Vanguard value
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 50% |
VIG Vanguard Dividend Appreciation ETF | Large Cap Growth Equities, Dividend | 10% |
VYM Vanguard High Dividend Yield ETF | Dividend, Large Cap Value Equities | 30% |
VYMI Vanguard International High Dividend Yield ETF | Foreign Large Cap Equities, Dividend | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Vanguard value, 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 never rebalanced.
The earliest data available for this chart is Mar 2, 2016, corresponding to the inception date of VYMI
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -13.73% | -12.06% | -11.77% | -2.50% | 13.85% | 9.30% |
| Vanguard value | 4.53% | -2.71% | 3.72% | 15.75% | 13.15% | N/A |
| Portfolio components: | ||||||
GLD SPDR Gold Trust | 15.52% | 4.22% | 14.56% | 30.02% | 12.65% | 9.35% |
VYM Vanguard High Dividend Yield ETF | -7.67% | -10.23% | -7.15% | 1.06% | 12.66% | 8.84% |
VYMI Vanguard International High Dividend Yield ETF | 1.41% | -8.23% | -4.59% | 4.28% | 13.03% | N/A |
VIG Vanguard Dividend Appreciation ETF | -9.14% | -10.86% | -8.58% | 0.55% | 12.17% | 10.26% |
Monthly Returns
The table below presents the monthly returns of Vanguard value, 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 | 5.17% | 1.63% | 3.65% | -5.65% | 4.53% | ||||||||
| 2024 | -0.55% | 1.52% | 6.62% | 0.22% | 2.55% | -0.23% | 4.82% | 2.38% | 3.26% | 1.45% | 0.55% | -2.75% | 21.34% |
| 2023 | 4.74% | -4.39% | 4.13% | 1.38% | -2.85% | 1.42% | 2.99% | -1.95% | -3.94% | 2.58% | 4.42% | 3.10% | 11.58% |
| 2022 | -1.32% | 1.83% | 1.89% | -3.41% | -0.16% | -4.85% | 1.06% | -2.89% | -5.65% | 4.64% | 7.94% | -0.07% | -1.83% |
| 2021 | -1.98% | -1.04% | 2.55% | 3.16% | 5.25% | -4.03% | 1.64% | 0.92% | -3.32% | 3.31% | -1.72% | 4.97% | 9.57% |
| 2020 | 1.09% | -4.82% | -6.77% | 8.31% | 2.88% | 1.49% | 7.11% | 1.69% | -3.30% | -1.26% | 3.28% | 5.19% | 14.62% |
| 2019 | 4.61% | 1.49% | -0.45% | 1.28% | -2.26% | 7.18% | 0.22% | 2.96% | -0.08% | 1.88% | -0.55% | 3.32% | 21.03% |
| 2018 | 3.97% | -3.45% | -0.51% | -0.51% | -0.28% | -2.01% | 1.07% | -0.66% | 0.17% | -1.89% | 1.83% | -1.89% | -4.29% |
| 2017 | 3.25% | 3.17% | -0.04% | 1.17% | 0.45% | -0.67% | 2.06% | 2.04% | -0.41% | 0.39% | 1.60% | 1.83% | 15.79% |
| 2016 | 1.58% | 2.97% | -2.68% | 5.04% | 2.32% | -1.60% | 0.24% | -2.13% | -2.56% | 0.52% | 3.45% |
Expense Ratio
Vanguard value has an expense ratio of 0.25%, 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
With an overall rank of 96, Vanguard value is among the top 4% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
GLD SPDR Gold Trust | 2.02 | 2.65 | 1.34 | 3.88 | 10.48 |
VYM Vanguard High Dividend Yield ETF | 0.04 | 0.14 | 1.02 | 0.04 | 0.23 |
VYMI Vanguard International High Dividend Yield ETF | 0.28 | 0.45 | 1.06 | 0.42 | 1.17 |
VIG Vanguard Dividend Appreciation ETF | 0.02 | 0.10 | 1.01 | 0.02 | 0.09 |
Dividends
Dividend yield
Vanguard value provided a 1.62% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.62% | 1.48% | 1.58% | 1.57% | 1.41% | 1.44% | 1.50% | 1.66% | 1.35% | 1.33% | 1.20% | 1.03% |
| Portfolio components: | ||||||||||||
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYM Vanguard High Dividend Yield ETF | 3.15% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% |
VYMI Vanguard International High Dividend Yield ETF | 4.79% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% | 0.00% |
VIG Vanguard Dividend Appreciation ETF | 2.00% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% |
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 Vanguard value. 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 Vanguard value was 20.45%, occurring on Mar 20, 2020. Recovery took 80 trading sessions.
The current Vanguard value drawdown is 5.83%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.45% | Feb 24, 2020 | 20 | Mar 20, 2020 | 80 | Jul 15, 2020 | 100 |
| -16.52% | Apr 21, 2022 | 110 | Sep 27, 2022 | 87 | Feb 1, 2023 | 197 |
| -11.75% | Jan 29, 2018 | 229 | Dec 24, 2018 | 122 | Jun 20, 2019 | 351 |
| -7.79% | Jul 27, 2023 | 50 | Oct 5, 2023 | 37 | Nov 28, 2023 | 87 |
| -6.76% | Sep 7, 2016 | 71 | Dec 15, 2016 | 46 | Feb 23, 2017 | 117 |
Volatility
Volatility Chart
The current Vanguard value volatility is 5.23%, 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
| GLD | VIG | VYMI | VYM | |
|---|---|---|---|---|
| GLD | 1.00 | 0.05 | 0.20 | 0.04 |
| VIG | 0.05 | 1.00 | 0.70 | 0.90 |
| VYMI | 0.20 | 0.70 | 1.00 | 0.75 |
| VYM | 0.04 | 0.90 | 0.75 | 1.00 |