OEF vs. VTV
OEF (iShares S&P 100 ETF) and VTV (Vanguard Value ETF) are both exchange-traded funds - OEF is a Large Cap Blend Equities fund tracking the S&P 100 Index, while VTV is a Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index. Both are passively managed. Over the past 10 years, OEF returned 16.63%/yr vs 12.95%/yr for VTV. Their correlation of 0.87 suggests significant overlap in exposure. OEF charges 0.20%/yr vs 0.04%/yr for VTV.
Performance
OEF vs. VTV - Performance Comparison
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Returns By Period
In the year-to-date period, OEF achieves a 5.60% return, which is significantly lower than VTV's 14.47% return. Over the past 10 years, OEF has outperformed VTV with an annualized return of 16.63%, while VTV has yielded a comparatively lower 12.95% annualized return.
OEF
- 1D
- -1.41%
- 1M
- -2.70%
- YTD
- 5.60%
- 6M
- 4.83%
- 1Y
- 23.70%
- 3Y*
- 22.31%
- 5Y*
- 14.45%
- 10Y*
- 16.63%
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%
OEF vs. VTV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OEF iShares S&P 100 ETF | 5.60% | 19.80% | 30.74% | 32.71% | -21.03% | 29.18% | 21.21% | 31.87% | -4.16% | 21.82% |
VTV Vanguard Value ETF | 14.47% | 15.27% | 15.95% | 9.32% | -2.09% | 26.53% | 2.33% | 25.66% | -5.47% | 17.15% |
Correlation
The correlation between OEF and VTV is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.87 |
Over the past year, the correlation between OEF and VTV has dropped to 0.52 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
OEF vs. VTV — Risk / Return Rank
OEF
VTV
OEF vs. VTV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 100 ETF (OEF) 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.
| OEF | VTV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.47 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | 4.30 | -2.15 |
| Martin ratioReturn relative to average drawdown | 8.71 | 16.20 | -7.50 |
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Drawdowns
OEF vs. VTV - Drawdown Comparison
The maximum OEF drawdown since its inception was -54.11%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for OEF and VTV.
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Drawdown Indicators
| OEF | VTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.11% | -59.27% | +5.16% |
Max Drawdown (1Y)Largest decline over 1 year | -11.06% | -6.35% | -4.71% |
Max Drawdown (3Y)Largest decline over 3 years | -19.80% | -14.52% | -5.28% |
Max Drawdown (5Y)Largest decline over 5 years | -26.47% | -17.04% | -9.43% |
Max Drawdown (10Y)Largest decline over 10 years | -31.44% | -36.78% | +5.34% |
Current DrawdownCurrent decline from peak | -4.48% | -0.56% | -3.92% |
Average DrawdownAverage peak-to-trough decline | -11.74% | -7.85% | -3.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 1.68% | +1.05% |
Volatility
OEF vs. VTV - Volatility Comparison
iShares S&P 100 ETF (OEF) has a higher volatility of 5.27% compared to Vanguard Value ETF (VTV) at 3.41%. This indicates that OEF'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
| OEF | VTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.27% | 3.41% | +1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 10.57% | 7.85% | +2.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.42% | 10.39% | +3.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.81% | 13.88% | +3.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.48% | 16.65% | +1.83% |
OEF vs. VTV - Expense Ratio Comparison
OEF has a 0.20% expense ratio, which is higher than VTV's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
OEF vs. VTV - Dividend Comparison
OEF's dividend yield for the trailing twelve months is around 0.89%, less than VTV's 1.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OEF iShares S&P 100 ETF | 0.89% | 0.81% | 1.03% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% |
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
OEF and VTV have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OEF has higher volatility (5.27%) compared to VTV (3.41%). In terms of maximum drawdown, OEF dropped -54.11% vs VTV's -59.27%.
On 10-year performance, OEF leads with 16.63% vs 12.95% for VTV. 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 10-year period, OEF has performed better with a 16.63% return vs 12.95%. 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 0.20% for OEF.
VTV has the higher dividend yield at 1.83%, compared with 0.89% for OEF.
OEF is categorized as Large Cap Blend Equities, while VTV is Large Cap Value Equities. OEF tracks S&P 100 Index, while VTV tracks CRSP US Large Cap Value Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for OEF and 0.04% for VTV.
VTV currently has the higher Sharpe Ratio (2.63 vs 1.78), 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.
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