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KVLE vs. VTV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

KVLE vs. VTV

Last updated Jun 24, 2026

KVLE (KFA Value Liner Dynamic Core Equity Index ETF) and VTV (Vanguard Value ETF) are both Large Cap Value Equities funds - KVLE tracks the 3D/L Value Line Dynamic Core Equity Index while VTV tracks the CRSP US Large Cap Value Index. Both are passively managed. Over the past 5 years, KVLE returned 10.02%/yr vs 12.22%/yr for VTV. Their correlation of 0.87 suggests significant overlap in exposure. KVLE charges 0.56%/yr vs 0.04%/yr for VTV.

Performance

KVLE vs. VTV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KFA Value Liner Dynamic Core Equity Index ETF (KVLE) and Vanguard Value ETF (VTV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KVLE achieves a 9.27% return, which is significantly lower than VTV's 14.47% return.

KVLE

1D
-0.36%
1M
0.18%
YTD
9.27%
6M
8.32%
1Y
17.71%
3Y*
14.36%
5Y*
10.02%
10Y*
—

VTV

1D
-0.56%
1M
3.10%
YTD
14.47%
6M
13.93%
1Y
27.19%
3Y*
18.66%
5Y*
12.22%
10Y*
12.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KVLE vs. VTV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
KVLE
KFA Value Liner Dynamic Core Equity Index ETF		9.27%9.34%18.25%10.49%-5.96%28.01%1.71%
VTV
Vanguard Value ETF		14.47%15.27%15.95%9.32%-2.09%26.53%3.89%

Correlation

The correlation between KVLE and VTV is 0.80, 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

0.80

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2020

0.87

The correlation between KVLE and VTV has been stable across timeframes, ranging from 0.80 to 0.87 - a consistent structural relationship.

KVLE vs. VTV - Sectors Allocation Comparison

Sectors
KVLE
VTV

Technology

31.4%
16.4%

Financial Services

12.2%
21.5%

Real Estate

11.8%
2.7%

Consumer Cyclical

9.4%
4.0%

Healthcare

9.3%
14.1%

Industrials

8.9%
13.9%

Consumer Defensive

6.6%
8.9%

Energy

4.4%
7.4%

Communication Services

4.1%
3.1%

Basic Materials

1.3%
3.0%

Utilities

0.6%
4.8%

Technology

KVLE
31.4%
VTV
16.4%

Financial Services

KVLE
12.2%
VTV
21.5%

Real Estate

KVLE
11.8%
VTV
2.7%

Consumer Cyclical

KVLE
9.4%
VTV
4.0%

Healthcare

KVLE
9.3%
VTV
14.1%

Industrials

KVLE
8.9%
VTV
13.9%

Consumer Defensive

KVLE
6.6%
VTV
8.9%

Energy

KVLE
4.4%
VTV
7.4%

Communication Services

KVLE
4.1%
VTV
3.1%

Basic Materials

KVLE
1.3%
VTV
3.0%

Utilities

KVLE
0.6%
VTV
4.8%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

KFA Value Liner Dynamic Core Equity Index ETF

Vanguard Value ETF

Often compared with KVLE:
KVLE vs. SPYKVLE vs. SCHDKVLE vs. VOOKVLE vs. DOGGKVLE vs. KBAKVLE vs. KLIPKVLE vs. KWEB
Often compared with VTV:
VTV vs. SCHDVTV vs. VOOVTV vs. VTIVTV vs. VUGVTV vs. VYMVTV vs. SCHVVTV vs. VIG

Return for Risk

KVLE vs. VTV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
KVLE
KVLE Risk / Return Rank: 4646
Overall Rank
KVLE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
KVLE Sortino Ratio Rank: 4949
Sortino Ratio Rank
KVLE Omega Ratio Rank: 4747
Omega Ratio Rank
KVLE Calmar Ratio Rank: 3939
Calmar Ratio Rank
KVLE Martin Ratio Rank: 4646
Martin Ratio Rank
VTV
VTV Risk / Return Rank: 8484
Overall Rank
VTV Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VTV Sortino Ratio Rank: 8787
Sortino Ratio Rank
VTV Omega Ratio Rank: 8282
Omega Ratio Rank
VTV Calmar Ratio Rank: 8383
Calmar Ratio Rank
VTV Martin Ratio Rank: 8383
Martin Ratio Rank
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.

