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VFVA vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VFVA and VOO is 0.75, 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.


-0.50.00.51.00.8

Performance

VFVA vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard U.S. Value Factor ETF (VFVA) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
78.88%
143.40%
VFVA
VOO

Key characteristics

Sharpe Ratio

VFVA:

0.54

VOO:

2.25

Sortino Ratio

VFVA:

0.89

VOO:

2.98

Omega Ratio

VFVA:

1.11

VOO:

1.42

Calmar Ratio

VFVA:

0.91

VOO:

3.31

Martin Ratio

VFVA:

2.44

VOO:

14.77

Ulcer Index

VFVA:

3.62%

VOO:

1.90%

Daily Std Dev

VFVA:

16.39%

VOO:

12.46%

Max Drawdown

VFVA:

-48.58%

VOO:

-33.99%

Current Drawdown

VFVA:

-8.89%

VOO:

-2.47%

Returns By Period

In the year-to-date period, VFVA achieves a 7.06% return, which is significantly lower than VOO's 26.02% return.


VFVA

YTD

7.06%

1M

-6.37%

6M

6.25%

1Y

7.05%

5Y*

11.12%

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VFVA vs. VOO - Expense Ratio Comparison

VFVA has a 0.13% expense ratio, which is higher than VOO's 0.03% 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%.


VFVA
Vanguard U.S. Value Factor ETF
Expense ratio chart for VFVA: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VFVA vs. VOO - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for VFVA, currently valued at 0.54, compared to the broader market0.002.004.000.542.25
The chart of Sortino ratio for VFVA, currently valued at 0.89, compared to the broader market-2.000.002.004.006.008.0010.000.892.98
The chart of Omega ratio for VFVA, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.42
The chart of Calmar ratio for VFVA, currently valued at 0.91, compared to the broader market0.005.0010.0015.000.913.31
The chart of Martin ratio for VFVA, currently valued at 2.44, compared to the broader market0.0020.0040.0060.0080.00100.002.4414.77
VFVA
VOO

The current VFVA Sharpe Ratio is 0.54, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of VFVA and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.54
2.25
VFVA
VOO

Dividends

VFVA vs. VOO - Dividend Comparison

VFVA's dividend yield for the trailing twelve months is around 1.76%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
VFVA
Vanguard U.S. Value Factor ETF
1.76%2.45%2.21%1.68%2.04%2.09%1.65%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

VFVA vs. VOO - Drawdown Comparison

The maximum VFVA drawdown since its inception was -48.58%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VFVA and VOO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.89%
-2.47%
VFVA
VOO

Volatility

VFVA vs. VOO - Volatility Comparison

Vanguard U.S. Value Factor ETF (VFVA) has a higher volatility of 4.76% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that VFVA'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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.76%
3.75%
VFVA
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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