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VFVA vs. TMVE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VFVA vs. TMVE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard U.S. Value Factor ETF (VFVA) and Thrivent Mid Cap Value ETF (TMVE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VFVA achieves a 10.62% return, which is significantly lower than TMVE's 17.39% return.


VFVA

1D
0.92%
1M
1.12%
YTD
10.62%
6M
9.71%
1Y
27.81%
3Y*
17.65%
5Y*
10.26%
10Y*

TMVE

1D
-0.32%
1M
3.25%
YTD
17.39%
6M
16.23%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VFVA vs. TMVE - Yearly Performance Comparison


2026 (YTD)2025
VFVA
Vanguard U.S. Value Factor ETF
10.62%5.52%
TMVE
Thrivent Mid Cap Value ETF
17.39%6.04%

Correlation

The correlation between VFVA and TMVE is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 17, 2025

0.80

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Return for Risk

VFVA vs. TMVE — Risk / Return Rank

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

VFVA
VFVA Risk / Return Rank: 6060
Overall Rank
VFVA Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
VFVA Sortino Ratio Rank: 5959
Sortino Ratio Rank
VFVA Omega Ratio Rank: 5454
Omega Ratio Rank
VFVA Calmar Ratio Rank: 6868
Calmar Ratio Rank
VFVA Martin Ratio Rank: 6161
Martin Ratio Rank

TMVE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

VFVA vs. TMVE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Value Factor ETF (VFVA) and Thrivent Mid Cap Value ETF (TMVE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VFVATMVEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

3.27

Martin ratioReturn relative to average drawdown

10.32

VFVA vs. TMVE - Sharpe Ratio Comparison


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Drawdowns

VFVA vs. TMVE - Drawdown Comparison

The maximum VFVA drawdown since its inception was -48.58%, which is greater than TMVE's maximum drawdown of -8.21%. Use the drawdown chart below to compare losses from any high point for VFVA and TMVE.


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Drawdown Indicators


VFVATMVEDifference

Max Drawdown

Largest peak-to-trough decline

-48.58%

-8.21%

-40.37%

Max Drawdown (1Y)

Largest decline over 1 year

-8.55%

Max Drawdown (3Y)

Largest decline over 3 years

-24.07%

Max Drawdown (5Y)

Largest decline over 5 years

-24.07%

Current Drawdown

Current decline from peak

-2.03%

-0.69%

-1.34%

Average Drawdown

Average peak-to-trough decline

-7.32%

-1.43%

-5.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

Volatility

VFVA vs. TMVE - Volatility Comparison


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Volatility by Period


VFVATMVEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.78%

Volatility (6M)

Calculated over the trailing 6-month period

9.93%

Volatility (1Y)

Calculated over the trailing 1-year period

15.31%

13.81%

+1.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.14%

13.81%

+6.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.30%

13.81%

+10.49%

VFVA vs. TMVE - Expense Ratio Comparison

VFVA has a 0.13% expense ratio, which is lower than TMVE's 0.55% expense ratio.


Dividends

VFVA vs. TMVE - Dividend Comparison

VFVA's dividend yield for the trailing twelve months is around 1.42%, more than TMVE's 0.10% yield.


PositionTTM20252024202320222021202020192018
TMVE
Thrivent Mid Cap Value ETF
0.10%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VFVA
Vanguard U.S. Value Factor ETF
1.42%2.13%2.40%2.45%2.21%1.68%2.04%2.08%1.65%

Frequently Asked Questions


VFVA and TMVE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VFVA is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VFVA is cheaper with a 0.13% expense ratio, compared with 0.55% for TMVE.

VFVA has the higher dividend yield at 1.42%, compared with 0.10% for TMVE.

They also come from different issuers: Vanguard and Thrivent. Their fees differ too: 0.13% for VFVA and 0.55% for TMVE.

Portfolio Optimizer

Find the right allocation for VFVA and TMVE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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