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VUG/VTV

Last updated Sep 30, 2023

Asset Allocation


VUG 50%VTV 50%EquityEquity
PositionCategory/SectorWeight
VUG
Vanguard Growth ETF
Large Cap Growth Equities50%
VTV
Vanguard Value ETF
Large Cap Value Equities50%

Performance

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


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%12.00%MayJuneJulyAugustSeptember
4.98%
3.96%
VUG/VTV
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 30, 2023, the VUG/VTV returned 13.89% Year-To-Date and 11.86% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-4.87%4.35%11.68%19.59%7.97%9.75%
VUG/VTV-4.51%5.36%13.89%22.07%10.00%11.88%
VUG
Vanguard Growth ETF
-5.74%9.48%28.37%28.13%11.93%13.50%
VTV
Vanguard Value ETF
-3.28%1.16%0.15%14.69%7.23%9.79%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20233.80%1.40%0.53%6.53%3.41%-1.73%

Sharpe Ratio

The current VUG/VTV Sharpe ratio is 1.04. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.04

The Sharpe ratio of VUG/VTV lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio-0.500.000.501.00MayJuneJulyAugustSeptember
1.04
0.89
VUG/VTV
Benchmark (^GSPC)
Portfolio components

Dividend yield

VUG/VTV granted a 1.64% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
VUG/VTV1.64%1.64%1.36%1.71%1.87%2.23%1.93%2.19%2.29%2.05%2.08%2.64%
VUG
Vanguard Growth ETF
0.61%0.71%0.49%0.68%0.98%1.37%1.20%1.47%1.40%1.32%1.32%1.69%
VTV
Vanguard Value ETF
2.67%2.56%2.24%2.73%2.76%3.09%2.66%2.91%3.18%2.78%2.84%3.60%

Expense Ratio

The VUG/VTV has an expense ratio of 0.04% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.04%
0.00%2.15%
0.04%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VUG
Vanguard Growth ETF
1.02
VTV
Vanguard Value ETF
0.81

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
VTV1.000.81
VUG0.811.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptember
-7.74%
-10.60%
VUG/VTV
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the VUG/VTV. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the VUG/VTV is 54.74%, recorded on Mar 9, 2009. It took 760 trading sessions for the portfolio to recover.


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, 2022
-19.5%Sep 21, 201865Dec 24, 201875Apr 12, 2019140
-13.96%Jul 21, 2015143Feb 11, 201677Jun 2, 2016220

Volatility Chart

The current VUG/VTV volatility is 3.10%, 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%MayJuneJulyAugustSeptember
3.10%
3.17%
VUG/VTV
Benchmark (^GSPC)
Portfolio components