VASVX vs. VOOV
Compare and contrast key facts about Vanguard Selected Value Fund (VASVX) and Vanguard S&P 500 Value ETF (VOOV).
VASVX is managed by Vanguard. It was launched on Feb 15, 1996. VOOV is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Value 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 VOOV.
Key characteristics
| VASVX | VOOV | |
|---|---|---|
| YTD Return | 9.07% | 13.72% |
| 1Y Return | 24.20% | 26.40% |
| 3Y Return (Ann) | 7.99% | 10.27% |
| 5Y Return (Ann) | 12.06% | 11.74% |
| 10Y Return (Ann) | 9.20% | 10.26% |
| Sharpe Ratio | 1.87 | 2.77 |
| Sortino Ratio | 2.65 | 3.91 |
| Omega Ratio | 1.33 | 1.50 |
| Calmar Ratio | 3.33 | 4.63 |
| Martin Ratio | 8.36 | 16.93 |
| Ulcer Index | 3.23% | 1.65% |
| Daily Std Dev | 14.29% | 10.06% |
| Max Drawdown | -55.70% | -37.31% |
| Current Drawdown | -3.10% | -3.12% |
Correlation
The correlation between VASVX and VOOV is 0.90, 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. VOOV - Performance Comparison
In the year-to-date period, VASVX achieves a 9.07% return, which is significantly lower than VOOV's 13.72% return. Over the past 10 years, VASVX has underperformed VOOV with an annualized return of 9.20%, while VOOV has yielded a comparatively higher 10.26% 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. VOOV - Expense Ratio Comparison
VASVX has a 0.32% expense ratio, which is higher than VOOV's 0.10% expense ratio.
Risk-Adjusted Performance
VASVX vs. VOOV - 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 Value ETF (VOOV). 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. VOOV - Dividend Comparison
VASVX's dividend yield for the trailing twelve months is around 7.60%, more than VOOV's 1.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VASVX Vanguard Selected Value Fund | 7.60% | 8.29% | 13.22% | 7.77% | 10.19% | 7.44% | 11.90% | 9.95% | 4.51% | 5.68% | 5.54% | 5.50% |
VOOV Vanguard S&P 500 Value ETF | 1.98% | 1.69% | 2.19% | 1.87% | 2.45% | 2.10% | 2.65% | 2.13% | 2.24% | 2.36% | 1.98% | 1.97% |
Drawdowns
VASVX vs. VOOV - Drawdown Comparison
The maximum VASVX drawdown since its inception was -55.70%, which is greater than VOOV's maximum drawdown of -37.31%. Use the drawdown chart below to compare losses from any high point for VASVX and VOOV. For additional features, visit the drawdowns tool.
Volatility
VASVX vs. VOOV - Volatility Comparison
Vanguard Selected Value Fund (VASVX) has a higher volatility of 3.32% compared to Vanguard S&P 500 Value ETF (VOOV) at 2.64%. This indicates that VASVX's price experiences larger fluctuations and is considered to be riskier than VOOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.