AXP vs. VTV

Last updated Jun 9, 2026

AXP (American Express Company) is a stock, while VTV (Vanguard Value ETF) is Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index. Over the past 10 years, AXP returned 18.65%/yr vs 12.42%/yr for VTV. A 0.72 correlation means they provide meaningful diversification when combined.

Performance

AXP vs. VTV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Express Company (AXP) and Vanguard Value ETF (VTV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AXP achieves a -15.13% return, which is significantly lower than VTV's 11.91% return. Over the past 10 years, AXP has outperformed VTV with an annualized return of 18.65%, while VTV has yielded a comparatively lower 12.42% annualized return.

AXP

• 1D: 0.53%
• 1M: -1.18%
• YTD: -15.13%
• 6M: -13.33%
• 1Y: 4.33%
• 3Y*: 23.52%
• 5Y*: 15.12%
• 10Y*: 18.65%

VTV

• 1D: 0.25%
• 1M: 2.67%
• YTD: 11.91%
• 6M: 13.41%
• 1Y: 25.49%
• 3Y*: 17.72%
• 5Y*: 11.30%
• 10Y*: 12.42%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AXP vs. VTV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AXP American Express Company	-15.13%	25.99%	60.32%	28.67%	-8.52%	36.88%	-1.14%	32.52%	-2.62%	36.22%
VTV Vanguard Value ETF	11.91%	15.27%	15.95%	9.32%	-2.09%	26.53%	2.33%	25.66%	-5.47%	17.15%

Correlation

The correlation between AXP and VTV is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.58
Correlation (3Y) Calculated over the trailing 3-year period	0.63
Correlation (5Y) Calculated over the trailing 5-year period	0.68
Correlation (10Y) Calculated over the trailing 10-year period	0.71
Correlation (All Time) Calculated using the full available price history since Feb 2, 2004	0.72

The correlation between AXP and VTV shifts across timeframes, from 0.58 (1 year) to 0.72 (all time), reflecting how their relationship changes across market environments.

Return for Risk

AXP vs. VTV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AXP

AXP Risk / Return Rank: 44
AXP Sharpe Ratio Rank: 48
AXP Sortino Ratio Rank: 40
AXP Omega Ratio Rank: 41
AXP Calmar Ratio Rank: 47
AXP Martin Ratio Rank: 47

VTV

VTV Risk / Return Rank: 84
VTV Sharpe Ratio Rank: 85
VTV Sortino Ratio Rank: 87
VTV Omega Ratio Rank: 83
VTV Calmar Ratio Rank: 83
VTV Martin Ratio Rank: 83

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.

AXP vs. VTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Express Company (AXP) and Vanguard Value ETF (VTV). 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.

	AXP	VTV	Difference
Sharpe ratio: Return per unit of total volatility	0.17	2.52	-2.35
Sortino ratio: Return per unit of downside risk	0.40	3.58	-3.18
Omega ratio: Gain probability vs. loss probability	1.05	1.45	-0.40
Calmar ratio: Return relative to maximum drawdown	0.18	4.03	-3.85
Martin ratio: Return relative to average drawdown	0.40	15.20	-14.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AXP vs. VTV - Sharpe Ratio Comparison

The current AXP Sharpe Ratio is 0.17, which is lower than the VTV Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of AXP and VTV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AXP	VTV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.17	2.52	-2.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.82	-0.30
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.59	0.75	-0.16
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.51	-0.22

Drawdowns

AXP vs. VTV - Drawdown Comparison

The maximum AXP drawdown since its inception was -83.91%, which is greater than VTV's maximum drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for AXP and VTV.

Drawdown Indicators

	AXP	VTV	Difference
Max Drawdown Largest peak-to-trough decline	-83.91%	-59.27%	-24.64%
Max Drawdown (1Y) Largest decline over 1 year	-23.90%	-6.35%	-17.55%
Max Drawdown (3Y) Largest decline over 3 years	-28.76%	-14.52%	-14.24%
Max Drawdown (5Y) Largest decline over 5 years	-31.55%	-17.04%	-14.51%
Max Drawdown (10Y) Largest decline over 10 years	-49.64%	-36.78%	-12.86%
Current Drawdown Current decline from peak	-18.42%	-1.11%	-17.31%
Average Drawdown Average peak-to-trough decline	-22.05%	-7.87%	-14.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.96%	1.68%	+9.28%

Volatility

AXP vs. VTV - Volatility Comparison

American Express Company (AXP) has a higher volatility of 6.27% compared to Vanguard Value ETF (VTV) at 2.65%. This indicates that AXP's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AXP	VTV	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.27%	2.65%	+3.62%
Volatility (6M) Calculated over the trailing 6-month period	20.03%	7.67%	+12.36%
Volatility (1Y) Calculated over the trailing 1-year period	26.27%	10.18%	+16.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.49%	13.89%	+15.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.83%	16.68%	+15.15%

Dividends

AXP vs. VTV - Dividend Comparison

AXP's dividend yield for the trailing twelve months is around 1.09%, less than VTV's 1.87% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AXP American Express Company	1.09%	0.85%	0.91%	1.24%	1.35%	1.05%	1.42%	1.29%	1.51%	1.32%	1.61%	1.58%
VTV Vanguard Value ETF	1.87%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%

Frequently Asked Questions

Can I hold both AXP and VTV in my portfolio?

AXP and VTV have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AXP or VTV?

AXP has higher volatility (6.27%) compared to VTV (2.65%). In terms of maximum drawdown, AXP dropped -83.91% vs VTV's -59.27%.

Which has better risk-adjusted returns?

VTV currently has the higher Sharpe Ratio (2.52 vs 0.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.