- ISIN
- US9229087443
- CUSIP
- 922908744
- Issuer
- Vanguard
- Inception Date
- Jan 26, 2004
- Region
- North America (U.S.)
- Category
- Large Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- CRSP US Large Cap Value Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
- Assets Under Management
- $245B
Share Price Chart
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Performance
VTV Performance Chart
Vanguard Value ETF (VTV) is up 14.8% since the beginning of the year. VTV is currently trading at $218 per share. Investors who bought $1,000 worth of VTV shares 5 years ago would now be looking at an investment worth $1,792.
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Returns By Period
Vanguard Value ETF (VTV) has returned 14.79% so far this year and 27.83% over the past 12 months. Over the last ten years, VTV has returned 12.80% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.
Vanguard Value ETF
- 1D
- -0.10%
- 1M
- 5.50%
- YTD
- 14.79%
- 6M
- 15.16%
- 1Y
- 27.83%
- 3Y*
- 18.01%
- 5Y*
- 12.38%
- 10Y*
- 12.80%
Benchmark (S&P 500 Index)
- 1D
- -0.57%
- 1M
- 1.39%
- YTD
- 9.73%
- 6M
- 10.46%
- 1Y
- 24.50%
- 3Y*
- 19.43%
- 5Y*
- 12.21%
- 10Y*
- 13.75%
VTV Monthly Returns History
Based on dividend-adjusted daily data since Jan 30, 2004, VTV's average daily return is +0.04%, while the average monthly return is +0.86%. At this rate, an investment would double in approximately 6.7 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +12.8%, while the worst month was Oct 2008 at -16.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, VTV closed higher 54% of trading days. The best single day was Oct 28, 2008 with a return of +10.8%, while the worst single day was Mar 16, 2020 at -11.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.59% | 3.76% | -4.81% | 5.39% | 2.45% | 2.92% | 14.79% | ||||||
| 2025 | 4.37% | 0.81% | -2.46% | -3.62% | 2.95% | 3.69% | 0.17% | 3.49% | 2.30% | -0.39% | 2.54% | 0.79% | 15.27% |
| 2024 | 0.87% | 3.34% | 5.17% | -3.91% | 3.00% | 0.15% | 4.74% | 2.88% | 1.53% | -1.38% | 5.64% | -6.37% | 15.95% |
| 2023 | 2.79% | -3.24% | -0.46% | 1.77% | -4.12% | 6.13% | 3.46% | -2.38% | -3.28% | -2.64% | 6.68% | 5.09% | 9.32% |
| 2022 | -1.07% | -1.15% | 3.28% | -4.79% | 2.41% | -7.89% | 5.06% | -2.68% | -7.81% | 11.73% | 5.99% | -3.30% | -2.09% |
| 2021 | -0.79% | 5.00% | 6.67% | 3.44% | 2.92% | -1.24% | 1.01% | 2.09% | -3.94% | 5.44% | -3.04% | 6.96% | 26.53% |
Benchmark Metrics
Vanguard Value ETF has an annualized alpha of 1.39%, beta of 0.94, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since January 30, 2004.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (97.64%) than losses (93.52%) - typical of diversified or defensive assets.
- With beta of 0.94 and R2 of 0.89, 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
- 1.39%
- Beta
- 0.94
- R²
- 0.89
- Upside Capture
- 97.64%
- Downside Capture
- 93.52%
Expense Ratio
VTV has an expense ratio of 0.04%, which is considered low.
Return for Risk
Risk / Return Rank
VTV ranks 87 for risk / return — in the top 87% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Vanguard Value ETF (VTV) 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.
| VTV | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.36 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 4.40 | 2.71 | +1.70 |
| Martin ratioReturn relative to average drawdown | 16.61 | 12.15 | +4.46 |
Dividends
Dividend History
Vanguard Value ETF provided a 1.82% dividend yield over the last twelve months, with an annual payout of $3.97 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.97 | $3.91 | $3.92 | $3.67 | $3.53 | $3.16 | $3.04 | $3.00 | $2.67 | $2.44 | $2.27 | $2.12 |
Dividend yield | 1.82% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $1.08 | $0.00 | $0.00 | $0.00 | $1.08 | ||||||
| 2025 | $0.00 | $0.00 | $1.01 | $0.00 | $0.00 | $0.96 | $0.00 | $0.00 | $0.94 | $0.00 | $0.00 | $0.99 | $3.91 |
| 2024 | $0.00 | $0.00 | $1.01 | $0.00 | $0.00 | $1.01 | $0.00 | $0.00 | $0.91 | $0.00 | $0.00 | $0.98 | $3.92 |
| 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 | $3.67 |
| 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 | $3.53 |
| 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 | $3.16 |
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 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.
The current Vanguard Value ETF drawdown is 0.10%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -59.27%Mar 2009 | 1y 7mo | 3y 11mo | 5y 6moJul 2007 - Feb 2013 |
COVID crash2020 | -36.78%Mar 2020 | 1mo 9d | 8mo 16d | 9mo 25dFeb 2020 - Dec 2020 |
Rate-hike selloffLate 2018 | -17.36%Dec 2018 | 3mo 1d | 4mo 7d | 7mo 8dSep 2018 - Apr 2019 |
Bear market2022 | -17.04%Sep 2022 | 5mo 12d | 9mo 23d | 1y 3moApr 2022 - Jul 2023 |
2025 selloff2025 | -14.52%Apr 2025 | 4mo 7d | 2mo 26d | 7mo 3dDec 2024 - Jul 2025 |
Drawdown Indicators
| VTV | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.27% | -56.78% | -2.49% |
Max Drawdown (1Y)Largest decline over 1 year | -6.35% | -9.10% | +2.75% |
Max Drawdown (3Y)Largest decline over 3 years | -14.52% | -18.90% | +4.38% |
Max Drawdown (5Y)Largest decline over 5 years | -17.04% | -25.43% | +8.39% |
Max Drawdown (10Y)Largest decline over 10 years | -36.78% | -33.92% | -2.86% |
Current DrawdownCurrent decline from peak | -0.10% | -1.29% | +1.19% |
Average DrawdownAverage peak-to-trough decline | -7.86% | -10.72% | +2.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 2.02% | -0.34% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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