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Vanguard S&P 500 Value ETF (VOOV)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS9219327031
CUSIP921932703
IssuerVanguard
Inception DateSep 7, 2010
RegionNorth America (U.S.)
CategoryLarge Cap Value Equities
Index TrackedS&P 500 Value Index
Home Pageadvisors.vanguard.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

VOOV features an expense ratio of 0.10%, falling within the medium range.


Expense ratio chart for VOOV: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Vanguard S&P 500 Value ETF

Popular comparisons: VOOV vs. VOO, VOOV vs. VOOG, VOOV vs. VTV, VOOV vs. SCHD, VOOV vs. COWZ, VOOV vs. RPV, VOOV vs. VTI, VOOV vs. FBGRX, VOOV vs. SPLG, VOOV vs. IVW

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard S&P 500 Value ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


300.00%320.00%340.00%360.00%380.00%December2024FebruaryMarchAprilMay
380.74%
380.29%
VOOV (Vanguard S&P 500 Value ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard S&P 500 Value ETF had a return of 7.93% year-to-date (YTD) and 23.80% in the last 12 months. Over the past 10 years, Vanguard S&P 500 Value ETF had an annualized return of 10.47%, which was very close to the S&P 500 benchmark's annualized return of 10.99%.


PeriodReturnBenchmark
Year-To-Date7.93%11.18%
1 month5.63%5.60%
6 months15.90%17.48%
1 year23.80%26.33%
5 years (annualized)13.02%13.16%
10 years (annualized)10.47%10.99%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.24%2.95%4.58%-4.20%7.93%
20237.00%-3.02%1.34%1.76%-1.83%6.72%3.50%-2.85%-4.57%-1.81%9.55%5.57%22.15%
2022-1.79%-1.34%3.13%-5.03%1.66%-8.19%5.86%-2.89%-8.51%11.62%5.90%-3.89%-5.37%
2021-1.60%5.92%6.47%3.58%2.46%-1.24%0.79%1.72%-3.29%4.52%-3.28%7.10%24.87%
2020-2.66%-9.35%-15.31%10.56%3.17%-1.01%3.74%3.52%-2.38%-1.84%12.80%3.34%1.23%
20198.48%2.27%0.99%4.25%-7.66%8.06%1.73%-2.60%3.82%2.65%3.91%3.02%31.75%
20184.07%-5.39%-2.06%0.56%0.17%0.56%4.03%1.06%0.66%-5.35%2.53%-9.38%-9.09%
20170.68%3.87%-1.29%-0.10%-0.27%1.85%1.39%-1.18%3.22%1.17%3.45%1.65%15.26%
2016-5.14%0.77%7.04%1.96%0.93%0.82%2.73%0.58%-0.36%-1.54%6.36%2.45%17.24%
2015-4.33%5.39%-1.38%1.35%0.92%-2.10%0.43%-5.99%-2.91%7.42%0.59%-1.81%-3.16%
2014-4.10%3.89%2.54%1.31%1.06%2.19%-1.48%3.57%-1.77%1.66%2.72%0.19%12.10%
20136.59%1.15%3.88%1.68%2.60%-0.41%4.77%-4.02%2.54%4.47%2.81%2.34%31.88%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of VOOV is 82, placing it in the top 18% of ETFs 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 VOOV is 8282
VOOV (Vanguard S&P 500 Value ETF)
The Sharpe Ratio Rank of VOOV is 8585Sharpe Ratio Rank
The Sortino Ratio Rank of VOOV is 8585Sortino Ratio Rank
The Omega Ratio Rank of VOOV is 8484Omega Ratio Rank
The Calmar Ratio Rank of VOOV is 8585Calmar Ratio Rank
The Martin Ratio Rank of VOOV is 7070Martin 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

The charts below present risk-adjusted performance metrics for Vanguard S&P 500 Value ETF (VOOV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VOOV
Sharpe ratio
The chart of Sharpe ratio for VOOV, currently valued at 2.30, compared to the broader market0.002.004.002.30
Sortino ratio
The chart of Sortino ratio for VOOV, currently valued at 3.27, compared to the broader market0.005.0010.003.27
Omega ratio
The chart of Omega ratio for VOOV, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.40
Calmar ratio
The chart of Calmar ratio for VOOV, currently valued at 2.27, compared to the broader market0.005.0010.0015.002.27
Martin ratio
The chart of Martin ratio for VOOV, currently valued at 7.19, compared to the broader market0.0020.0040.0060.0080.00100.007.19
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market0.002.004.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market0.005.0010.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.005.0010.0015.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.0020.0040.0060.0080.00100.009.12

Sharpe Ratio

The current Vanguard S&P 500 Value ETF Sharpe ratio is 2.30. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard S&P 500 Value ETF 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 Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
2.30
2.38
VOOV (Vanguard S&P 500 Value ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard S&P 500 Value ETF granted a 1.70% dividend yield in the last twelve months. The annual payout for that period amounted to $3.06 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.06$2.83$3.06$2.83$3.03$2.64$2.58$2.34$2.18$2.01$1.78$1.62

Dividend yield

1.70%1.69%2.19%1.87%2.45%2.10%2.65%2.13%2.24%2.36%1.98%1.97%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard S&P 500 Value ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.79$0.00$0.00$0.79
2023$0.00$0.00$0.56$0.00$0.00$0.69$0.00$0.00$0.70$0.00$0.00$0.89$2.83
2022$0.00$0.00$0.59$0.00$0.00$0.71$0.00$0.00$0.82$0.00$0.00$0.95$3.06
2021$0.00$0.00$0.56$0.00$0.00$0.62$0.00$0.00$0.83$0.00$0.00$0.83$2.83
2020$0.00$0.00$0.63$0.00$0.00$0.83$0.00$0.00$0.63$0.00$0.00$0.93$3.03
2019$0.00$0.00$0.60$0.00$0.00$0.67$0.00$0.00$0.69$0.00$0.00$0.69$2.64
2018$0.00$0.00$0.57$0.00$0.00$0.62$0.00$0.00$0.68$0.00$0.00$0.71$2.58
2017$0.00$0.00$0.47$0.00$0.00$0.58$0.00$0.00$0.66$0.00$0.00$0.64$2.34
2016$0.00$0.00$0.52$0.00$0.00$0.48$0.00$0.00$0.57$0.00$0.00$0.62$2.18
2015$0.00$0.00$0.45$0.00$0.00$0.49$0.00$0.00$0.50$0.00$0.00$0.57$2.01
2014$0.00$0.00$0.41$0.00$0.00$0.44$0.00$0.00$0.46$0.00$0.00$0.48$1.78
2013$0.41$0.00$0.00$0.35$0.00$0.00$0.43$0.00$0.00$0.44$1.62

Drawdowns

Drawdowns Chart

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


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay0
-0.09%
VOOV (Vanguard S&P 500 Value ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard S&P 500 Value ETF. 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 S&P 500 Value ETF was 37.31%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.31%Feb 13, 202027Mar 23, 2020200Jan 6, 2021227
-21.34%May 2, 2011108Oct 3, 2011103Mar 1, 2012211
-19.2%Jan 29, 2018229Dec 24, 201886Apr 30, 2019315
-18.1%Apr 21, 2022113Sep 30, 202284Feb 1, 2023197
-14.9%May 22, 2015183Feb 11, 201680Jun 7, 2016263

Volatility

Volatility Chart

The current Vanguard S&P 500 Value ETF volatility is 2.38%, 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%December2024FebruaryMarchAprilMay
2.38%
3.36%
VOOV (Vanguard S&P 500 Value ETF)
Benchmark (^GSPC)