TFC vs. VTV
Compare and contrast key facts about Truist Financial Corporation (TFC) and Vanguard Value ETF (VTV).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TFC or VTV.
Performance
TFC vs. VTV - Performance Comparison
Returns By Period
In the year-to-date period, TFC achieves a 31.70% return, which is significantly higher than VTV's 20.27% return. Over the past 10 years, TFC has underperformed VTV with an annualized return of 6.07%, while VTV has yielded a comparatively higher 10.45% annualized return.
TFC
31.70%
10.08%
21.60%
53.97%
1.22%
6.07%
VTV
20.27%
0.28%
10.01%
28.13%
11.51%
10.45%
Key characteristics
| TFC | VTV | |
|---|---|---|
| Sharpe Ratio | 1.90 | 2.76 |
| Sortino Ratio | 2.87 | 3.88 |
| Omega Ratio | 1.33 | 1.50 |
| Calmar Ratio | 1.07 | 5.51 |
| Martin Ratio | 11.75 | 17.61 |
| Ulcer Index | 4.40% | 1.59% |
| Daily Std Dev | 27.28% | 10.17% |
| Max Drawdown | -66.56% | -59.27% |
| Current Drawdown | -20.04% | -1.42% |
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Correlation
The correlation between TFC and VTV is 0.71, 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
TFC vs. VTV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Truist Financial Corporation (TFC) 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.
Dividends
TFC vs. VTV - Dividend Comparison
TFC's dividend yield for the trailing twelve months is around 4.50%, more than VTV's 2.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TFC Truist Financial Corporation | 4.50% | 5.63% | 4.65% | 3.18% | 3.76% | 3.04% | 3.60% | 2.53% | 2.45% | 2.78% | 2.44% | 3.00% |
VTV Vanguard Value ETF | 2.25% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
TFC vs. VTV - Drawdown Comparison
The maximum TFC drawdown since its inception was -66.56%, which is greater than VTV's maximum drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for TFC and VTV. For additional features, visit the drawdowns tool.
Volatility
TFC vs. VTV - Volatility Comparison
Truist Financial Corporation (TFC) has a higher volatility of 11.74% compared to Vanguard Value ETF (VTV) at 3.58%. This indicates that TFC'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.