T vs. VOOV

Last updated Jun 13, 2026

T (AT&T Inc.) is a stock, while VOOV (Vanguard S&P 500 Value ETF) is Large Cap Value Equities fund tracking the S&P 500 Value Index. Over the past 10 years, T returned 3.33%/yr vs 12.04%/yr for VOOV. A 0.50 correlation means they provide meaningful diversification when combined.

Performance

T vs. VOOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AT&T Inc. (T) and Vanguard S&P 500 Value ETF (VOOV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, T achieves a -2.96% return, which is significantly lower than VOOV's 8.31% return. Over the past 10 years, T has underperformed VOOV with an annualized return of 3.33%, while VOOV has yielded a comparatively higher 12.04% annualized return.

T

• 1D: 2.52%
• 1M: -4.69%
• YTD: -2.96%
• 6M: -1.93%
• 1Y: -12.96%
• 3Y*: 20.58%
• 5Y*: 7.38%
• 10Y*: 3.33%

VOOV

• 1D: 0.67%
• 1M: 1.81%
• YTD: 8.31%
• 6M: 8.06%
• 1Y: 20.66%
• 3Y*: 15.11%
• 5Y*: 10.94%
• 10Y*: 12.04%

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

T vs. VOOV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
T AT&T Inc.	-2.96%	13.97%	44.08%	-2.74%	5.76%	-8.09%	-21.37%	45.55%	-22.25%	-4.01%
VOOV Vanguard S&P 500 Value ETF	8.31%	13.10%	12.21%	22.15%	-5.37%	24.87%	1.23%	31.75%	-9.09%	15.26%

Correlation

The correlation between T and VOOV is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.11
Correlation (3Y) Calculated over the trailing 3-year period	0.25
Correlation (5Y) Calculated over the trailing 5-year period	0.40
Correlation (10Y) Calculated over the trailing 10-year period	0.47
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010	0.50

Over the past year, the correlation between T and VOOV has dropped to 0.11 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

Return for Risk

T vs. VOOV — Risk / Return Rank

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

T

T Risk / Return Rank: 18
T Sharpe Ratio Rank: 17
T Sortino Ratio Rank: 17
T Omega Ratio Rank: 18
T Calmar Ratio Rank: 21
T Martin Ratio Rank: 15

VOOV

VOOV Risk / Return Rank: 75
VOOV Sharpe Ratio Rank: 75
VOOV Sortino Ratio Rank: 75
VOOV Omega Ratio Rank: 73
VOOV Calmar Ratio Rank: 74
VOOV Martin Ratio Rank: 76

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.

T vs. VOOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and Vanguard S&P 500 Value ETF (VOOV). 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.

	T	VOOV	Difference
Sharpe ratio: Return per unit of total volatility	-0.59	2.08	-2.67
Sortino ratio: Return per unit of downside risk	-0.72	2.90	-3.62
Omega ratio: Gain probability vs. loss probability	0.92	1.37	-0.45
Calmar ratio: Return relative to maximum drawdown	-0.59	3.31	-3.90
Martin ratio: Return relative to average drawdown	-1.22	12.58	-13.80

T vs. VOOV - Sharpe Ratio Comparison

The current T Sharpe Ratio is -0.59, which is lower than the VOOV Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of T and VOOV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

T vs. VOOV - Drawdown Comparison

The maximum T drawdown since its inception was -64.15%, which is greater than VOOV's maximum drawdown of -37.31%. Use the drawdown chart below to compare losses from any high point for T and VOOV.

Drawdown Indicators

	T	VOOV	Difference
Max Drawdown Largest peak-to-trough decline	-64.15%	-37.31%	-26.84%
Max Drawdown (1Y) Largest decline over 1 year	-21.87%	-6.27%	-15.60%
Max Drawdown (3Y) Largest decline over 3 years	-21.87%	-17.55%	-4.32%
Max Drawdown (5Y) Largest decline over 5 years	-32.01%	-18.10%	-13.91%
Max Drawdown (10Y) Largest decline over 10 years	-42.35%	-37.31%	-5.04%
Current Drawdown Current decline from peak	-18.12%	-0.19%	-17.93%
Average Drawdown Average peak-to-trough decline	-15.72%	-3.84%	-11.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.64%	1.65%	+8.99%

Volatility

T vs. VOOV - Volatility Comparison

AT&T Inc. (T) has a higher volatility of 8.21% compared to Vanguard S&P 500 Value ETF (VOOV) at 2.76%. This indicates that T's price experiences larger fluctuations and is considered to be riskier than VOOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	T	VOOV	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.21%	2.76%	+5.45%
Volatility (6M) Calculated over the trailing 6-month period	17.80%	7.28%	+10.52%
Volatility (1Y) Calculated over the trailing 1-year period	22.13%	9.97%	+12.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.01%	14.48%	+9.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.73%	16.95%	+6.78%

Dividends

T vs. VOOV - Dividend Comparison

T's dividend yield for the trailing twelve months is around 4.71%, more than VOOV's 1.66% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
T AT&T Inc.	4.71%	4.47%	4.87%	6.62%	6.66%	8.46%	7.23%	5.22%	7.01%	5.04%	4.51%	5.46%
VOOV Vanguard S&P 500 Value ETF	1.66%	1.76%	2.10%	1.69%	2.19%	1.87%	2.45%	2.10%	2.65%	2.13%	2.24%	2.36%

Frequently Asked Questions

Can I hold both T and VOOV in my portfolio?

T and VOOV have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, T or VOOV?

T has higher volatility (8.21%) compared to VOOV (2.76%). In terms of maximum drawdown, T dropped -64.15% vs VOOV's -37.31%.

Which has better risk-adjusted returns?

VOOV currently has the higher Sharpe Ratio (2.08 vs -0.59), 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.