SLYV vs. VIOV
Compare and contrast key facts about SPDR S&P 600 Small Cap Value ETF (SLYV) and Vanguard S&P Small-Cap 600 Value ETF (VIOV).
SLYV and VIOV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SLYV is a passively managed fund by State Street that tracks the performance of the S&P SmallCap 600 Value Index. It was launched on Sep 29, 2000. VIOV is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Value Index. It was launched on Sep 7, 2010. Both SLYV and VIOV 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: SLYV or VIOV.
Performance
SLYV vs. VIOV - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with SLYV having a 10.12% return and VIOV slightly higher at 10.30%. Both investments have delivered pretty close results over the past 10 years, with SLYV having a 8.68% annualized return and VIOV not far ahead at 8.71%.
SLYV
10.12%
2.21%
11.05%
26.66%
9.27%
8.68%
VIOV
10.30%
2.34%
11.16%
27.18%
9.41%
8.71%
Key characteristics
| SLYV | VIOV | |
|---|---|---|
| Sharpe Ratio | 1.16 | 1.19 |
| Sortino Ratio | 1.77 | 1.81 |
| Omega Ratio | 1.21 | 1.22 |
| Calmar Ratio | 1.54 | 1.57 |
| Martin Ratio | 5.26 | 5.37 |
| Ulcer Index | 4.67% | 4.67% |
| Daily Std Dev | 21.23% | 21.13% |
| Max Drawdown | -61.32% | -47.36% |
| Current Drawdown | -4.43% | -4.39% |
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SLYV vs. VIOV - Expense Ratio Comparison
Both SLYV and VIOV have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between SLYV and VIOV is 0.94, 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
SLYV vs. VIOV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 600 Small Cap Value ETF (SLYV) and Vanguard S&P Small-Cap 600 Value ETF (VIOV). 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
SLYV vs. VIOV - Dividend Comparison
SLYV's dividend yield for the trailing twelve months is around 2.16%, less than VIOV's 2.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLYV SPDR S&P 600 Small Cap Value ETF | 2.16% | 2.11% | 1.47% | 1.94% | 1.40% | 1.66% | 2.14% | 5.53% | 2.18% | 6.55% | 7.50% | 1.58% |
VIOV Vanguard S&P Small-Cap 600 Value ETF | 2.22% | 2.18% | 1.81% | 1.59% | 1.42% | 1.60% | 1.76% | 1.43% | 1.17% | 1.32% | 1.27% | 0.91% |
Drawdowns
SLYV vs. VIOV - Drawdown Comparison
The maximum SLYV drawdown since its inception was -61.32%, which is greater than VIOV's maximum drawdown of -47.36%. Use the drawdown chart below to compare losses from any high point for SLYV and VIOV. For additional features, visit the drawdowns tool.
Volatility
SLYV vs. VIOV - Volatility Comparison
SPDR S&P 600 Small Cap Value ETF (SLYV) and Vanguard S&P Small-Cap 600 Value ETF (VIOV) have volatilities of 7.94% and 7.87%, 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.