TFC vs. VTV

Last updated Apr 2, 2026

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.

Performance

TFC vs. VTV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Truist Financial Corporation (TFC) and Vanguard Value ETF (VTV). The values are adjusted to include any dividend payments, if applicable.

TFC vs. VTV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TFC Truist Financial Corporation	-4.12%	19.05%	23.72%	-8.59%	-23.53%	26.08%	-11.16%	34.55%	-10.24%	8.66%
VTV Vanguard Value ETF	3.54%	15.27%	15.95%	9.32%	-2.09%	26.53%	2.33%	25.66%	-5.47%	17.15%

Returns By Period

In the year-to-date period, TFC achieves a -4.12% return, which is significantly lower than VTV's 3.54% return. Over the past 10 years, TFC has underperformed VTV with an annualized return of 7.62%, while VTV has yielded a comparatively higher 11.83% annualized return.

TFC

• 1D: 1.61%
• 1M: -5.73%
• YTD: -4.12%
• 6M: 4.74%
• 1Y: 19.35%
• 3Y*: 17.24%
• 5Y*: 0.03%
• 10Y*: 7.62%

VTV

• 1D: 0.24%
• 1M: -4.38%
• YTD: 3.54%
• 6M: 6.37%
• 1Y: 16.56%
• 3Y*: 15.18%
• 5Y*: 10.91%
• 10Y*: 11.83%

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

Return for Risk

TFC vs. VTV — Risk / Return Rank

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

TFC

TFC Risk / Return Rank: 61
TFC Sharpe Ratio Rank: 64
TFC Sortino Ratio Rank: 56
TFC Omega Ratio Rank: 58
TFC Calmar Ratio Rank: 61
TFC Martin Ratio Rank: 64

VTV

VTV Risk / Return Rank: 60
VTV Sharpe Ratio Rank: 61
VTV Sortino Ratio Rank: 60
VTV Omega Ratio Rank: 63
VTV Calmar Ratio Rank: 54
VTV Martin Ratio Rank: 63

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.

TFC vs. VTV - Risk-Adjusted Trends 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	VTV	Difference
Sharpe ratio Return per unit of total volatility	0.68	1.12	-0.44
Sortino ratio Return per unit of downside risk	1.04	1.61	-0.56
Omega ratio Gain probability vs. loss probability	1.15	1.24	-0.09
Calmar ratio Return relative to maximum drawdown	0.92	1.44	-0.52
Martin ratio Return relative to average drawdown	2.62	6.48	-3.86
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TFC vs. VTV - Sharpe Ratio Comparison

The current TFC Sharpe Ratio is 0.68, which is lower than the VTV Sharpe Ratio of 1.12. 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.

Sharpe Ratios by Period

	TFC	VTV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.68	1.12	-0.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.00	0.79	-0.79
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.23	0.71	-0.48
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.49	-0.21

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.

Dividends

TFC vs. VTV - Dividend Comparison

TFC's dividend yield for the trailing twelve months is around 4.45%, more than VTV's 2.02% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TFC Truist Financial Corporation	4.45%	4.23%	4.79%	5.63%	4.65%	3.18%	3.76%	3.04%	3.60%	2.53%	2.45%	2.78%
VTV Vanguard Value ETF	2.02%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%

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.

Drawdown Indicators

	TFC	VTV	Difference
Max Drawdown Largest peak-to-trough decline	-66.56%	-59.27%	-7.29%
Max Drawdown (1Y) Largest decline over 1 year	-20.67%	-11.32%	-9.35%
Max Drawdown (5Y) Largest decline over 5 years	-59.11%	-17.04%	-42.07%
Max Drawdown (10Y) Largest decline over 10 years	-59.11%	-36.78%	-22.33%
Current Drawdown Current decline from peak	-15.46%	-4.58%	-10.88%
Average Drawdown Average peak-to-trough decline	-13.85%	-7.92%	-5.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.23%	2.51%	+4.72%

Volatility

TFC vs. VTV - Volatility Comparison

Truist Financial Corporation (TFC) has a higher volatility of 7.59% 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.

Volatility by Period

	TFC	VTV	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.59%	3.65%	+3.94%
Volatility (6M) Calculated over the trailing 6-month period	17.52%	7.71%	+9.81%
Volatility (1Y) Calculated over the trailing 1-year period	28.53%	14.89%	+13.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.85%	13.88%	+17.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.57%	16.67%	+16.90%