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VUG/VTV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VUG 50%VTV 50%EquityEquity
PositionCategory/SectorWeight
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 VUG/VTV, 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


300.00%400.00%500.00%600.00%700.00%AprilMayJuneJulyAugustSeptember
692.68%
407.30%
VUG/VTV
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 30, 2004, corresponding to the inception date of VUG

Returns By Period

As of Sep 29, 2024, the VUG/VTV returned 21.16% Year-To-Date and 13.56% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
20.30%2.61%9.21%33.46%14.17%11.29%
VUG/VTV21.16%2.54%9.90%35.43%16.03%13.56%
VUG
Vanguard Growth ETF
23.44%2.93%11.34%41.19%18.96%15.70%
VTV
Vanguard Value ETF
18.45%2.17%8.06%29.29%12.20%10.91%

Monthly Returns

The table below presents the monthly returns of VUG/VTV, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.51%5.21%3.22%-4.04%4.65%3.54%1.49%2.58%21.16%
20236.58%-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%
20200.31%-8.05%-12.63%12.88%5.02%2.05%5.65%7.20%-3.52%-2.41%11.57%3.83%20.44%
20198.08%3.28%1.86%4.03%-6.33%6.95%1.56%-1.76%1.84%2.25%3.72%2.81%31.27%
20185.77%-3.67%-2.48%0.35%2.50%0.69%3.58%3.27%0.55%-7.02%1.95%-8.79%-4.32%
20172.01%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%
20135.38%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

VUG/VTV 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.


Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VTV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of VUG/VTV is 76, placing it in the top 24% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of VUG/VTV is 7676
VUG/VTV
The Sharpe Ratio Rank of VUG/VTV is 7878Sharpe Ratio Rank
The Sortino Ratio Rank of VUG/VTV is 7575Sortino Ratio Rank
The Omega Ratio Rank of VUG/VTV is 8080Omega Ratio Rank
The Calmar Ratio Rank of VUG/VTV is 7070Calmar Ratio Rank
The Martin Ratio Rank of VUG/VTV is 7979Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


VUG/VTV
Sharpe ratio
The chart of Sharpe ratio for VUG/VTV, currently valued at 2.95, compared to the broader market-1.000.001.002.003.004.005.002.95
Sortino ratio
The chart of Sortino ratio for VUG/VTV, currently valued at 3.93, compared to the broader market-2.000.002.004.006.003.93
Omega ratio
The chart of Omega ratio for VUG/VTV, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.801.54
Calmar ratio
The chart of Calmar ratio for VUG/VTV, currently valued at 3.13, compared to the broader market0.002.004.006.008.0010.003.13
Martin ratio
The chart of Martin ratio for VUG/VTV, currently valued at 18.49, compared to the broader market0.0010.0020.0030.0040.0018.49
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.73, compared to the broader market-1.000.001.002.003.004.005.002.73
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.64, compared to the broader market-2.000.002.004.006.003.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.801.001.201.401.601.801.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.42, compared to the broader market0.002.004.006.008.0010.002.42
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.69, compared to the broader market0.0010.0020.0030.0040.0016.69

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VUG
Vanguard Growth ETF
2.483.191.442.2712.47
VTV
Vanguard Value ETF
2.783.811.492.9417.06

Sharpe Ratio

The current VUG/VTV Sharpe ratio is 2.95. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.23 to 2.94, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of VUG/VTV with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00AprilMayJuneJulyAugustSeptember
2.95
2.73
VUG/VTV
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

VUG/VTV granted a 1.40% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
VUG/VTV1.40%1.52%1.61%1.31%1.61%1.73%2.02%1.72%1.92%1.95%1.71%1.70%
VUG
Vanguard Growth ETF
0.51%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%
VTV
Vanguard Value ETF
2.28%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%2.21%

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.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.10%
-0.13%
VUG/VTV
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the VUG/VTV. 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 VUG/VTV was 54.74%, occurring on Mar 9, 2009. Recovery took 760 trading sessions.

The current VUG/VTV drawdown is 0.10%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.74%Oct 10, 2007355Mar 9, 2009760Mar 13, 20121115
-33.98%Feb 20, 202023Mar 23, 202097Aug 10, 2020120
-24.65%Jan 4, 2022195Oct 12, 2022293Dec 12, 2023488
-19.5%Sep 21, 201865Dec 24, 201875Apr 12, 2019140
-13.96%Jul 21, 2015143Feb 11, 201677Jun 2, 2016220

Volatility

Volatility Chart

The current VUG/VTV volatility is 3.82%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.82%
4.00%
VUG/VTV
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

VTVVUG
VTV1.000.80
VUG0.801.00
The correlation results are calculated based on daily price changes starting from Feb 2, 2004