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VTV vs. VBTIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTV vs. VBTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Value ETF (VTV) and Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX). 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 VBTIX's 0.43% return. Over the past 10 years, VTV has outperformed VBTIX with an annualized return of 12.78%, while VBTIX has yielded a comparatively lower 1.54% 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%

VBTIX

1D
0.52%
1M
0.55%
YTD
0.43%
6M
0.97%
1Y
4.48%
3Y*
4.06%
5Y*
0.06%
10Y*
1.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTV vs. VBTIX - 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%
VBTIX
Vanguard Total Bond Market Index Fund Institutional Shares
0.43%7.18%1.27%5.75%-13.15%-1.95%7.75%8.74%-0.24%3.56%

Correlation

The correlation between VTV and VBTIX 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

0.24

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

0.12

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

-0.06

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2004

-0.18

The correlation between VTV and VBTIX shifts across timeframes, from -0.18 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VTV vs. VBTIX — 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

VBTIX
VBTIX Risk / Return Rank: 3030
Overall Rank
VBTIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VBTIX Sortino Ratio Rank: 3333
Sortino Ratio Rank
VBTIX Omega Ratio Rank: 3030
Omega Ratio Rank
VBTIX Calmar Ratio Rank: 3232
Calmar Ratio Rank
VBTIX Martin Ratio Rank: 2626
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. VBTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Value ETF (VTV) and Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX). 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.


VTVVBTIXDifference
Sharpe ratioReturn per unit of total volatility

+1.35

Sortino ratioReturn per unit of downside risk

+1.81

Omega ratioGain probability vs. loss probability

1.47

1.22

+0.24

Calmar ratioReturn relative to maximum drawdown

4.25

1.71

+2.54

Martin ratioReturn relative to average drawdown

16.04

4.95

+11.09

VTV vs. VBTIX - Sharpe Ratio Comparison

The current VTV Sharpe Ratio is 2.61, which is higher than the VBTIX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of VTV and VBTIX, 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. VBTIX - Drawdown Comparison

The maximum VTV drawdown since its inception was -59.27%, which is greater than VBTIX's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for VTV and VBTIX.


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Drawdown Indicators


VTVVBTIXDifference

Max Drawdown

Largest peak-to-trough decline

-59.27%

-18.90%

-40.37%

Max Drawdown (1Y)

Largest decline over 1 year

-6.35%

-2.89%

-3.46%

Max Drawdown (3Y)

Largest decline over 3 years

-14.52%

-5.99%

-8.53%

Max Drawdown (5Y)

Largest decline over 5 years

-17.04%

-18.13%

+1.09%

Max Drawdown (10Y)

Largest decline over 10 years

-36.78%

-18.90%

-17.88%

Current Drawdown

Current decline from peak

0.00%

-2.25%

+2.25%

Average Drawdown

Average peak-to-trough decline

-7.86%

-2.32%

-5.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

1.00%

+0.68%

Volatility

VTV vs. VBTIX - Volatility Comparison

Vanguard Value ETF (VTV) has a higher volatility of 3.34% compared to Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX) at 1.33%. This indicates that VTV's price experiences larger fluctuations and is considered to be riskier than VBTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTVVBTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

1.33%

+2.01%

Volatility (6M)

Calculated over the trailing 6-month period

7.82%

2.85%

+4.97%

Volatility (1Y)

Calculated over the trailing 1-year period

10.38%

3.93%

+6.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.92%

6.02%

+7.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.68%

4.99%

+11.69%

VTV vs. VBTIX - Expense Ratio Comparison

VTV has a 0.04% expense ratio, which is higher than VBTIX'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%.


Dividends

VTV vs. VBTIX - Dividend Comparison

VTV's dividend yield for the trailing twelve months is around 1.83%, less than VBTIX's 3.99% yield.


PositionTTM20252024202320222021202020192018201720162015
VBTIX
Vanguard Total Bond Market Index Fund Institutional Shares
3.99%3.88%3.69%3.12%2.61%1.81%2.41%2.75%2.58%2.56%2.54%2.84%
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 VBTIX 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.

VTV has higher volatility (3.34%) compared to VBTIX (1.33%). In terms of maximum drawdown, VTV dropped -59.27% vs VBTIX's -18.90%.

VTV currently has the higher Sharpe Ratio (2.61 vs 1.26), 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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