LGCF vs. VTV

Last updated Jul 14, 2026

LGCF (Themes US Cash Flow Champions ETF) and VTV (Vanguard Value ETF) are both Large Cap Value Equities funds - LGCF tracks the Solactive US Cash Flow Champions Index while VTV tracks the CRSP US Large Cap Value Index. Both are passively managed. Over the past year, LGCF returned 16.89% vs 25.63% for VTV. Their correlation of 0.84 suggests significant overlap in exposure. LGCF charges 0.29%/yr vs 0.04%/yr for VTV.

Performance

LGCF vs. VTV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Themes US Cash Flow Champions ETF (LGCF) 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, LGCF achieves a 8.53% return, which is significantly lower than VTV's 16.06% return.

LGCF

• 1D: 0.90%
• 1M: 3.30%
• 6M: 7.05%
• YTD: 8.53%
• 1Y: 16.89%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VTV

• 1D: 0.07%
• 1M: 1.54%
• 6M: 12.58%
• YTD: 16.06%
• 1Y: 25.63%
• 3Y*: 18.06%
• 5Y*: 12.36%
• 10Y*: 12.43%

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

LGCF vs. VTV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
LGCF Themes US Cash Flow Champions ETF	8.53%	15.71%	17.65%	3.29%
VTV Vanguard Value ETF	16.06%	15.27%	15.95%	3.38%

Correlation

The correlation between LGCF and VTV is 0.76, 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	0.76
Correlation (All Time) Calculated using the full available price history since Dec 13, 2023	0.84

The correlation between LGCF and VTV has been stable across timeframes, ranging from 0.76 to 0.84 - a consistent structural relationship.

LGCF vs. VTV - Sectors Allocation Comparison

Sectors	LGCF	VTV
Financial Services	38.5%	21.5%
Energy	18.8%	7.4%
Healthcare	17.9%	14.1%
Technology	8.3%	16.5%
Consumer Cyclical	7.7%	4.0%
Consumer Defensive	2.9%	8.9%
Communication Services	2.0%	2.9%
Basic Materials	1.9%	3.3%
Industrials	1.5%	13.6%
Real Estate	-	2.7%
Utilities	-	4.8%

Return for Risk

LGCF vs. VTV — Risk / Return Rank

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

LGCF

LGCF Risk / Return Rank: 56
LGCF Sharpe Ratio Rank: 47
LGCF Sortino Ratio Rank: 46
LGCF Omega Ratio Rank: 49
LGCF Calmar Ratio Rank: 73
LGCF Martin Ratio Rank: 64

VTV

VTV Risk / Return Rank: 90
VTV Sharpe Ratio Rank: 91
VTV Sortino Ratio Rank: 92
VTV Omega Ratio Rank: 89
VTV Calmar Ratio Rank: 88
VTV Martin Ratio Rank: 89

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.

LGCF vs. VTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Themes US Cash Flow Champions ETF (LGCF) 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.

	LGCF	VTV	Difference
Sharpe ratio: Return per unit of total volatility	1.33	2.49	-1.16
Sortino ratio: Return per unit of downside risk	1.87	3.57	-1.70
Omega ratio: Gain probability vs. loss probability	1.25	1.45	-0.20
Calmar ratio: Return relative to maximum drawdown	2.95	4.05	-1.10
Martin ratio: Return relative to average drawdown	9.06	15.35	-6.30

LGCF vs. VTV - Sharpe Ratio Comparison

The current LGCF Sharpe Ratio is 1.33, which is lower than the VTV Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of LGCF 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.

Drawdowns

LGCF vs. VTV - Drawdown Comparison

The maximum LGCF drawdown since its inception was -16.67%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for LGCF and VTV.

Drawdown Indicators

	LGCF	VTV	Difference
Max Drawdown Largest peak-to-trough decline	-16.67%	-59.27%	+42.60%
Max Drawdown (1Y) Largest decline over 1 year	-5.75%	-6.35%	+0.60%
Max Drawdown (3Y) Largest decline over 3 years	—	-14.52%	—
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	0.00%	-0.10%	+0.10%
Average Drawdown Average peak-to-trough decline	-2.16%	-7.83%	+5.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.87%	1.67%	+0.20%

Volatility

LGCF vs. VTV - Volatility Comparison

Themes US Cash Flow Champions ETF (LGCF) and Vanguard Value ETF (VTV) have volatilities of 2.94% and 3.09%, 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

	LGCF	VTV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.94%	3.09%	-0.15%
Volatility (6M) Calculated over the trailing 6-month period	10.13%	7.74%	+2.39%
Volatility (1Y) Calculated over the trailing 1-year period	12.81%	10.38%	+2.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.01%	13.86%	+1.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.01%	16.61%	-1.60%

LGCF vs. VTV - Expense Ratio Comparison

LGCF has a 0.29% expense ratio, which is higher than VTV's 0.04% expense ratio.

Dividends

LGCF vs. VTV - Dividend Comparison

LGCF's dividend yield for the trailing twelve months is around 1.69%, less than VTV's 1.86% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LGCF Themes US Cash Flow Champions ETF	1.69%	1.84%	1.19%	0.00%	0.00%	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 LGCF and VTV in my portfolio?

LGCF and VTV have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LGCF or VTV?

VTV has higher volatility (3.09%) compared to LGCF (2.94%). In terms of maximum drawdown, LGCF dropped -16.67% vs VTV's -59.27%.

Which ETF is better, LGCF or VTV?

On 1-year performance, VTV leads with 25.63% vs 16.89% for LGCF. On fees, VTV is cheaper at 0.04% per year. On volatility, LGCF has been the lower-risk option at 2.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LGCF or VTV?

Over the 1-year period, VTV has performed better with a 25.63% return vs 16.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LGCF or VTV?

VTV is cheaper with a 0.04% expense ratio, compared with 0.29% for LGCF.

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

VTV has the higher dividend yield at 1.86%, compared with 1.69% for LGCF.

What is the main difference between LGCF and VTV?

LGCF tracks Solactive US Cash Flow Champions Index, while VTV tracks CRSP US Large Cap Value Index. They also come from different issuers: Themes and Vanguard. Their fees differ too: 0.29% for LGCF and 0.04% for VTV.

Which has better risk-adjusted returns?

VTV currently has the higher Sharpe Ratio (2.49 vs 1.33), 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.