LFEQ vs. VV

Last updated Jun 4, 2026

LFEQ (VanEck Long/Flat Trend ETF) and VV (Vanguard Large-Cap ETF) are both Large Cap Growth Equities funds - LFEQ tracks the Ned Davis Research CMG US Large Cap Long/Flat Index - USD while VV tracks the CRSP US Large Cap Index. Both are passively managed. Over the past 5 years, LFEQ returned 9.91%/yr vs 13.64%/yr for VV. Their correlation of 0.92 suggests significant overlap in exposure. LFEQ charges 0.58%/yr vs 0.04%/yr for VV.

Performance

LFEQ vs. VV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Long/Flat Trend ETF (LFEQ) and Vanguard Large-Cap ETF (VV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with LFEQ having a 10.63% return and VV slightly higher at 11.16%.

LFEQ

• 1D: -0.61%
• 1M: 5.08%
• YTD: 10.63%
• 6M: 10.69%
• 1Y: 27.35%
• 3Y*: 18.29%
• 5Y*: 9.91%
• 10Y*: —

VV

• 1D: 0.42%
• 1M: 4.83%
• YTD: 11.16%
• 6M: 10.98%
• 1Y: 28.29%
• 3Y*: 22.94%
• 5Y*: 13.64%
• 10Y*: 15.57%

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

LFEQ vs. VV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LFEQ VanEck Long/Flat Trend ETF	10.63%	10.49%	24.30%	19.66%	-22.05%	27.97%	17.56%	24.07%	-5.55%	5.27%
VV Vanguard Large-Cap ETF	11.16%	18.11%	25.25%	27.18%	-19.91%	27.41%	21.04%	31.25%	-4.46%	5.27%

Correlation

The correlation between LFEQ and VV is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.99
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (All Time) Calculated using the full available price history since Oct 6, 2017	0.92

The correlation between LFEQ and VV has been stable across timeframes, ranging from 0.90 to 0.99 - a consistent structural relationship.

LFEQ vs. VV - Sectors Allocation Comparison

Sectors	LFEQ	VV
Technology	33.6%	35.9%
Financial Services	12.2%	11.8%
Communication Services	10.5%	11.2%
Consumer Cyclical	10.0%	9.8%
Healthcare	9.5%	8.6%
Industrials	8.5%	8.0%
Consumer Defensive	5.3%	4.8%
Energy	4.0%	3.6%
Utilities	2.6%	2.7%
Real Estate	2.0%	1.7%
Basic Materials	1.9%	1.6%

Return for Risk

LFEQ vs. VV — Risk / Return Rank

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

LFEQ

LFEQ Risk / Return Rank: 69
LFEQ Sharpe Ratio Rank: 70
LFEQ Sortino Ratio Rank: 69
LFEQ Omega Ratio Rank: 69
LFEQ Calmar Ratio Rank: 62
LFEQ Martin Ratio Rank: 75

VV

VV Risk / Return Rank: 71
VV Sharpe Ratio Rank: 74
VV Sortino Ratio Rank: 73
VV Omega Ratio Rank: 72
VV Calmar Ratio Rank: 63
VV Martin Ratio Rank: 75

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.

LFEQ vs. VV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Long/Flat Trend ETF (LFEQ) and Vanguard Large-Cap ETF (VV). 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.

	LFEQ	VV	Difference
Sharpe ratio: Return per unit of total volatility	2.30	2.37	-0.07
Sortino ratio: Return per unit of downside risk	3.16	3.24	-0.07
Omega ratio: Gain probability vs. loss probability	1.41	1.43	-0.01
Calmar ratio: Return relative to maximum drawdown	3.06	3.09	-0.03
Martin ratio: Return relative to average drawdown	14.08	14.11	-0.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LFEQ vs. VV - Sharpe Ratio Comparison

The current LFEQ Sharpe Ratio is 2.30, which is comparable to the VV Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of LFEQ and VV, 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

	LFEQ	VV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.30	2.37	-0.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	0.80	-0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.86	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	0.60	+0.08

Drawdowns

LFEQ vs. VV - Drawdown Comparison

The maximum LFEQ drawdown since its inception was -35.19%, smaller than the maximum VV drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for LFEQ and VV.

Drawdown Indicators

	LFEQ	VV	Difference
Max Drawdown Largest peak-to-trough decline	-35.19%	-54.81%	+19.62%
Max Drawdown (1Y) Largest decline over 1 year	-8.98%	-9.21%	+0.23%
Max Drawdown (3Y) Largest decline over 3 years	-18.97%	-18.97%	0.00%
Max Drawdown (5Y) Largest decline over 5 years	-25.55%	-25.66%	+0.11%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.28%	—
Current Drawdown Current decline from peak	-0.61%	-0.30%	-0.31%
Average Drawdown Average peak-to-trough decline	-6.16%	-6.84%	+0.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.95%	2.01%	-0.06%

Volatility

LFEQ vs. VV - Volatility Comparison

VanEck Long/Flat Trend ETF (LFEQ) and Vanguard Large-Cap ETF (VV) have volatilities of 2.90% and 2.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LFEQ	VV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.90%	2.79%	+0.11%
Volatility (6M) Calculated over the trailing 6-month period	9.09%	8.99%	+0.10%
Volatility (1Y) Calculated over the trailing 1-year period	11.98%	11.99%	-0.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.36%	17.22%	-2.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.58%	18.19%	-0.61%

LFEQ vs. VV - Expense Ratio Comparison

LFEQ has a 0.58% expense ratio, which is higher than VV's 0.04% expense ratio.

Dividends

LFEQ vs. VV - Dividend Comparison

LFEQ's dividend yield for the trailing twelve months is around 0.82%, less than VV's 0.97% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LFEQ VanEck Long/Flat Trend ETF	0.82%	0.90%	0.74%	1.56%	1.19%	0.37%	2.06%	1.45%	1.07%	0.79%	0.00%	0.00%
VV Vanguard Large-Cap ETF	0.97%	1.08%	1.24%	1.41%	1.66%	1.19%	1.46%	1.81%	2.09%	1.75%	1.98%	1.96%

Frequently Asked Questions

Can I hold both LFEQ and VV in my portfolio?

With a correlation of 0.99, LFEQ and VV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, LFEQ or VV?

LFEQ has higher volatility (2.90%) compared to VV (2.79%). In terms of maximum drawdown, LFEQ dropped -35.19% vs VV's -54.81%.

Which ETF is better, LFEQ or VV?

On 5-year performance, VV leads with 13.64% vs 9.91% for LFEQ. On fees, VV is cheaper at 0.04% per year. On volatility, VV has been the lower-risk option at 2.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LFEQ or VV?

Over the 5-year period, VV has performed better with a 13.64% return vs 9.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LFEQ or VV?

VV is cheaper with a 0.04% expense ratio, compared with 0.58% for LFEQ.

Which ETF pays a higher dividend yield, LFEQ or VV?

VV has the higher dividend yield at 0.97%, compared with 0.82% for LFEQ.

What is the main difference between LFEQ and VV?

LFEQ tracks Ned Davis Research CMG US Large Cap Long/Flat Index - USD, while VV tracks CRSP US Large Cap Index. They also come from different issuers: VanEck and Vanguard. Their fees differ too: 0.58% for LFEQ and 0.04% for VV.

Which has better risk-adjusted returns?

VV currently has the higher Sharpe Ratio (2.37 vs 2.30), 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.