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VFH vs. VTV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VFH vs. VTV - Performance Comparison

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

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VFH vs. VTV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFH
Vanguard Financials ETF
-9.19%14.91%30.44%14.17%-12.31%35.22%-1.96%31.57%-13.52%19.99%
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, VFH achieves a -9.19% return, which is significantly lower than VTV's 3.54% return. Both investments have delivered pretty close results over the past 10 years, with VFH having a 12.30% annualized return and VTV not far behind at 11.83%.


VFH

1D
0.02%
1M
-3.54%
YTD
-9.19%
6M
-6.32%
1Y
2.78%
3Y*
17.95%
5Y*
9.33%
10Y*
12.30%

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)

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VFH vs. VTV - Expense Ratio Comparison

VFH has a 0.10% expense ratio, which is higher than VTV's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VFH vs. VTV — Risk / Return Rank

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

VFH
VFH Risk / Return Rank: 1515
Overall Rank
VFH Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
VFH Sortino Ratio Rank: 1414
Sortino Ratio Rank
VFH Omega Ratio Rank: 1515
Omega Ratio Rank
VFH Calmar Ratio Rank: 1515
Calmar Ratio Rank
VFH Martin Ratio Rank: 1616
Martin Ratio Rank

VTV
VTV Risk / Return Rank: 6060
Overall Rank
VTV Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VTV Sortino Ratio Rank: 6060
Sortino Ratio Rank
VTV Omega Ratio Rank: 6363
Omega Ratio Rank
VTV Calmar Ratio Rank: 5454
Calmar Ratio Rank
VTV Martin Ratio Rank: 6363
Martin Ratio Rank
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.

VFH vs. VTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Financials ETF (VFH) 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.


VFHVTVDifference

Sharpe ratio

Return per unit of total volatility

0.14

1.12

-0.98

Sortino ratio

Return per unit of downside risk

0.32

1.61

-1.28

Omega ratio

Gain probability vs. loss probability

1.05

1.24

-0.19

Calmar ratio

Return relative to maximum drawdown

0.18

1.44

-1.26

Martin ratio

Return relative to average drawdown

0.54

6.48

-5.94

VFH vs. VTV - Sharpe Ratio Comparison

The current VFH Sharpe Ratio is 0.14, which is lower than the VTV Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of VFH 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.


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Sharpe Ratios by Period


VFHVTVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

1.12

-0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.79

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.71

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.49

-0.26

Correlation

The correlation between VFH and VTV is 0.89, 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

VFH vs. VTV - Dividend Comparison

VFH's dividend yield for the trailing twelve months is around 1.61%, less than VTV's 2.02% yield.


TTM20252024202320222021202020192018201720162015
VFH
Vanguard Financials ETF
1.61%1.55%1.75%2.08%2.31%1.87%2.21%2.17%2.30%1.53%1.63%2.00%
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

VFH vs. VTV - Drawdown Comparison

The maximum VFH drawdown since its inception was -78.61%, which is greater than VTV's maximum drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for VFH and VTV.


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Drawdown Indicators


VFHVTVDifference

Max Drawdown

Largest peak-to-trough decline

-78.61%

-59.27%

-19.34%

Max Drawdown (1Y)

Largest decline over 1 year

-14.75%

-11.32%

-3.43%

Max Drawdown (5Y)

Largest decline over 5 years

-25.66%

-17.04%

-8.62%

Max Drawdown (10Y)

Largest decline over 10 years

-44.42%

-36.78%

-7.64%

Current Drawdown

Current decline from peak

-11.95%

-4.58%

-7.37%

Average Drawdown

Average peak-to-trough decline

-18.62%

-7.92%

-10.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.99%

2.51%

+2.48%

Volatility

VFH vs. VTV - Volatility Comparison

Vanguard Financials ETF (VFH) has a higher volatility of 4.85% compared to Vanguard Value ETF (VTV) at 3.65%. This indicates that VFH'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.


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Volatility by Period


VFHVTVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

3.65%

+1.20%

Volatility (6M)

Calculated over the trailing 6-month period

11.75%

7.71%

+4.04%

Volatility (1Y)

Calculated over the trailing 1-year period

19.93%

14.89%

+5.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.37%

13.88%

+5.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.55%

16.67%

+5.88%