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VLUE vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VLUE vs. VTI

Last updated Jun 14, 2026

VLUE (iShares MSCI USA Value Factor ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - VLUE is a Large Cap Value Equities fund tracking the MSCI USA Enhanced Value Index, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 10 years, VLUE returned 15.38%/yr vs 15.02%/yr for VTI. Their correlation of 0.84 suggests significant overlap in exposure. VLUE charges 0.15%/yr vs 0.03%/yr for VTI.

Performance

VLUE vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Value Factor ETF (VLUE) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VLUE achieves a 45.72% return, which is significantly higher than VTI's 9.62% return. Both investments have delivered pretty close results over the past 10 years, with VLUE having a 15.38% annualized return and VTI not far behind at 15.02%.

VLUE

1D
0.40%
1M
7.72%
YTD
45.72%
6M
46.53%
1Y
85.32%
3Y*
31.47%
5Y*
16.01%
10Y*
15.38%

VTI

1D
0.57%
1M
-0.28%
YTD
9.62%
6M
9.69%
1Y
26.27%
3Y*
20.60%
5Y*
12.20%
10Y*
15.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VLUE vs. VTI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VLUE
iShares MSCI USA Value Factor ETF		45.72%32.67%7.25%14.26%-14.17%28.93%-0.23%27.20%-11.13%21.95%
VTI
Vanguard Total Stock Market ETF		9.62%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%

Correlation

The correlation between VLUE and VTI is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.78

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (10Y)
Calculated over the trailing 10-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2013

0.84

The correlation between VLUE and VTI has been stable across timeframes, ranging from 0.78 to 0.86 - a consistent structural relationship.

VLUE vs. VTI - Sectors Allocation Comparison

Sectors
VLUE
VTI

Technology

40.0%
33.3%

Financial Services

10.5%
11.9%

Consumer Cyclical

10.4%
9.8%

Communication Services

9.5%
10.1%

Industrials

8.2%
9.5%

Healthcare

8.0%
9.1%

Consumer Defensive

4.4%
4.7%

Energy

3.6%
3.8%

Utilities

2.0%
2.7%

Real Estate

1.8%
2.4%

Basic Materials

1.4%
2.0%

Technology

VLUE
40.0%
VTI
33.3%

Financial Services

VLUE
10.5%
VTI
11.9%

Consumer Cyclical

VLUE
10.4%
VTI
9.8%

Communication Services

VLUE
9.5%
VTI
10.1%

Industrials

VLUE
8.2%
VTI
9.5%

Healthcare

VLUE
8.0%
VTI
9.1%

Consumer Defensive

VLUE
4.4%
VTI
4.7%

Energy

VLUE
3.6%
VTI
3.8%

Utilities

VLUE
2.0%
VTI
2.7%

Real Estate

VLUE
1.8%
VTI
2.4%

Basic Materials

VLUE
1.4%
VTI
2.0%

Compare stocks, funds, or ETFs

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

iShares MSCI USA Value Factor ETF

Vanguard Total Stock Market ETF

Often compared with VLUE:
VLUE vs. AVLVVLUE vs. VLUVLUE vs. VOOVLUE vs. IUSVVLUE vs. QVALVLUE vs. SCHVVLUE vs. SCHD
Often compared with VTI:
VTI vs. VOOVTI vs. VXUSVTI vs. SPYVTI vs. VTVTI vs. SCHDVTI vs. FZROXVTI vs. QQQ

Return for Risk

VLUE vs. VTI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VLUE
VLUE Risk / Return Rank: 9797
Overall Rank
VLUE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
VLUE Sortino Ratio Rank: 9797
Sortino Ratio Rank
VLUE Omega Ratio Rank: 9696
Omega Ratio Rank
VLUE Calmar Ratio Rank: 9797
Calmar Ratio Rank
VLUE Martin Ratio Rank: 9797
Martin Ratio Rank
VTI
VTI Risk / Return Rank: 7070
Overall Rank
VTI Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6868
Sortino Ratio Rank
VTI Omega Ratio Rank: 6969
Omega Ratio Rank
VTI Calmar Ratio Rank: 6464
Calmar Ratio Rank
VTI Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VLUE vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Value Factor ETF (VLUE) and Vanguard Total Stock Market ETF (VTI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

VLUEVTIDifference
Sharpe ratioReturn per unit of total volatility
4.55
1.97

+2.58

Sortino ratioReturn per unit of downside risk
5.75
2.67

+3.07

Omega ratioGain probability vs. loss probability

1.77

1.35

+0.42

Calmar ratioReturn relative to maximum drawdown

9.25

2.79

+6.46

Martin ratioReturn relative to average drawdown

39.16

12.52

+26.64

VLUE vs. VTI - Sharpe Ratio Comparison

The current VLUE Sharpe Ratio is 4.55, which is higher than the VTI Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of VLUE and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

VLUE vs. VTI - Drawdown Comparison

The maximum VLUE drawdown since its inception was -39.47%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VLUE and VTI.

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Drawdown Indicators

VLUEVTIDifference

Max Drawdown

Largest peak-to-trough decline

-39.47%

-55.45%

+15.98%

Max Drawdown (1Y)

Largest decline over 1 year

-9.04%

-8.92%

-0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-17.89%

-19.30%

+1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-27.12%

-25.36%

-1.76%

Max Drawdown (10Y)

Largest decline over 10 years

-39.47%

-35.00%

-4.47%

Current Drawdown

Current decline from peak

-2.61%

-2.14%

-0.47%

Average Drawdown

Average peak-to-trough decline

-6.01%

-8.02%

+2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

1.99%

+0.14%

Volatility

VLUE vs. VTI - Volatility Comparison

iShares MSCI USA Value Factor ETF (VLUE) has a higher volatility of 8.83% compared to Vanguard Total Stock Market ETF (VTI) at 4.50%. This indicates that VLUE's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VLUEVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.83%

4.50%

+4.33%

Volatility (6M)

Calculated over the trailing 6-month period

15.31%

9.82%

+5.49%

Volatility (1Y)

Calculated over the trailing 1-year period

18.38%

12.64%

+5.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.00%

17.47%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.91%

18.33%

+1.58%

VLUE vs. VTI - Expense Ratio Comparison

VLUE has a 0.15% expense ratio, which is higher than VTI'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%.

Dividends

VLUE vs. VTI - Dividend Comparison

VLUE's dividend yield for the trailing twelve months is around 1.43%, more than VTI's 1.03% yield.

PositionTTM20252024202320222021202020192018201720162015
VLUE
iShares MSCI USA Value Factor ETF		1.43%2.11%2.73%2.66%3.18%2.22%2.42%2.61%2.70%2.14%2.07%2.39%
VTI
Vanguard Total Stock Market ETF		1.03%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions

VLUE and VTI have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VLUE has higher volatility (8.83%) compared to VTI (4.50%). In terms of maximum drawdown, VLUE dropped -39.47% vs VTI's -55.45%.

On 10-year performance, VLUE leads with 15.38% vs 15.02% for VTI. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 4.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VLUE has performed better with a 15.38% return vs 15.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTI is cheaper with a 0.03% expense ratio, compared with 0.15% for VLUE.

VLUE has the higher dividend yield at 1.43%, compared with 1.03% for VTI.

VLUE is categorized as Large Cap Value Equities, while VTI is Large Cap Blend Equities. VLUE tracks MSCI USA Enhanced Value Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.15% for VLUE and 0.03% for VTI.

VLUE currently has the higher Sharpe Ratio (4.55 vs 1.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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