SGRT vs. VV

Last updated Apr 2, 2026

Compare and contrast key facts about SMART Earnings Growth 30 ETF (SGRT) and Vanguard Large-Cap ETF (VV).

SGRT and VV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VV is a passively managed fund by Vanguard that tracks the performance of the CRSP US Large Cap Index. It was launched on Jan 27, 2004.

Performance

SGRT vs. VV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SMART Earnings Growth 30 ETF (SGRT) and Vanguard Large-Cap ETF (VV). The values are adjusted to include any dividend payments, if applicable.

SGRT vs. VV - Yearly Performance Comparison

	2026 (YTD)	2025
SGRT SMART Earnings Growth 30 ETF	9.56%	25.25%
VV Vanguard Large-Cap ETF	-4.11%	7.51%

Returns By Period

In the year-to-date period, SGRT achieves a 9.56% return, which is significantly higher than VV's -4.11% return.

SGRT

• 1D: 2.70%
• 1M: -6.90%
• YTD: 9.56%
• 6M: 15.63%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

VV

• 1D: 0.72%
• 1M: -4.28%
• YTD: -4.11%
• 6M: -2.05%
• 1Y: 18.00%
• 3Y*: 18.78%
• 5Y*: 11.47%
• 10Y*: 14.13%

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

SGRT vs. VV - Expense Ratio Comparison

SGRT has a 0.59% expense ratio, which is higher than VV's 0.04% expense ratio.

SGRT

SMART Earnings Growth 30 ETF

VV

Vanguard Large-Cap ETF

Return for Risk

SGRT vs. VV — Risk / Return Rank

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

VV

VV Risk / Return Rank: 58
VV Sharpe Ratio Rank: 52
VV Sortino Ratio Rank: 55
VV Omega Ratio Rank: 59
VV Calmar Ratio Rank: 58
VV Martin Ratio Rank: 67

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.

SGRT vs. VV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SMART Earnings Growth 30 ETF (SGRT) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	SGRT	VV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.97	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.67	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.78	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.09	0.56	+1.53

Correlation

The correlation between SGRT and VV is 0.75, 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.

Dividends

SGRT vs. VV - Dividend Comparison

SGRT's dividend yield for the trailing twelve months is around 0.15%, less than VV's 1.13% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SGRT SMART Earnings Growth 30 ETF	0.15%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VV Vanguard Large-Cap ETF	1.13%	1.08%	1.24%	1.41%	1.66%	1.19%	1.46%	1.81%	2.09%	1.75%	1.98%	1.96%

Drawdowns

SGRT vs. VV - Drawdown Comparison

The maximum SGRT drawdown since its inception was -17.87%, smaller than the maximum VV drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for SGRT and VV.

Drawdown Indicators

	SGRT	VV	Difference
Max Drawdown Largest peak-to-trough decline	-17.87%	-54.81%	+36.94%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.09%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.66%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.28%	—
Current Drawdown Current decline from peak	-7.09%	-5.85%	-1.24%
Average Drawdown Average peak-to-trough decline	-3.52%	-6.88%	+3.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.61%	—

Volatility

Volatility by Period

	SGRT	VV	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.34%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.60%	—
Volatility (1Y) Calculated over the trailing 1-year period	32.60%	18.61%	+13.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.60%	17.24%	+15.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.60%	18.18%	+14.42%