VFWAX vs. VTV
Compare and contrast key facts about Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX) and Vanguard Value ETF (VTV).
VFWAX is managed by Vanguard. It was launched on Sep 27, 2011. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004.
Performance
VFWAX vs. VTV - Performance Comparison
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VFWAX vs. VTV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VFWAX Vanguard FTSE All-World ex-US Index Fund Admiral Shares | 1.81% | 32.32% | 5.43% | 15.55% | -15.51% | 8.08% | 11.34% | 21.53% | -13.97% | 27.20% |
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, VFWAX achieves a 1.81% return, which is significantly lower than VTV's 3.54% return. Over the past 10 years, VFWAX has underperformed VTV with an annualized return of 8.94%, while VTV has yielded a comparatively higher 11.83% annualized return.
VFWAX
- 1D
- 2.88%
- 1M
- -7.13%
- YTD
- 1.81%
- 6M
- 5.93%
- 1Y
- 26.78%
- 3Y*
- 15.42%
- 5Y*
- 7.35%
- 10Y*
- 8.94%
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%
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VFWAX vs. VTV - Expense Ratio Comparison
VFWAX has a 0.11% 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
VFWAX vs. VTV — Risk / Return Rank
VFWAX
VTV
VFWAX vs. VTV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX) 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.
| VFWAX | VTV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.71 | 1.12 | +0.59 |
Sortino ratioReturn per unit of downside risk | 2.28 | 1.61 | +0.67 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.24 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.31 | 1.44 | +0.87 |
Martin ratioReturn relative to average drawdown | 9.04 | 6.48 | +2.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VFWAX | VTV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.71 | 1.12 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.79 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.71 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.49 | -0.03 |
Correlation
The correlation between VFWAX and VTV is 0.77, 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
VFWAX vs. VTV - Dividend Comparison
VFWAX's dividend yield for the trailing twelve months is around 2.90%, more than VTV's 2.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFWAX Vanguard FTSE All-World ex-US Index Fund Admiral Shares | 2.90% | 3.05% | 3.20% | 3.28% | 3.07% | 3.03% | 1.97% | 3.07% | 3.24% | 2.67% | 2.96% | 2.95% |
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
VFWAX vs. VTV - Drawdown Comparison
The maximum VFWAX drawdown since its inception was -34.93%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for VFWAX and VTV.
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Drawdown Indicators
| VFWAX | VTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.93% | -59.27% | +24.34% |
Max Drawdown (1Y)Largest decline over 1 year | -11.34% | -11.32% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -29.40% | -17.04% | -12.36% |
Max Drawdown (10Y)Largest decline over 10 years | -34.93% | -36.78% | +1.85% |
Current DrawdownCurrent decline from peak | -8.79% | -4.58% | -4.21% |
Average DrawdownAverage peak-to-trough decline | -7.25% | -7.92% | +0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.51% | +0.39% |
Volatility
VFWAX vs. VTV - Volatility Comparison
Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX) has a higher volatility of 7.63% compared to Vanguard Value ETF (VTV) at 3.65%. This indicates that VFWAX'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
| VFWAX | VTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.63% | 3.65% | +3.98% |
Volatility (6M)Calculated over the trailing 6-month period | 10.99% | 7.71% | +3.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.99% | 14.89% | +1.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.99% | 13.88% | +1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.01% | 16.67% | -0.66% |