OEF vs. VTV
Compare and contrast key facts about iShares S&P 100 ETF (OEF) and Vanguard Value ETF (VTV).
OEF and VTV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. OEF is a passively managed fund by iShares that tracks the performance of the S&P 100 Index. It was launched on Oct 23, 2000. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004. Both OEF and VTV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OEF or VTV.
Performance
OEF vs. VTV - Performance Comparison
Returns By Period
In the year-to-date period, OEF achieves a 28.55% return, which is significantly higher than VTV's 19.95% return. Over the past 10 years, OEF has outperformed VTV with an annualized return of 13.96%, while VTV has yielded a comparatively lower 10.47% annualized return.
OEF
28.55%
0.95%
13.29%
34.89%
17.19%
13.96%
VTV
19.95%
-0.91%
8.89%
28.68%
11.42%
10.47%
Key characteristics
| OEF | VTV | |
|---|---|---|
| Sharpe Ratio | 2.63 | 2.79 |
| Sortino Ratio | 3.48 | 3.93 |
| Omega Ratio | 1.49 | 1.51 |
| Calmar Ratio | 3.58 | 5.57 |
| Martin Ratio | 15.88 | 17.90 |
| Ulcer Index | 2.19% | 1.59% |
| Daily Std Dev | 13.27% | 10.17% |
| Max Drawdown | -54.11% | -59.27% |
| Current Drawdown | -1.78% | -1.69% |
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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%.
Correlation
The correlation between OEF and VTV is 0.89, 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.
Risk-Adjusted Performance
OEF vs. VTV - Risk-Adjusted Performance 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.
Dividends
OEF vs. VTV - Dividend Comparison
OEF's dividend yield for the trailing twelve months is around 1.01%, less than VTV's 2.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OEF iShares S&P 100 ETF | 1.01% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% | 1.85% | 1.96% |
VTV Vanguard Value ETF | 2.25% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
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. For additional features, visit the drawdowns tool.
Volatility
OEF vs. VTV - Volatility Comparison
iShares S&P 100 ETF (OEF) has a higher volatility of 4.54% compared to Vanguard Value ETF (VTV) at 3.65%. 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.