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

Key characteristics


VTVVOO
YTD Return4.21%6.29%
1Y Return12.60%23.54%
3Y Return (Ann)7.27%8.12%
5Y Return (Ann)9.99%13.59%
10Y Return (Ann)9.91%12.55%
Sharpe Ratio1.272.05
Daily Std Dev10.41%11.71%
Max Drawdown-59.27%-33.99%
Current Drawdown-4.94%-3.86%

Correlation

-0.50.00.51.00.9

The correlation between VTV and VOO is 0.92, 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. VOO - Performance Comparison

In the year-to-date period, VTV achieves a 4.21% return, which is significantly lower than VOO's 6.29% return. Over the past 10 years, VTV has underperformed VOO with an annualized return of 9.91%, while VOO has yielded a comparatively higher 12.55% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
14.03%
17.96%
VTV
VOO

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

Vanguard S&P 500 ETF

VTV vs. VOO - Expense Ratio Comparison

VTV has a 0.04% expense ratio, which is higher than VOO's 0.03% expense ratio.

VTV
Vanguard Value ETF
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VTV vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Value ETF (VTV) and Vanguard S&P 500 ETF (VOO). 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
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.05, compared to the broader market-1.000.001.002.003.004.005.002.05
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 2.95, compared to the broader market-2.000.002.004.006.008.002.95
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.36, compared to the broader market1.001.502.002.501.36
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 1.75, compared to the broader market0.002.004.006.008.0010.0012.001.75
Martin ratio
The chart of Martin ratio for VOO, currently valued at 8.62, compared to the broader market0.0020.0040.0060.0080.008.62

VTV vs. VOO - Sharpe Ratio Comparison

The current VTV Sharpe Ratio is 1.27, which is lower than the VOO Sharpe Ratio of 2.05. The chart below compares the 12-month rolling Sharpe Ratio of VTV and VOO.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2024FebruaryMarchApril
1.27
2.05
VTV
VOO

Dividends

VTV vs. VOO - Dividend Comparison

VTV's dividend yield for the trailing twelve months is around 2.49%, more than VOO's 1.39% 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%
VOO
Vanguard S&P 500 ETF
1.39%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

VTV vs. VOO - Drawdown Comparison

The maximum VTV drawdown since its inception was -59.27%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VTV and VOO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.94%
-3.86%
VTV
VOO

Volatility

VTV vs. VOO - Volatility Comparison

Vanguard Value ETF (VTV) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.27% and 3.44%, 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%
3.44%
VTV
VOO