GVLU vs. VTV

Last updated Jun 4, 2026

GVLU (Gotham 1000 Value ETF) and VTV (Vanguard Value ETF) are both exchange-traded funds - GVLU is a Mid Cap Value Equities fund actively managed by Gotham, while VTV is a Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index. GVLU is actively managed, while VTV is passively managed. Over the past 3 years, GVLU returned 15.80%/yr vs 18.28%/yr for VTV. Their correlation of 0.88 suggests significant overlap in exposure. GVLU charges 0.51%/yr vs 0.04%/yr for VTV.

Performance

GVLU vs. VTV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gotham 1000 Value ETF (GVLU) 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, GVLU achieves a 6.95% return, which is significantly lower than VTV's 12.30% return.

GVLU

• 1D: -0.67%
• 1M: 1.02%
• YTD: 6.95%
• 6M: 7.83%
• 1Y: 18.56%
• 3Y*: 15.80%
• 5Y*: —
• 10Y*: —

VTV

• 1D: 0.01%
• 1M: 4.23%
• YTD: 12.30%
• 6M: 13.12%
• 1Y: 26.25%
• 3Y*: 18.28%
• 5Y*: 11.24%
• 10Y*: 12.48%

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

GVLU vs. VTV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
GVLU Gotham 1000 Value ETF	6.95%	11.24%	11.09%	18.02%	-3.80%
VTV Vanguard Value ETF	12.30%	15.27%	15.95%	9.32%	0.20%

Correlation

The correlation between GVLU and VTV is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (All Time) Calculated using the full available price history since Jun 9, 2022	0.88

The correlation between GVLU and VTV has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.

GVLU vs. VTV - Sectors Allocation Comparison

Sectors	GVLU	VTV
Consumer Cyclical	16.1%	4.0%
Financial Services	15.9%	22.3%
Technology	14.5%	13.4%
Energy	11.4%	8.1%
Industrials	11.2%	14.0%
Healthcare	10.8%	14.5%
Consumer Defensive	10.3%	9.4%
Basic Materials	5.2%	3.1%
Communication Services	3.7%	3.3%
Real Estate	0.5%	2.8%
Utilities	0.4%	5.2%

Return for Risk

GVLU vs. VTV — Risk / Return Rank

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

GVLU

GVLU Risk / Return Rank: 42
GVLU Sharpe Ratio Rank: 39
GVLU Sortino Ratio Rank: 42
GVLU Omega Ratio Rank: 36
GVLU Calmar Ratio Rank: 46
GVLU Martin Ratio Rank: 45

VTV

VTV Risk / Return Rank: 79
VTV Sharpe Ratio Rank: 78
VTV Sortino Ratio Rank: 82
VTV Omega Ratio Rank: 77
VTV Calmar Ratio Rank: 79
VTV Martin Ratio Rank: 79

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.

GVLU vs. VTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gotham 1000 Value ETF (GVLU) 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.

	GVLU	VTV	Difference
Sharpe ratio: Return per unit of total volatility	1.39	2.61	-1.22
Sortino ratio: Return per unit of downside risk	2.16	3.74	-1.58
Omega ratio: Gain probability vs. loss probability	1.24	1.47	-0.23
Calmar ratio: Return relative to maximum drawdown	2.29	4.15	-1.86
Martin ratio: Return relative to average drawdown	7.40	15.69	-8.29
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GVLU vs. VTV - Sharpe Ratio Comparison

The current GVLU Sharpe Ratio is 1.39, which is lower than the VTV Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of GVLU 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

	GVLU	VTV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.39	2.61	-1.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.81	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.75	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.51	+0.09

Drawdowns

GVLU vs. VTV - Drawdown Comparison

The maximum GVLU drawdown since its inception was -20.82%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for GVLU and VTV.

Drawdown Indicators

	GVLU	VTV	Difference
Max Drawdown Largest peak-to-trough decline	-20.82%	-59.27%	+38.45%
Max Drawdown (1Y) Largest decline over 1 year	-8.14%	-6.35%	-1.79%
Max Drawdown (3Y) Largest decline over 3 years	-20.82%	-14.52%	-6.30%
Max Drawdown (5Y) Largest decline over 5 years	—	-17.04%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.78%	—
Current Drawdown Current decline from peak	-1.57%	0.00%	-1.57%
Average Drawdown Average peak-to-trough decline	-4.16%	-7.87%	+3.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.52%	1.68%	+0.84%

Volatility

GVLU vs. VTV - Volatility Comparison

Gotham 1000 Value ETF (GVLU) has a higher volatility of 3.03% compared to Vanguard Value ETF (VTV) at 2.52%. This indicates that GVLU'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

	GVLU	VTV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.03%	2.52%	+0.51%
Volatility (6M) Calculated over the trailing 6-month period	9.04%	7.55%	+1.49%
Volatility (1Y) Calculated over the trailing 1-year period	13.44%	10.11%	+3.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.79%	13.88%	+3.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.79%	16.67%	+1.12%

GVLU vs. VTV - Expense Ratio Comparison

GVLU has a 0.51% expense ratio, which is higher than VTV's 0.04% expense ratio.

Dividends

GVLU vs. VTV - Dividend Comparison

GVLU's dividend yield for the trailing twelve months is around 6.02%, more than VTV's 1.86% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GVLU Gotham 1000 Value ETF	6.02%	6.44%	2.88%	1.62%	0.98%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VTV Vanguard Value ETF	1.86%	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 GVLU and VTV in my portfolio?

GVLU and VTV have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GVLU or VTV?

GVLU has higher volatility (3.03%) compared to VTV (2.52%). In terms of maximum drawdown, GVLU dropped -20.82% vs VTV's -59.27%.

Which ETF is better, GVLU or VTV?

On 3-year performance, VTV leads with 18.28% vs 15.80% for GVLU. On fees, VTV is cheaper at 0.04% per year. On volatility, VTV has been the lower-risk option at 2.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GVLU or VTV?

Over the 3-year period, VTV has performed better with a 18.28% return vs 15.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GVLU or VTV?

VTV is cheaper with a 0.04% expense ratio, compared with 0.51% for GVLU.

Which ETF pays a higher dividend yield, GVLU or VTV?

GVLU has the higher dividend yield at 6.02%, compared with 1.86% for VTV.

What is the main difference between GVLU and VTV?

GVLU is categorized as Mid Cap Value Equities, while VTV is Large Cap Value Equities. They also come from different issuers: Gotham and Vanguard. Their fees differ too: 0.51% for GVLU and 0.04% for VTV.

Which has better risk-adjusted returns?

VTV currently has the higher Sharpe Ratio (2.61 vs 1.39), 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.