VFVA vs. VOO
Compare and contrast key facts about Vanguard U.S. Value Factor ETF (VFVA) and Vanguard S&P 500 ETF (VOO).
VFVA and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VFVA is managed by Vanguard. It was launched on Feb 13, 2018. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 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: VFVA or VOO.
Performance
VFVA vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, VFVA achieves a 14.34% return, which is significantly lower than VOO's 26.16% return.
VFVA
14.34%
4.75%
12.10%
26.90%
13.76%
N/A
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| VFVA | VOO | |
|---|---|---|
| Sharpe Ratio | 1.65 | 2.70 |
| Sortino Ratio | 2.43 | 3.60 |
| Omega Ratio | 1.30 | 1.50 |
| Calmar Ratio | 3.03 | 3.90 |
| Martin Ratio | 8.14 | 17.65 |
| Ulcer Index | 3.39% | 1.86% |
| Daily Std Dev | 16.71% | 12.19% |
| Max Drawdown | -48.58% | -33.99% |
| Current Drawdown | -0.97% | -0.86% |
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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%.
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.
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.
Dividends
VFVA vs. VOO - Dividend Comparison
VFVA's dividend yield for the trailing twelve months is around 2.24%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFVA Vanguard U.S. Value Factor ETF | 2.24% | 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 | 1.24% | 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.
Volatility
VFVA vs. VOO - Volatility Comparison
Vanguard U.S. Value Factor ETF (VFVA) has a higher volatility of 6.48% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. 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.