VASVX vs. VOO
Compare and contrast key facts about Vanguard Selected Value Fund (VASVX) and Vanguard S&P 500 ETF (VOO).
VASVX is managed by Vanguard. It was launched on Feb 15, 1996. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VASVX or VOO.
Key characteristics
| VASVX | VOO | |
|---|---|---|
| YTD Return | 8.93% | 21.37% |
| 1Y Return | 24.04% | 33.27% |
| 3Y Return (Ann) | 8.43% | 8.64% |
| 5Y Return (Ann) | 12.00% | 15.10% |
| 10Y Return (Ann) | 9.21% | 12.97% |
| Sharpe Ratio | 2.04 | 3.04 |
| Sortino Ratio | 2.88 | 4.03 |
| Omega Ratio | 1.35 | 1.57 |
| Calmar Ratio | 3.68 | 4.39 |
| Martin Ratio | 9.26 | 20.12 |
| Ulcer Index | 3.22% | 1.84% |
| Daily Std Dev | 14.60% | 12.19% |
| Max Drawdown | -55.70% | -33.99% |
| Current Drawdown | -3.23% | -2.31% |
Correlation
The correlation between VASVX and VOO is 0.85, 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
VASVX vs. VOO - Performance Comparison
In the year-to-date period, VASVX achieves a 8.93% return, which is significantly lower than VOO's 21.37% return. Over the past 10 years, VASVX has underperformed VOO with an annualized return of 9.21%, while VOO has yielded a comparatively higher 12.97% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VASVX vs. VOO - Expense Ratio Comparison
VASVX has a 0.32% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
VASVX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Selected Value Fund (VASVX) and Vanguard S&P 500 ETF (VOO). 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
VASVX vs. VOO - Dividend Comparison
VASVX's dividend yield for the trailing twelve months is around 7.61%, more than VOO's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VASVX Vanguard Selected Value Fund | 7.61% | 8.29% | 13.22% | 7.77% | 10.19% | 7.44% | 11.90% | 9.95% | 4.51% | 5.68% | 5.54% | 5.50% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
VASVX vs. VOO - Drawdown Comparison
The maximum VASVX drawdown since its inception was -55.70%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VASVX and VOO. For additional features, visit the drawdowns tool.
Volatility
VASVX vs. VOO - Volatility Comparison
Vanguard Selected Value Fund (VASVX) has a higher volatility of 3.51% compared to Vanguard S&P 500 ETF (VOO) at 3.28%. This indicates that VASVX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.