Correlation
The correlation between SSPY and VTV is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
SSPY vs. VTV
Compare and contrast key facts about Syntax Stratified LargeCap ETF (SSPY) and Vanguard Value ETF (VTV).
SSPY and VTV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SSPY is a passively managed fund by Syntax Advisors that tracks the performance of the Syntax Stratified LargeCap Index. It was launched on Jan 4, 2019. 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 SSPY 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: SSPY or VTV.
Performance
SSPY vs. VTV - Performance Comparison
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Key characteristics
SSPY:
0.43
VTV:
0.67
SSPY:
0.67
VTV:
0.97
SSPY:
1.09
VTV:
1.13
SSPY:
0.41
VTV:
0.68
SSPY:
1.58
VTV:
2.41
SSPY:
4.21%
VTV:
4.08%
SSPY:
17.28%
VTV:
15.78%
SSPY:
-36.67%
VTV:
-59.27%
SSPY:
-3.64%
VTV:
-4.66%
Returns By Period
In the year-to-date period, SSPY achieves a 2.16% return, which is significantly higher than VTV's 1.83% return. Both investments have delivered pretty close results over the past 10 years, with SSPY having a 10.20% annualized return and VTV not far behind at 9.97%.
SSPY
2.16%
3.98%
-3.64%
6.01%
7.50%
13.56%
10.20%
VTV
1.83%
3.20%
-4.66%
8.83%
8.67%
13.90%
9.97%
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SSPY vs. VTV - Expense Ratio Comparison
SSPY has a 0.30% expense ratio, which is higher than VTV's 0.04% expense ratio.
Risk-Adjusted Performance
SSPY vs. VTV — Risk-Adjusted Performance Rank
SSPY
VTV
SSPY vs. VTV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Syntax Stratified LargeCap ETF (SSPY) 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.
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Dividends
SSPY vs. VTV - Dividend Comparison
SSPY's dividend yield for the trailing twelve months is around 0.34%, less than VTV's 2.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSPY Syntax Stratified LargeCap ETF | 0.34% | 0.35% | 1.76% | 1.69% | 1.09% | 1.63% | 1.55% | 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
SSPY vs. VTV - Drawdown Comparison
The maximum SSPY drawdown since its inception was -36.67%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for SSPY and VTV.
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Volatility
SSPY vs. VTV - Volatility Comparison
Syntax Stratified LargeCap ETF (SSPY) has a higher volatility of 4.45% compared to Vanguard Value ETF (VTV) at 4.23%. This indicates that SSPY'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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