% | -4.52% | -2.20% | 9.17% | 4.70% | 27.30% |
| 2022 | -5.23% | -2.79% | 3.52% | -8.83% | -0.02% | -8.18% | 9.03% | -3.88% | -9.15% | 7.93% | 5.34% | -5.72% | -18.55% |
| 2021 | -0.90% | 2.93% | 4.35% | 5.19% | 0.69% | 2.42% | 2.09% | 2.89% | -4.65% | 6.86% | -1.13% | 4.17% | 27.28% |
| 2020 | 0.31% | -8.05% | -12.63% | 12.88% | 5.02% | 2.05% | 5.65% | 7.20% | -3.52% | -2.41% | 11.57% | 3.83% | 20.44% |
| 2019 | 8.08% | 3.28% | 1.86% | 4.03% | -6.33% | 6.95% | 1.56% | -1.76% | 1.84% | 2.25% | 3.72% | 2.81% | 31.27% |
| 2018 | 5.77% | -3.67% | -2.48% | 0.35% | 2.50% | 0.69% | 3.58% | 3.27% | 0.55% | -7.02% | 1.95% | -8.79% | -4.32% |
| 2017 | 2.01% | 3.99% | 0.21% | 1.12% | 1.45% | 0.66% | 2.04% | 0.36% | 2.00% | 2.36% | 2.97% | 1.26% | 22.38% |
| 2016 | -5.38% | -0.15% | 6.95% | 0.36% | 1.77% | 0.23% | 3.80% | 0.18% | 0.08% | -1.84% | 3.63% | 1.97% | 11.65% |
| 2015 | -2.81% | 5.78% | -2.62% | 2.03% | 1.32% | -1.94% | 2.14% | -6.07% | -2.70% | 8.31% | 0.34% | -1.79% | 1.13% |
| 2014 | -3.37% | 4.79% | 0.52% | 0.45% | 2.47% | 2.16% | -1.38% | 4.02% | -1.56% | 2.40% | 2.77% | -0.30% | 13.40% |
| 2013 | 5.38% | 1.07% | 3.90% | 1.91% | 2.16% | -1.58% | 5.48% | -2.76% | 3.57% | 4.42% | 2.78% | 2.76% | 32.84% |
Expense Ratio
VTV VUG has an expense ratio of 0.04%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of VTV VUG is 80, placing it in the top 20% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VTV Vanguard Value ETF | 2.69 | 3.79 | 1.48 | 5.40 | 17.23 |
VUG Vanguard Growth ETF | 2.32 | 3.00 | 1.42 | 3.02 | 11.93 |
Dividends
Dividend yield
VTV VUG provided a 1.34% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.34% | 1.52% | 1.61% | 1.31% | 1.61% | 1.73% | 2.02% | 1.72% | 1.92% | 1.95% | 1.71% | 1.70% |
| Portfolio components: | ||||||||||||
VTV Vanguard Value ETF | 2.21% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
VUG Vanguard Growth ETF | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the VTV VUG. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the VTV VUG was 54.74%, occurring on Mar 9, 2009. Recovery took 760 trading sessions.
The current VTV VUG drawdown is 0.01%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.74% | Oct 10, 2007 | 355 | Mar 9, 2009 | 760 | Mar 13, 2012 | 1115 |
| -33.98% | Feb 20, 2020 | 23 | Mar 23, 2020 | 97 | Aug 10, 2020 | 120 |
| -24.65% | Jan 4, 2022 | 195 | Oct 12, 2022 | 293 | Dec 12, 2023 | 488 |
| -19.5% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
| -13.96% | Jul 21, 2015 | 143 | Feb 11, 2016 | 77 | Jun 2, 2016 | 220 |
Volatility
Volatility Chart
The current VTV VUG volatility is 3.39%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| VTV | VUG | |
|---|---|---|
| VTV | 1.00 | 0.80 |
| VUG | 0.80 | 1.00 |