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NDVG vs. VTV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NDVG and VTV is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

NDVG vs. VTV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Dividend Growth ETF (NDVG) and Vanguard Value ETF (VTV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

NDVG:

0.79

VTV:

0.57

Sortino Ratio

NDVG:

1.29

VTV:

0.99

Omega Ratio

NDVG:

1.19

VTV:

1.14

Calmar Ratio

NDVG:

0.92

VTV:

0.69

Martin Ratio

NDVG:

3.85

VTV:

2.52

Ulcer Index

NDVG:

3.56%

VTV:

3.97%

Daily Std Dev

NDVG:

15.99%

VTV:

15.66%

Max Drawdown

NDVG:

-19.71%

VTV:

-59.27%

Current Drawdown

NDVG:

-2.87%

VTV:

-4.58%

Returns By Period

In the year-to-date period, NDVG achieves a 0.97% return, which is significantly lower than VTV's 1.92% return.


NDVG

YTD

0.97%

1M

6.70%

6M

-1.13%

1Y

12.48%

5Y*

N/A

10Y*

N/A

VTV

YTD

1.92%

1M

6.00%

6M

-3.14%

1Y

8.78%

5Y*

16.00%

10Y*

9.94%

*Annualized

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NDVG vs. VTV - Expense Ratio Comparison

NDVG has a 0.64% expense ratio, which is higher than VTV's 0.04% expense ratio.


Risk-Adjusted Performance

NDVG vs. VTV — Risk-Adjusted Performance Rank

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

NDVG
The Risk-Adjusted Performance Rank of NDVG is 7676
Overall Rank
The Sharpe Ratio Rank of NDVG is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of NDVG is 7575
Sortino Ratio Rank
The Omega Ratio Rank of NDVG is 7777
Omega Ratio Rank
The Calmar Ratio Rank of NDVG is 7878
Calmar Ratio Rank
The Martin Ratio Rank of NDVG is 7979
Martin Ratio Rank

VTV
The Risk-Adjusted Performance Rank of VTV is 6161
Overall Rank
The Sharpe Ratio Rank of VTV is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of VTV is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VTV is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VTV is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VTV is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NDVG vs. VTV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Dividend Growth ETF (NDVG) 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.


The current NDVG Sharpe Ratio is 0.79, which is higher than the VTV Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of NDVG and VTV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

NDVG vs. VTV - Dividend Comparison

NDVG's dividend yield for the trailing twelve months is around 1.20%, less than VTV's 2.29% yield.


TTM20242023202220212020201920182017201620152014
NDVG
Nuveen Dividend Growth ETF
1.20%1.20%1.24%1.34%0.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTV
Vanguard Value ETF
2.29%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%

Drawdowns

NDVG vs. VTV - Drawdown Comparison

The maximum NDVG drawdown since its inception was -19.71%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for NDVG and VTV. For additional features, visit the drawdowns tool.


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Volatility

NDVG vs. VTV - Volatility Comparison

Nuveen Dividend Growth ETF (NDVG) has a higher volatility of 5.21% compared to Vanguard Value ETF (VTV) at 4.70%. This indicates that NDVG'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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