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.
Performance
VASVX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, VASVX achieves a 14.39% return, which is significantly lower than VOO's 26.58% return. Over the past 10 years, VASVX has underperformed VOO with an annualized return of 2.47%, while VOO has yielded a comparatively higher 13.22% annualized return.
VASVX
14.39%
3.67%
10.64%
18.72%
4.77%
2.47%
VOO
26.58%
3.05%
13.23%
32.77%
15.74%
13.22%
Key characteristics
| VASVX | VOO | |
|---|---|---|
| Sharpe Ratio | 1.23 | 2.69 |
| Sortino Ratio | 1.71 | 3.59 |
| Omega Ratio | 1.23 | 1.50 |
| Calmar Ratio | 1.49 | 3.88 |
| Martin Ratio | 4.61 | 17.58 |
| Ulcer Index | 4.06% | 1.86% |
| Daily Std Dev | 15.28% | 12.19% |
| Max Drawdown | -59.04% | -33.99% |
| Current Drawdown | 0.00% | -0.53% |
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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.
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.
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 1.49%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VASVX Vanguard Selected Value Fund | 1.49% | 1.71% | 1.76% | 1.28% | 1.39% | 1.66% | 2.25% | 1.35% | 1.74% | 1.71% | 1.42% | 1.17% |
VOO Vanguard S&P 500 ETF | 1.24% | 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 -59.04%, 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 5.03% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. 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.