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ISIN
US9219327031
CUSIP
921932703
Issuer
Vanguard
Inception Date
Sep 7, 2010
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
S&P 500 Value Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value
Assets Under Management
$7B

Share Price Chart


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Performance

VOOV Performance Chart

Vanguard S&P 500 Value ETF (VOOV) is up 7.5% since the beginning of the year. VOOV is currently trading at $219 per share. Investors who bought $1,000 worth of VOOV shares 5 years ago would now be looking at an investment worth $1,699.


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S&P 500 Index

Returns By Period

Vanguard S&P 500 Value ETF (VOOV) has returned 7.53% so far this year and 20.11% over the past 12 months. Over the last ten years, VOOV has returned 12.10% per year, falling short of the S&P 500 Index benchmark, which averaged 13.71% annually.


Vanguard S&P 500 Value ETF

1D
-0.34%
1M
-0.41%
YTD
7.53%
6M
6.93%
1Y
20.11%
3Y*
15.16%
5Y*
11.18%
10Y*
12.10%

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOOV Monthly Returns History

Based on dividend-adjusted daily data since Sep 9, 2010, VOOV's average daily return is +0.05%, while the average monthly return is +1.04%. At this rate, an investment would double in approximately 5.6 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +12.8%, while the worst month was Mar 2020 at -15.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, VOOV closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +10.2%, while the worst single day was Mar 16, 2020 at -10.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.54%2.24%-4.67%5.97%1.95%-0.41%7.53%
20252.87%0.45%-2.95%-3.81%3.06%3.82%0.96%3.36%1.76%1.16%1.68%0.30%13.10%
20240.24%2.95%4.58%-4.20%3.18%-0.91%4.70%3.05%1.12%-1.37%5.94%-6.90%12.21%
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%

Benchmark Metrics

Vanguard S&P 500 Value ETF has an annualized alpha of 0.91%, beta of 0.88, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since September 09, 2010.

  • With beta of 0.88 and R2 of 0.85, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
0.91%
Beta
0.88
0.85
Upside Capture
95.57%
Downside Capture
98.10%

Expense Ratio

VOOV has an expense ratio of 0.07%, which is considered low.


Return for Risk

Risk / Return Rank

VOOV ranks 65 for risk / return — better than 65% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


VOOV Risk / Return Rank: 6565
Overall Rank
VOOV Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
VOOV Sortino Ratio Rank: 6363
Sortino Ratio Rank
VOOV Omega Ratio Rank: 6161
Omega Ratio Rank
VOOV Calmar Ratio Rank: 6767
Calmar Ratio Rank
VOOV Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard S&P 500 Value ETF (VOOV) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VOOVBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.36

1.32

+0.04

Calmar ratioReturn relative to maximum drawdown

3.22

2.46

+0.77

Martin ratioReturn relative to average drawdown

12.21

10.92

+1.29

Dividends

Dividend History

Vanguard S&P 500 Value ETF provided a 1.67% dividend yield over the last twelve months, with an annual payout of $3.67 per share.


1.60%1.80%2.00%2.20%2.40%2.60%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.67$3.60$3.87$2.83$3.06$2.83$3.03$2.64$2.58$2.34$2.18$2.01

Dividend yield

1.67%1.76%2.10%1.69%2.19%1.87%2.45%2.10%2.65%2.13%2.24%2.36%

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
2026$0.00$0.00$0.93$0.00$0.00$0.00$0.93
2025$0.00$0.00$0.86$0.00$0.00$0.87$0.00$0.00$0.93$0.00$0.00$0.95$3.60
2024$0.00$0.00$0.79$0.00$0.00$0.99$0.00$0.00$1.06$0.00$0.00$1.04$3.87
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

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 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.

The current Vanguard S&P 500 Value ETF drawdown is 1.25%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-37.31%Mar 2020
1mo 9d9mo 19d
10mo 28dFeb 2020 - Jan 2021
2011 bear market2011
-21.34%Oct 2011
5mo 4d5mo
10mo 4dMay 2011 - Mar 2012
Rate-hike selloffLate 2018
-19.20%Dec 2018
10mo 29d4mo 7d
1y 3moJan 2018 - Apr 2019
Bear market2022
-18.10%Sep 2022
5mo 12d4mo 4d
9mo 16dApr 2022 - Feb 2023
2025 selloff2025
-17.55%Apr 2025
4mo 7d4mo 16d
8mo 23dDec 2024 - Aug 2025

Drawdown Indicators


VOOVBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-37.31%

-56.78%

+19.47%

Max Drawdown (1Y)

Largest decline over 1 year

-6.27%

-9.10%

+2.83%

Max Drawdown (3Y)

Largest decline over 3 years

-17.55%

-18.90%

+1.35%

Max Drawdown (5Y)

Largest decline over 5 years

-18.10%

-25.43%

+7.33%

Max Drawdown (10Y)

Largest decline over 10 years

-37.31%

-33.92%

-3.39%

Current Drawdown

Current decline from peak

-1.25%

-3.21%

+1.96%

Average Drawdown

Average peak-to-trough decline

-3.83%

-10.71%

+6.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

2.04%

-0.39%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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