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TFC vs. VTV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


TFCVTV
YTD Return32.65%21.21%
1Y Return58.08%30.33%
3Y Return (Ann)-4.70%9.77%
5Y Return (Ann)1.39%11.68%
10Y Return (Ann)6.16%10.67%
Sharpe Ratio2.393.18
Sortino Ratio3.484.47
Omega Ratio1.401.59
Calmar Ratio1.366.42
Martin Ratio15.1720.69
Ulcer Index4.41%1.58%
Daily Std Dev27.98%10.27%
Max Drawdown-66.56%-59.27%
Current Drawdown-19.47%-0.65%

Correlation

-0.50.00.51.00.7

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.

Performance

TFC vs. VTV - Performance Comparison

In the year-to-date period, TFC achieves a 32.65% return, which is significantly higher than VTV's 21.21% return. Over the past 10 years, TFC has underperformed VTV with an annualized return of 6.16%, while VTV has yielded a comparatively higher 10.67% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
18.54%
10.23%
TFC
VTV

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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.


TFC
Sharpe ratio
The chart of Sharpe ratio for TFC, currently valued at 2.39, compared to the broader market-4.00-2.000.002.004.002.39
Sortino ratio
The chart of Sortino ratio for TFC, currently valued at 3.48, compared to the broader market-4.00-2.000.002.004.006.003.48
Omega ratio
The chart of Omega ratio for TFC, currently valued at 1.40, compared to the broader market0.501.001.502.001.40
Calmar ratio
The chart of Calmar ratio for TFC, currently valued at 1.36, compared to the broader market0.002.004.006.001.36
Martin ratio
The chart of Martin ratio for TFC, currently valued at 15.17, compared to the broader market0.0010.0020.0030.0015.17
VTV
Sharpe ratio
The chart of Sharpe ratio for VTV, currently valued at 3.18, compared to the broader market-4.00-2.000.002.004.003.18
Sortino ratio
The chart of Sortino ratio for VTV, currently valued at 4.47, compared to the broader market-4.00-2.000.002.004.006.004.47
Omega ratio
The chart of Omega ratio for VTV, currently valued at 1.59, compared to the broader market0.501.001.502.001.59
Calmar ratio
The chart of Calmar ratio for VTV, currently valued at 6.42, compared to the broader market0.002.004.006.006.42
Martin ratio
The chart of Martin ratio for VTV, currently valued at 20.69, compared to the broader market0.0010.0020.0030.0020.69

TFC vs. VTV - Sharpe Ratio Comparison

The current TFC Sharpe Ratio is 2.39, which is comparable to the VTV Sharpe Ratio of 3.18. The chart below compares the historical Sharpe Ratios of TFC and VTV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.39
3.18
TFC
VTV

Dividends

TFC vs. VTV - Dividend Comparison

TFC's dividend yield for the trailing twelve months is around 4.47%, more than VTV's 2.23% yield.


TTM20232022202120202019201820172016201520142013
TFC
Truist Financial Corporation
4.47%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
2.23%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.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-19.47%
-0.65%
TFC
VTV

Volatility

TFC vs. VTV - Volatility Comparison

Truist Financial Corporation (TFC) has a higher volatility of 12.98% compared to Vanguard Value ETF (VTV) at 3.65%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
12.98%
3.65%
TFC
VTV