EDV vs. VTV
EDV (Vanguard Extended Duration Treasury ETF) and VTV (Vanguard Value ETF) are both exchange-traded funds - EDV is a Government Bonds fund tracking the Bloomberg U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index, while VTV is a Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index. Both are passively managed. Over the past 10 years, EDV returned -4.40%/yr vs 12.46%/yr for VTV. Their -0.27 correlation means they have often moved in opposite directions in the past. EDV charges 0.05%/yr vs 0.04%/yr for VTV.
Performance
EDV vs. VTV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EDV achieves a -5.76% return, which is significantly lower than VTV's 16.93% return. Over the past 10 years, EDV has underperformed VTV with an annualized return of -4.40%, while VTV has yielded a comparatively higher 12.46% annualized return.
EDV
- 1D
- 0.47%
- 1M
- -5.91%
- 6M
- -5.09%
- YTD
- -5.76%
- 1Y
- -5.56%
- 3Y*
- -4.58%
- 5Y*
- -12.82%
- 10Y*
- -4.40%
- ALL TIME*
- 2.37%
VTV
- 1D
- 0.48%
- 1M
- 0.83%
- 6M
- 10.86%
- YTD
- 16.93%
- 1Y
- 28.55%
- 3Y*
- 17.83%
- 5Y*
- 12.43%
- 10Y*
- 12.46%
- ALL TIME*
- 9.69%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $91.73M | $72.86M | $67.75M | |
| $655.54M | $670.79M | $624.45M |
EDV vs. VTV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EDV Vanguard Extended Duration Treasury ETF | -5.76% | 0.65% | -12.78% | 1.65% | -39.15% | -6.19% | 23.59% | 18.67% | -3.40% | 13.94% |
VTV Vanguard Value ETF | 16.93% | 15.27% | 15.95% | 9.32% | -2.09% | 26.53% | 2.33% | 25.66% | -5.47% | 17.15% |
Correlation
The correlation between EDV and VTV is 0.24, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.24 |
Correlation (3Y) Balances recent behavior with more history. | 0.21 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.09 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.12 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2007 | -0.27 |
The correlation between EDV and VTV shifts across timeframes, from -0.27 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EDV vs. VTV — Risk / Return Rank
EDV
VTV
EDV vs. VTV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Duration Treasury ETF (EDV) 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.
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.
| EDV | VTV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.19 | ||
| Sortino ratioReturn per unit of downside risk | -4.45 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.51 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 4.52 | -4.94 |
| Martin ratioReturn relative to average drawdown | -0.87 | 17.46 | -18.34 |
Loading charts...
Drawdowns
EDV vs. VTV - Drawdown Comparison
The maximum EDV drawdown since its inception was -59.96%, roughly equal to the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for EDV and VTV.
Loading charts...
Drawdown Indicators
| EDV | VTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.96% | -59.27% | -0.69% |
Max Drawdown (1Y)Largest decline over 1 year | -13.24% | -6.35% | -6.89% |
Max Drawdown (3Y)Largest decline over 3 years | -22.74% | -14.52% | -8.22% |
Max Drawdown (5Y)Largest decline over 5 years | -55.03% | -17.04% | -37.99% |
Max Drawdown (10Y)Largest decline over 10 years | -59.96% | -36.78% | -23.18% |
Current DrawdownCurrent decline from peak | -56.76% | -0.89% | -55.87% |
Average DrawdownAverage peak-to-trough decline | -23.70% | -7.82% | -15.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.39% | 1.64% | +4.75% |
Volatility
EDV vs. VTV - Volatility Comparison
Vanguard Extended Duration Treasury ETF (EDV) has a higher volatility of 3.91% compared to Vanguard Value ETF (VTV) at 2.54%. This indicates that EDV'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.
Loading charts...
Volatility by Period
| EDV | VTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 2.54% | +1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 10.21% | 7.73% | +2.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.01% | 10.29% | +3.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.52% | 13.82% | +7.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.74% | 16.62% | +3.12% |
EDV vs. VTV - Expense Ratio Comparison
EDV has a 0.05% expense ratio, which is higher than VTV's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EDV vs. VTV - Dividend Comparison
EDV's dividend yield for the trailing twelve months is around 5.42%, more than VTV's 1.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDV Vanguard Extended Duration Treasury ETF | 5.42% | 4.94% | 4.65% | 3.81% | 3.28% | 1.95% | 5.54% | 3.51% | 2.90% | 2.92% | 5.32% | 4.24% |
VTV Vanguard Value ETF | 1.85% | 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
EDV and VTV have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EDV has higher volatility (3.91%) compared to VTV (2.54%). In terms of maximum drawdown, EDV dropped -59.96% vs VTV's -59.27%.
On 10-year performance, VTV leads with 12.46% vs -4.40% for EDV. On fees, VTV is cheaper at 0.04% per year. On volatility, VTV has been the lower-risk option at 2.54%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VTV has performed better with a 12.46% return vs -4.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VTV is cheaper with a 0.04% expense ratio, compared with 0.05% for EDV.
EDV has the higher dividend yield at 5.42%, compared with 1.85% for VTV.
EDV is categorized as Government Bonds, while VTV is Large Cap Value Equities. EDV tracks Bloomberg U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index, while VTV tracks CRSP US Large Cap Value Index. Their fees differ too: 0.05% for EDV and 0.04% for VTV.
VTV currently has the higher Sharpe Ratio (2.79 vs -0.40), 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.
Find the right allocation for EDV and VTV
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer