VOOV vs. VTV
Compare and contrast key facts about Vanguard S&P 500 Value ETF (VOOV) and Vanguard Value ETF (VTV).
VOOV and VTV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VOOV is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Value Index. It was launched on Sep 7, 2010. 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. Both VOOV and VTV 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: VOOV or VTV.
Performance
VOOV vs. VTV - Performance Comparison
Returns By Period
In the year-to-date period, VOOV achieves a 16.96% return, which is significantly lower than VTV's 20.27% return. Both investments have delivered pretty close results over the past 10 years, with VOOV having a 10.39% annualized return and VTV not far ahead at 10.45%.
VOOV
16.96%
0.51%
9.10%
25.27%
12.19%
10.39%
VTV
20.27%
0.28%
10.01%
28.13%
11.51%
10.45%
Key characteristics
| VOOV | VTV | |
|---|---|---|
| Sharpe Ratio | 2.46 | 2.76 |
| Sortino Ratio | 3.49 | 3.88 |
| Omega Ratio | 1.44 | 1.50 |
| Calmar Ratio | 4.64 | 5.51 |
| Martin Ratio | 14.83 | 17.61 |
| Ulcer Index | 1.67% | 1.59% |
| Daily Std Dev | 10.06% | 10.17% |
| Max Drawdown | -37.31% | -59.27% |
| Current Drawdown | -1.26% | -1.42% |
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VOOV vs. VTV - Expense Ratio Comparison
VOOV has a 0.10% 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%.
Correlation
The correlation between VOOV and VTV is 0.96, 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
VOOV vs. VTV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 Value ETF (VOOV) 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
VOOV vs. VTV - Dividend Comparison
VOOV's dividend yield for the trailing twelve months is around 1.93%, less than VTV's 2.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOOV Vanguard S&P 500 Value ETF | 1.93% | 1.69% | 2.19% | 1.87% | 2.45% | 2.10% | 2.65% | 2.13% | 2.24% | 2.36% | 1.98% | 1.97% |
VTV Vanguard Value ETF | 2.25% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
VOOV vs. VTV - Drawdown Comparison
The maximum VOOV drawdown since its inception was -37.31%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for VOOV and VTV. For additional features, visit the drawdowns tool.
Volatility
VOOV vs. VTV - Volatility Comparison
The current volatility for Vanguard S&P 500 Value ETF (VOOV) is 3.31%, while Vanguard Value ETF (VTV) has a volatility of 3.58%. This indicates that VOOV experiences smaller price fluctuations and is considered to be less risky than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.