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.
Performance
VASVX vs. VOOV - Performance Comparison
Returns By Period
In the year-to-date period, VASVX achieves a 13.01% return, which is significantly lower than VOOV's 18.28% return. Over the past 10 years, VASVX has underperformed VOOV with an annualized return of 2.35%, while VOOV has yielded a comparatively higher 10.50% annualized return.
VASVX
13.01%
2.03%
10.23%
17.29%
4.52%
2.35%
VOOV
18.28%
1.95%
11.93%
25.90%
12.43%
10.50%
Key characteristics
| VASVX | VOOV | |
|---|---|---|
| Sharpe Ratio | 1.17 | 2.64 |
| Sortino Ratio | 1.65 | 3.73 |
| Omega Ratio | 1.22 | 1.48 |
| Calmar Ratio | 1.39 | 5.00 |
| Martin Ratio | 4.41 | 15.99 |
| Ulcer Index | 4.06% | 1.67% |
| Daily Std Dev | 15.25% | 10.10% |
| Max Drawdown | -59.04% | -37.31% |
| Current Drawdown | -0.94% | -0.14% |
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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.
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.
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 1.51%, less than VOOV's 1.90% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VASVX Vanguard Selected Value Fund | 1.51% | 1.71% | 1.76% | 1.28% | 1.39% | 1.66% | 2.25% | 1.35% | 1.74% | 1.71% | 1.42% | 1.17% |
VOOV Vanguard S&P 500 Value ETF | 1.90% | 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 -59.04%, 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 4.91% compared to Vanguard S&P 500 Value ETF (VOOV) at 3.48%. 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.