T vs. VTV

Last updated Jun 13, 2026

T (AT&T Inc.) is a stock, while VTV (Vanguard Value ETF) is Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index. Over the past 10 years, T returned 3.33%/yr vs 12.78%/yr for VTV. A 0.55 correlation means they provide meaningful diversification when combined.

Performance

T vs. VTV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AT&T Inc. (T) and Vanguard Value ETF (VTV). 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 VTV's 14.29% return. Over the past 10 years, T has underperformed VTV with an annualized return of 3.33%, while VTV has yielded a comparatively higher 12.78% 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%

VTV

• 1D: 0.93%
• 1M: 4.18%
• YTD: 14.29%
• 6M: 13.99%
• 1Y: 26.89%
• 3Y*: 18.16%
• 5Y*: 11.76%
• 10Y*: 12.78%

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

T vs. VTV - 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%
VTV Vanguard Value ETF	14.29%	15.27%	15.95%	9.32%	-2.09%	26.53%	2.33%	25.66%	-5.47%	17.15%

Correlation

The correlation between T and VTV is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.14
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (5Y) Calculated over the trailing 5-year period	0.41
Correlation (10Y) Calculated over the trailing 10-year period	0.48
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004	0.55

Over the past year, the correlation between T and VTV has dropped to 0.14 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.

Return for Risk

T vs. VTV — 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

VTV

VTV Risk / Return Rank: 88
VTV Sharpe Ratio Rank: 89
VTV Sortino Ratio Rank: 90
VTV Omega Ratio Rank: 87
VTV Calmar Ratio Rank: 87
VTV Martin Ratio Rank: 87

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. VTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) 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.

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	VTV	Difference
Sharpe ratio: Return per unit of total volatility	-0.59	2.61	-3.19
Sortino ratio: Return per unit of downside risk	-0.72	3.71	-4.43
Omega ratio: Gain probability vs. loss probability	0.92	1.47	-0.55
Calmar ratio: Return relative to maximum drawdown	-0.59	4.25	-4.85
Martin ratio: Return relative to average drawdown	-1.22	16.04	-17.26

T vs. VTV - Sharpe Ratio Comparison

The current T Sharpe Ratio is -0.59, which is lower than the VTV Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of T and VTV, 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. VTV - Drawdown Comparison

The maximum T drawdown since its inception was -64.15%, which is greater than VTV's maximum drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for T and VTV.

Drawdown Indicators

	T	VTV	Difference
Max Drawdown Largest peak-to-trough decline	-64.15%	-59.27%	-4.88%
Max Drawdown (1Y) Largest decline over 1 year	-21.87%	-6.35%	-15.52%
Max Drawdown (3Y) Largest decline over 3 years	-21.87%	-14.52%	-7.35%
Max Drawdown (5Y) Largest decline over 5 years	-32.01%	-17.04%	-14.97%
Max Drawdown (10Y) Largest decline over 10 years	-42.35%	-36.78%	-5.57%
Current Drawdown Current decline from peak	-18.12%	0.00%	-18.12%
Average Drawdown Average peak-to-trough decline	-15.72%	-7.86%	-7.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.64%	1.68%	+8.96%

Volatility

T vs. VTV - Volatility Comparison

AT&T Inc. (T) has a higher volatility of 8.21% compared to Vanguard Value ETF (VTV) at 3.34%. This indicates that T'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.

Volatility by Period

	T	VTV	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.21%	3.34%	+4.87%
Volatility (6M) Calculated over the trailing 6-month period	17.80%	7.82%	+9.98%
Volatility (1Y) Calculated over the trailing 1-year period	22.13%	10.38%	+11.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.01%	13.92%	+10.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.73%	16.68%	+7.05%

Dividends

T vs. VTV - Dividend Comparison

T's dividend yield for the trailing twelve months is around 4.71%, more than VTV's 1.83% 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%
VTV Vanguard Value ETF	1.83%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%

Frequently Asked Questions

Can I hold both T and VTV in my portfolio?

T and VTV have a correlation of 0.14, 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 VTV?

T has higher volatility (8.21%) compared to VTV (3.34%). In terms of maximum drawdown, T dropped -64.15% vs VTV's -59.27%.

Which has better risk-adjusted returns?

VTV currently has the higher Sharpe Ratio (2.61 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.