VUG/VTV
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VTV Vanguard Value ETF | Large Cap Value Equities | 50% |
VUG Vanguard Growth ETF | Large Cap Growth Equities | 50% |
Performance
Performance Chart
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The earliest data available for this chart is Jan 30, 2004, corresponding to the inception date of VUG
Returns By Period
As of May 11, 2025, the VUG/VTV returned -2.58% Year-To-Date and 12.55% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| VUG/VTV | -2.58% | 7.54% | -4.46% | 10.53% | 16.04% | 12.55% |
| Portfolio components: | ||||||
VUG Vanguard Growth ETF | -5.41% | 9.75% | -4.74% | 13.34% | 16.55% | 14.70% |
VTV Vanguard Value ETF | -0.17% | 5.29% | -4.89% | 6.55% | 14.52% | 9.82% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.16% | -1.07% | -5.39% | -0.82% | 1.73% | -2.58% | |||||||
| 2024 | 1.51% | 5.21% | 3.22% | -4.04% | 4.65% | 3.54% | 1.49% | 2.58% | 1.93% | -0.82% | 6.25% | -2.89% | 24.45% |
| 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% | 5.33% | -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% | 5.66% | 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% |
Expense Ratio
VUG/VTV has an expense ratio of 0.04%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of VUG/VTV is 49, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
VUG Vanguard Growth ETF | 0.54 | 0.91 | 1.13 | 0.59 | 2.00 |
VTV Vanguard Value ETF | 0.45 | 0.82 | 1.11 | 0.55 | 2.00 |
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Dividends
Dividend yield
VUG/VTV provided a 1.42% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.42% | 1.39% | 1.52% | 1.61% | 1.31% | 1.61% | 1.73% | 2.02% | 1.72% | 1.92% | 1.95% | 1.71% |
| Portfolio components: | ||||||||||||
VUG Vanguard Growth ETF | 0.50% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% |
VTV Vanguard Value ETF | 2.33% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% |
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.
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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 7.24%.
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 |
| -18.27% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 2.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | VTV | VUG | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.92 | 0.95 | 0.99 |
| VTV | 0.92 | 1.00 | 0.79 | 0.93 |
| VUG | 0.95 | 0.79 | 1.00 | 0.96 |
| Portfolio | 0.99 | 0.93 | 0.96 | 1.00 |