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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFWAX or VTV.
Key characteristics
| VFWAX | VTV | |
|---|---|---|
| YTD Return | 10.14% | 17.00% |
| 1Y Return | 17.02% | 23.45% |
| 3Y Return (Ann) | 2.28% | 10.59% |
| 5Y Return (Ann) | 6.95% | 11.84% |
| 10Y Return (Ann) | 4.81% | 10.38% |
| Sharpe Ratio | 1.39 | 2.22 |
| Daily Std Dev | 12.10% | 10.57% |
| Max Drawdown | -34.93% | -59.27% |
| Current Drawdown | -0.91% | -0.08% |
Correlation
The correlation between VFWAX and VTV is 0.78, 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.
Performance
VFWAX vs. VTV - Performance Comparison
In the year-to-date period, VFWAX achieves a 10.14% return, which is significantly lower than VTV's 17.00% return. Over the past 10 years, VFWAX has underperformed VTV with an annualized return of 4.81%, while VTV has yielded a comparatively higher 10.38% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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%.
Risk-Adjusted Performance
VFWAX vs. VTV - Risk-Adjusted Performance 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.
Dividends
VFWAX vs. VTV - Dividend Comparison
VFWAX's dividend yield for the trailing twelve months is around 2.45%, more than VTV's 2.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFWAX Vanguard FTSE All-World ex-US Index Fund Admiral Shares | 2.45% | 3.28% | 3.07% | 3.03% | 1.97% | 3.07% | 3.24% | 2.67% | 2.96% | 2.95% | 3.53% | 2.68% |
VTV Vanguard Value ETF | 2.29% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
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. For additional features, visit the drawdowns tool.
Volatility
VFWAX vs. VTV - Volatility Comparison
Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX) has a higher volatility of 3.91% compared to Vanguard Value ETF (VTV) at 3.01%. 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.