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VTV vs. ABBV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VTV vs. ABBV

Last updated Jun 13, 2026

VTV (Vanguard Value ETF) is Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index, while ABBV (AbbVie Inc.) is a stock. Over the past 10 years, VTV returned 12.78%/yr vs 19.10%/yr for ABBV. At a 0.47 correlation, their price movements are largely independent.

Performance

VTV vs. ABBV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Value ETF (VTV) and AbbVie Inc. (ABBV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VTV achieves a 14.29% return, which is significantly higher than ABBV's 1.30% return. Over the past 10 years, VTV has underperformed ABBV with an annualized return of 12.78%, while ABBV has yielded a comparatively higher 19.10% annualized return.

VTV

1D
0.93%
1M
4.18%
YTD
14.29%
6M
13.99%
1Y
26.89%
3Y*
18.16%
5Y*
11.76%
10Y*
12.78%

ABBV

1D
1.32%
1M
9.22%
YTD
1.30%
6M
3.65%
1Y
22.21%
3Y*
22.39%
5Y*
18.94%
10Y*
19.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTV vs. ABBV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VTV
Vanguard Value ETF		14.29%15.27%15.95%9.32%-2.09%26.53%2.33%25.66%-5.47%17.15%
ABBV
AbbVie Inc.		1.30%33.08%18.86%-0.23%24.01%32.43%27.72%1.47%-0.96%60.07%

Correlation

The correlation between VTV and ABBV is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.30

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

0.40

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

0.42

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

0.45

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2013

0.47

The correlation between VTV and ABBV shifts across timeframes, from 0.30 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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

Vanguard Value ETF

AbbVie Inc.

Often compared with VTV:
VTV vs. SCHDVTV vs. VOOVTV vs. VTIVTV vs. VUGVTV vs. VYMVTV vs. SCHVVTV vs. VIG
Often compared with ABBV:
ABBV vs. JNJABBV vs. ABTABBV vs. LLYABBV vs. PFEABBV vs. MRKABBV vs. VOOABBV vs. AMGN

Return for Risk

VTV vs. ABBV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VTV
VTV Risk / Return Rank: 8888
Overall Rank
VTV Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VTV Sortino Ratio Rank: 9090
Sortino Ratio Rank
VTV Omega Ratio Rank: 8787
Omega Ratio Rank
VTV Calmar Ratio Rank: 8787
Calmar Ratio Rank
VTV Martin Ratio Rank: 8787
Martin Ratio Rank
ABBV
ABBV Risk / Return Rank: 6868
Overall Rank
ABBV Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ABBV Sortino Ratio Rank: 6666
Sortino Ratio Rank
ABBV Omega Ratio Rank: 6565
Omega Ratio Rank
ABBV Calmar Ratio Rank: 6868
Calmar Ratio Rank
ABBV Martin Ratio Rank: 6868
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.

VTV vs. ABBV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Value ETF (VTV) and AbbVie Inc. (ABBV). 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.

VTVABBVDifference
Sharpe ratioReturn per unit of total volatility
2.61
0.92

+1.69

Sortino ratioReturn per unit of downside risk
3.71
1.42

+2.29

Omega ratioGain probability vs. loss probability

1.47

1.18

+0.29

Calmar ratioReturn relative to maximum drawdown

4.25

1.29

+2.97

Martin ratioReturn relative to average drawdown

16.04

2.88

+13.16

VTV vs. ABBV - Sharpe Ratio Comparison

The current VTV Sharpe Ratio is 2.61, which is higher than the ABBV Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of VTV and ABBV, 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

VTV vs. ABBV - Drawdown Comparison

The maximum VTV drawdown since its inception was -59.27%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for VTV and ABBV.

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Drawdown Indicators

VTVABBVDifference

Max Drawdown

Largest peak-to-trough decline

-59.27%

-45.09%

-14.18%

Max Drawdown (1Y)

Largest decline over 1 year

-6.35%

-17.32%

+10.97%

Max Drawdown (3Y)

Largest decline over 3 years

-14.52%

-20.74%

+6.22%

Max Drawdown (5Y)

Largest decline over 5 years

-17.04%

-21.92%

+4.88%

Max Drawdown (10Y)

Largest decline over 10 years

-36.78%

-45.09%

+8.31%

Current Drawdown

Current decline from peak

0.00%

-4.60%

+4.60%

Average Drawdown

Average peak-to-trough decline

-7.86%

-10.71%

+2.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

7.75%

-6.07%

Volatility

VTV vs. ABBV - Volatility Comparison

The current volatility for Vanguard Value ETF (VTV) is 3.34%, while AbbVie Inc. (ABBV) has a volatility of 6.10%. This indicates that VTV experiences smaller price fluctuations and is considered to be less risky than ABBV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VTVABBVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

6.10%

-2.76%

Volatility (6M)

Calculated over the trailing 6-month period

7.82%

17.85%

-10.03%

Volatility (1Y)

Calculated over the trailing 1-year period

10.38%

24.31%

-13.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.92%

22.89%

-8.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.68%

25.73%

-9.05%

Dividends

VTV vs. ABBV - Dividend Comparison

VTV's dividend yield for the trailing twelve months is around 1.83%, less than ABBV's 2.96% yield.

PositionTTM20252024202320222021202020192018201720162015
ABBV
AbbVie Inc.		2.96%2.87%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%
VTV
Vanguard Value ETF		1.83%2.05%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%

Frequently Asked Questions

VTV and ABBV have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ABBV has higher volatility (6.10%) compared to VTV (3.34%). In terms of maximum drawdown, VTV dropped -59.27% vs ABBV's -45.09%.

VTV currently has the higher Sharpe Ratio (2.61 vs 0.92), 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.

Portfolio Optimizer

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