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Vanguard Value ETF (VTV)

ETF · Currency in USD · Last updated Feb 24, 2024

The Vanguard Value ETF (VTV) is a passive exchange-traded fund (ETF) managed by Vanguard. It tracks the investment results of the MSCI US Prime Market Value Index, which comprises large and mid-cap U.S. stocks considered undervalued by the market. VTV was launched on January 26, 2004, and has an expense ratio of 0.04%, which is relatively low compared to other ETFs. This means that it has low annual fees, making it a cost-effective option for investors who want to gain exposure to a diverse range of undervalued stocks in the U.S. market.

Summary

ETF Info

ISINUS9229087443
CUSIP922908744
IssuerVanguard
Inception DateJan 26, 2004
RegionNorth America (U.S.)
CategoryLarge Cap Value Equities
Index TrackedMSCI US Prime Market Value Index
Home Pageadvisors.vanguard.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

The Vanguard Value ETF has an expense ratio of 0.04% which is considered to be low.


0.04%
0.00%2.15%

Share Price Chart


Loading data...

Performance

The chart shows the growth of an initial investment of $10,000 in Vanguard 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.


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
11.40%
15.50%
VTV (Vanguard Value ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with VTV

Vanguard Value ETF

Popular comparisons: VTV vs. VYM, VTV vs. VOO, VTV vs. VUG, VTV vs. VTI, VTV vs. VOOV, VTV vs. VIG, VTV vs. SCHD, VTV vs. SPY, VTV vs. SCHV, VTV vs. SPYV

Return

Vanguard Value ETF had a return of 4.37% year-to-date (YTD) and 13.57% in the last 12 months. Over the past 10 years, Vanguard Value ETF had an annualized return of 10.30%, which was very close to the S&P 500 benchmark's annualized return of 10.70%.


PeriodReturnBenchmark
Year-To-Date4.37%6.69%
1 month4.22%4.52%
6 months11.40%15.50%
1 year13.57%26.83%
5 years (annualized)10.47%12.76%
10 years (annualized)10.30%10.70%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.87%
20233.46%-2.38%-3.28%-2.64%6.68%5.09%

Risk-Adjusted Performance

This table presents risk-adjusted performance metrics for Vanguard Value ETF (VTV) and compares them with a selected benchmark (^GSPC). These performance indicators 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
VTV
Vanguard Value ETF
1.22
^GSPC
S&P 500
2.23

Sharpe Ratio

The current Vanguard Value ETF Sharpe ratio is 1.22. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.22
2.23
VTV (Vanguard Value ETF)
Benchmark (^GSPC)

Dividend History

Vanguard Value ETF granted a 2.35% dividend yield in the last twelve months. The annual payout for that period amounted to $3.67 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.67$3.67$3.53$3.16$3.04$3.00$2.67$2.44$2.27$2.12$1.87$1.69

Dividend yield

2.35%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%2.21%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00
2023$0.00$0.00$0.82$0.00$0.00$0.92$0.00$0.00$0.90$0.00$0.00$1.03
2022$0.00$0.00$0.79$0.00$0.00$0.84$0.00$0.00$0.86$0.00$0.00$1.04
2021$0.00$0.00$0.71$0.00$0.00$0.74$0.00$0.00$0.81$0.00$0.00$0.90
2020$0.00$0.00$0.76$0.00$0.00$0.77$0.00$0.00$0.72$0.00$0.00$0.79
2019$0.00$0.00$0.73$0.00$0.00$0.70$0.00$0.00$0.66$0.00$0.00$0.91
2018$0.00$0.00$0.60$0.00$0.00$0.63$0.00$0.00$0.73$0.00$0.00$0.71
2017$0.00$0.00$0.56$0.00$0.00$0.56$0.00$0.00$0.68$0.00$0.00$0.65
2016$0.00$0.00$0.54$0.00$0.00$0.48$0.00$0.00$0.56$0.00$0.00$0.70
2015$0.00$0.00$0.50$0.00$0.00$0.51$0.00$0.00$0.53$0.00$0.00$0.59
2014$0.00$0.00$0.43$0.00$0.00$0.45$0.00$0.00$0.48$0.00$0.00$0.51
2013$0.39$0.00$0.00$0.39$0.00$0.00$0.42$0.00$0.00$0.49

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February00
VTV (Vanguard Value ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard 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 Value ETF was 59.27%, occurring on Mar 5, 2009. Recovery took 985 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.27%Jul 16, 2007414Mar 5, 2009985Feb 1, 20131399
-36.78%Feb 13, 202027Mar 23, 2020179Dec 4, 2020206
-17.36%Sep 24, 201864Dec 24, 201886Apr 30, 2019150
-17.04%Apr 21, 2022113Sep 30, 2022200Jul 20, 2023313
-13.29%May 22, 2015183Feb 11, 201646Apr 19, 2016229

Volatility Chart

The current Vanguard Value ETF volatility is 2.86%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2024February
2.86%
3.90%
VTV (Vanguard Value ETF)
Benchmark (^GSPC)

Portfolios with Vanguard Value ETF


Portfolio NameYTD Return10Y ReturnDiv. Yield10Y VolatilityMax. DrawdownCurrent DrawdownExpense RatioSharpe RatioSortino ratioOmega ratioCalmar ratioUlcer Index
Alpha Architect Robust Portfolio2.58%5.86%1.96%12.89%-48.58%-0.86%0.40%1.15
Bill Bernstein Coward's Portfolio1.01%5.85%2.54%10.19%-37.25%0.00%0.15%1.16
Bill Schultheis Coffee House Portfolio0.51%6.05%2.73%10.86%-24.01%-3.31%0.05%0.98
Frank Armstrong’s Ideal Index Portfolio0.79%5.58%2.77%11.75%-44.57%-1.00%0.12%0.96
FundAdvice Ultimate Buy & Hold Portfolio0.51%4.78%2.94%10.01%-21.19%-1.35%0.14%1.05
Larry Swedroe Simple Portfolio-0.12%5.52%2.55%11.02%-39.91%-3.01%0.20%0.65
Paul Merriman Ultimate Portfolio0.32%6.58%3.01%17.04%-38.24%-3.06%0.16%0.75