VIOV vs. SLYV
Compare and contrast key facts about Vanguard S&P Small-Cap 600 Value ETF (VIOV) and SPDR S&P 600 Small Cap Value ETF (SLYV).
VIOV and SLYV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VIOV is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Value Index. It was launched on Sep 7, 2010. SLYV is a passively managed fund by State Street that tracks the performance of the S&P SmallCap 600 Value Index. It was launched on Sep 29, 2000. Both VIOV and SLYV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VIOV or SLYV.
Key characteristics
| VIOV | SLYV | |
|---|---|---|
| Sharpe Ratio | 1.27 | 1.23 |
| Sortino Ratio | 1.92 | 1.86 |
| Omega Ratio | 1.23 | 1.22 |
| Calmar Ratio | 2.16 | 2.10 |
| Martin Ratio | 5.65 | 5.51 |
| Ulcer Index | 4.70% | 4.70% |
| Daily Std Dev | 20.98% | 21.08% |
| Max Drawdown | -47.36% | -61.32% |
| Current Drawdown | -1.09% | -1.29% |
Correlation
The correlation between VIOV and SLYV is 0.94, 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
VIOV vs. SLYV - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with VIOV having a 14.84% return and SLYV slightly lower at 14.58%. Both investments have delivered pretty close results over the past 10 years, with VIOV having a 9.08% annualized return and SLYV not far behind at 9.02%.
VIOV
14.84%
9.84%
19.24%
24.81%
10.33%
9.08%
SLYV
14.58%
9.73%
19.01%
24.05%
10.20%
9.02%
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VIOV vs. SLYV - Expense Ratio Comparison
Both VIOV and SLYV have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
VIOV vs. SLYV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Small-Cap 600 Value ETF (VIOV) and SPDR S&P 600 Small Cap Value ETF (SLYV). 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
VIOV vs. SLYV - Dividend Comparison
VIOV's dividend yield for the trailing twelve months is around 2.14%, more than SLYV's 2.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIOV Vanguard S&P Small-Cap 600 Value ETF | 2.14% | 2.18% | 1.81% | 1.59% | 1.42% | 1.60% | 1.76% | 1.43% | 1.17% | 1.32% | 1.27% | 0.91% |
SLYV SPDR S&P 600 Small Cap Value ETF | 2.08% | 2.11% | 1.47% | 1.94% | 1.40% | 1.66% | 2.14% | 5.53% | 2.18% | 6.55% | 7.50% | 1.58% |
Drawdowns
VIOV vs. SLYV - Drawdown Comparison
The maximum VIOV drawdown since its inception was -47.36%, smaller than the maximum SLYV drawdown of -61.32%. Use the drawdown chart below to compare losses from any high point for VIOV and SLYV. For additional features, visit the drawdowns tool.
Volatility
VIOV vs. SLYV - Volatility Comparison
Vanguard S&P Small-Cap 600 Value ETF (VIOV) and SPDR S&P 600 Small Cap Value ETF (SLYV) have volatilities of 7.57% and 7.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.