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VTV vs. SCHV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VTVSCHV
YTD Return4.21%3.01%
1Y Return12.60%10.53%
3Y Return (Ann)7.27%4.66%
5Y Return (Ann)9.99%8.01%
10Y Return (Ann)9.91%8.63%
Sharpe Ratio1.271.02
Daily Std Dev10.41%11.01%
Max Drawdown-59.27%-37.08%
Current Drawdown-4.94%-5.46%

Correlation

-0.50.00.51.01.0

The correlation between VTV and SCHV is 0.99, 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

VTV vs. SCHV - Performance Comparison

In the year-to-date period, VTV achieves a 4.21% return, which is significantly higher than SCHV's 3.01% return. Over the past 10 years, VTV has outperformed SCHV with an annualized return of 9.91%, while SCHV has yielded a comparatively lower 8.63% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


250.00%300.00%350.00%400.00%NovemberDecember2024FebruaryMarchApril
368.38%
315.06%
VTV
SCHV

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

Schwab U.S. Large-Cap Value ETF

VTV vs. SCHV - Expense Ratio Comparison

Both VTV and SCHV have an expense ratio of 0.04%.

VTV
Vanguard Value ETF
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

VTV vs. SCHV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Value ETF (VTV) and Schwab U.S. Large-Cap Value ETF (SCHV). 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.


VTV
Sharpe ratio
The chart of Sharpe ratio for VTV, currently valued at 1.27, compared to the broader market-1.000.001.002.003.004.005.001.27
Sortino ratio
The chart of Sortino ratio for VTV, currently valued at 1.87, compared to the broader market-2.000.002.004.006.008.001.87
Omega ratio
The chart of Omega ratio for VTV, currently valued at 1.22, compared to the broader market1.001.502.002.501.22
Calmar ratio
The chart of Calmar ratio for VTV, currently valued at 1.33, compared to the broader market0.002.004.006.008.0010.0012.001.34
Martin ratio
The chart of Martin ratio for VTV, currently valued at 4.22, compared to the broader market0.0020.0040.0060.0080.004.22
SCHV
Sharpe ratio
The chart of Sharpe ratio for SCHV, currently valued at 1.02, compared to the broader market-1.000.001.002.003.004.005.001.02
Sortino ratio
The chart of Sortino ratio for SCHV, currently valued at 1.53, compared to the broader market-2.000.002.004.006.008.001.53
Omega ratio
The chart of Omega ratio for SCHV, currently valued at 1.18, compared to the broader market1.001.502.002.501.18
Calmar ratio
The chart of Calmar ratio for SCHV, currently valued at 0.80, compared to the broader market0.002.004.006.008.0010.0012.000.80
Martin ratio
The chart of Martin ratio for SCHV, currently valued at 3.09, compared to the broader market0.0020.0040.0060.0080.003.09

VTV vs. SCHV - Sharpe Ratio Comparison

The current VTV Sharpe Ratio is 1.27, which roughly equals the SCHV Sharpe Ratio of 1.02. The chart below compares the 12-month rolling Sharpe Ratio of VTV and SCHV.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2024FebruaryMarchApril
1.27
1.02
VTV
SCHV

Dividends

VTV vs. SCHV - Dividend Comparison

VTV's dividend yield for the trailing twelve months is around 2.49%, more than SCHV's 2.37% yield.


TTM20232022202120202019201820172016201520142013
VTV
Vanguard Value ETF
2.49%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%2.21%
SCHV
Schwab U.S. Large-Cap Value ETF
2.37%2.42%2.37%1.93%3.03%3.02%3.05%2.37%2.01%2.69%2.38%2.18%

Drawdowns

VTV vs. SCHV - Drawdown Comparison

The maximum VTV drawdown since its inception was -59.27%, which is greater than SCHV's maximum drawdown of -37.08%. Use the drawdown chart below to compare losses from any high point for VTV and SCHV. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.94%
-5.46%
VTV
SCHV

Volatility

VTV vs. SCHV - Volatility Comparison

Vanguard Value ETF (VTV) and Schwab U.S. Large-Cap Value ETF (SCHV) have volatilities of 3.27% and 3.39%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.27%
3.39%
VTV
SCHV