KVLE vs. VTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KFA Value Liner Dynamic Core Equity Index ETF (KVLE) 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.

KVLEVTVDifference
Sharpe ratioReturn per unit of total volatility
1.58
2.63

-1.05

Sortino ratioReturn per unit of downside risk
2.25
3.75

-1.51

Omega ratioGain probability vs. loss probability

1.28

1.47

-0.19

Calmar ratioReturn relative to maximum drawdown

1.85

4.30

-2.45

Martin ratioReturn relative to average drawdown

7.07

16.20

-9.13

KVLE vs. VTV - Sharpe Ratio Comparison

The current KVLE Sharpe Ratio is 1.58, which is lower than the VTV Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of KVLE 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.

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Drawdowns

KVLE vs. VTV - Drawdown Comparison

The maximum KVLE drawdown since its inception was -18.38%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for KVLE and VTV.

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Drawdown Indicators

KVLEVTVDifference

Max Drawdown

Largest peak-to-trough decline

-18.38%

-59.27%

+40.89%

Max Drawdown (1Y)

Largest decline over 1 year

-9.59%

-6.35%

-3.24%

Max Drawdown (3Y)

Largest decline over 3 years

-16.39%

-14.52%

-1.87%

Max Drawdown (5Y)

Largest decline over 5 years

-18.38%

-17.04%

-1.34%

Max Drawdown (10Y)

Largest decline over 10 years

—

-36.78%

—

Current Drawdown

Current decline from peak

-1.76%

-0.56%

-1.20%

Average Drawdown

Average peak-to-trough decline

-3.19%

-7.85%

+4.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

1.68%

+0.83%

Volatility

KVLE vs. VTV - Volatility Comparison

KFA Value Liner Dynamic Core Equity Index ETF (KVLE) has a higher volatility of 3.68% compared to Vanguard Value ETF (VTV) at 3.41%. This indicates that KVLE'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.

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Volatility by Period

KVLEVTVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.68%

3.41%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

8.73%

7.85%

+0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

11.25%

10.39%

+0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.53%

13.88%

+0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.33%

16.65%

-2.32%

KVLE vs. VTV - Expense Ratio Comparison

KVLE has a 0.56% expense ratio, which is higher than VTV's 0.04% expense ratio.

Dividends

KVLE vs. VTV - Dividend Comparison

KVLE's dividend yield for the trailing twelve months is around 7.37%, more than VTV's 1.83% yield.

PositionTTM20252024202320222021202020192018201720162015
KVLE
KFA Value Liner Dynamic Core Equity Index ETF		7.37%7.90%7.99%2.53%5.78%9.51%0.35%0.00%0.00%0.00%0.00%0.00%
VTV
Vanguard Value ETF		1.83%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

KVLE and VTV have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KVLE has higher volatility (3.68%) compared to VTV (3.41%). In terms of maximum drawdown, KVLE dropped -18.38% vs VTV's -59.27%.

On 5-year performance, VTV leads with 12.22% vs 10.02% for KVLE. On fees, VTV is cheaper at 0.04% per year. On volatility, VTV has been the lower-risk option at 3.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, VTV has performed better with a 12.22% return vs 10.02%. 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 0.56% for KVLE.

KVLE has the higher dividend yield at 7.37%, compared with 1.83% for VTV.

KVLE tracks 3D/L Value Line Dynamic Core Equity Index, while VTV tracks CRSP US Large Cap Value Index. They also come from different issuers: CICC and Vanguard. Their fees differ too: 0.56% for KVLE and 0.04% for VTV.

VTV currently has the higher Sharpe Ratio (2.63 vs 1.58), 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.

Portfolio Optimizer

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