VTV vs. SPYV
Compare and contrast key facts about Vanguard Value ETF (VTV) and SPDR Portfolio S&P 500 Value ETF (SPYV).
VTV and SPYV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. SPYV is a passively managed fund by State Street that tracks the performance of the S&P 500 Value. It was launched on Sep 25, 2000. Both VTV and SPYV 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: VTV or SPYV.
Performance
VTV vs. SPYV - Performance Comparison
Returns By Period
In the year-to-date period, VTV achieves a 20.27% return, which is significantly higher than SPYV's 16.96% return. Both investments have delivered pretty close results over the past 10 years, with VTV having a 10.45% annualized return and SPYV not far behind at 10.42%.
VTV
20.27%
0.28%
10.01%
28.13%
11.51%
10.45%
SPYV
16.96%
0.56%
9.11%
25.22%
12.25%
10.42%
Key characteristics
| VTV | SPYV | |
|---|---|---|
| Sharpe Ratio | 2.76 | 2.50 |
| Sortino Ratio | 3.88 | 3.51 |
| Omega Ratio | 1.50 | 1.45 |
| Calmar Ratio | 5.51 | 4.56 |
| Martin Ratio | 17.61 | 14.64 |
| Ulcer Index | 1.59% | 1.70% |
| Daily Std Dev | 10.17% | 9.93% |
| Max Drawdown | -59.27% | -58.45% |
| Current Drawdown | -1.42% | -1.25% |
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VTV vs. SPYV - Expense Ratio Comparison
Both VTV and SPYV have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between VTV and SPYV is 0.95, 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
VTV vs. SPYV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Value ETF (VTV) and SPDR Portfolio S&P 500 Value ETF (SPYV). 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
VTV vs. SPYV - Dividend Comparison
VTV's dividend yield for the trailing twelve months is around 2.25%, more than SPYV's 1.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPYV SPDR Portfolio S&P 500 Value ETF | 1.96% | 1.75% | 2.23% | 2.10% | 2.38% | 2.25% | 2.97% | 2.77% | 2.39% | 2.53% | 2.19% | 1.96% |
Drawdowns
VTV vs. SPYV - Drawdown Comparison
The maximum VTV drawdown since its inception was -59.27%, roughly equal to the maximum SPYV drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for VTV and SPYV. For additional features, visit the drawdowns tool.
Volatility
VTV vs. SPYV - Volatility Comparison
Vanguard Value ETF (VTV) has a higher volatility of 3.58% compared to SPDR Portfolio S&P 500 Value ETF (SPYV) at 3.35%. This indicates that VTV's price experiences larger fluctuations and is considered to be riskier than SPYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.