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

Correlation

The correlation between VTV and VOOV is 0.89, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

VTV vs. VOOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Value ETF (VTV) and Vanguard S&P 500 Value ETF (VOOV). The values are adjusted to include any dividend payments, if applicable.

340.00%360.00%380.00%400.00%420.00%440.00%NovemberDecember2025FebruaryMarchApril
402.71%
378.82%
VTV
VOOV

Key characteristics

Sharpe Ratio

VTV:

0.49

VOOV:

0.21

Sortino Ratio

VTV:

0.78

VOOV:

0.42

Omega Ratio

VTV:

1.11

VOOV:

1.06

Calmar Ratio

VTV:

0.52

VOOV:

0.19

Martin Ratio

VTV:

2.06

VOOV:

0.73

Ulcer Index

VTV:

3.67%

VOOV:

4.70%

Daily Std Dev

VTV:

15.48%

VOOV:

15.94%

Max Drawdown

VTV:

-59.27%

VOOV:

-37.31%

Current Drawdown

VTV:

-8.17%

VOOV:

-10.80%

Returns By Period

In the year-to-date period, VTV achieves a -1.92% return, which is significantly higher than VOOV's -4.19% return. Both investments have delivered pretty close results over the past 10 years, with VTV having a 9.66% annualized return and VOOV not far behind at 9.33%.


VTV

YTD

-1.92%

1M

-4.59%

6M

-4.49%

1Y

6.77%

5Y*

14.25%

10Y*

9.66%

VOOV

YTD

-4.19%

1M

-4.96%

6M

-6.97%

1Y

2.73%

5Y*

14.30%

10Y*

9.33%

*Annualized

Compare stocks, funds, or ETFs

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VTV vs. VOOV - Expense Ratio Comparison

VTV has a 0.04% expense ratio, which is lower than VOOV's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for VOOV: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOOV: 0.10%
Expense ratio chart for VTV: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTV: 0.04%

Risk-Adjusted Performance

VTV vs. VOOV — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VTV
The Risk-Adjusted Performance Rank of VTV is 6060
Overall Rank
The Sharpe Ratio Rank of VTV is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of VTV is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VTV is 5858
Omega Ratio Rank
The Calmar Ratio Rank of VTV is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VTV is 6262
Martin Ratio Rank

VOOV
The Risk-Adjusted Performance Rank of VOOV is 3939
Overall Rank
The Sharpe Ratio Rank of VOOV is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of VOOV is 3838
Sortino Ratio Rank
The Omega Ratio Rank of VOOV is 3939
Omega Ratio Rank
The Calmar Ratio Rank of VOOV is 4141
Calmar Ratio Rank
The Martin Ratio Rank of VOOV is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VTV vs. VOOV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Value ETF (VTV) and Vanguard S&P 500 Value ETF (VOOV). 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.


The chart of Sharpe ratio for VTV, currently valued at 0.49, compared to the broader market-1.000.001.002.003.004.00
VTV: 0.49
VOOV: 0.21
The chart of Sortino ratio for VTV, currently valued at 0.78, compared to the broader market-2.000.002.004.006.008.00
VTV: 0.78
VOOV: 0.42
The chart of Omega ratio for VTV, currently valued at 1.11, compared to the broader market0.501.001.502.002.50
VTV: 1.11
VOOV: 1.06
The chart of Calmar ratio for VTV, currently valued at 0.52, compared to the broader market0.002.004.006.008.0010.0012.00
VTV: 0.52
VOOV: 0.19
The chart of Martin ratio for VTV, currently valued at 2.06, compared to the broader market0.0020.0040.0060.00
VTV: 2.06
VOOV: 0.73

The current VTV Sharpe Ratio is 0.49, which is higher than the VOOV Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of VTV and VOOV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.49
0.21
VTV
VOOV

Dividends

VTV vs. VOOV - Dividend Comparison

VTV's dividend yield for the trailing twelve months is around 2.38%, more than VOOV's 2.24% yield.


TTM20242023202220212020201920182017201620152014
VTV
Vanguard Value ETF
2.38%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%
VOOV
Vanguard S&P 500 Value ETF
2.24%2.10%1.69%2.19%1.87%2.45%2.10%2.65%2.13%2.24%2.36%1.98%

Drawdowns

VTV vs. VOOV - Drawdown Comparison

The maximum VTV drawdown since its inception was -59.27%, which is greater than VOOV's maximum drawdown of -37.31%. Use the drawdown chart below to compare losses from any high point for VTV and VOOV. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.17%
-10.80%
VTV
VOOV

Volatility

VTV vs. VOOV - Volatility Comparison

The current volatility for Vanguard Value ETF (VTV) is 11.21%, while Vanguard S&P 500 Value ETF (VOOV) has a volatility of 12.14%. This indicates that VTV experiences smaller price fluctuations and is considered to be less risky than VOOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.21%
12.14%
VTV
VOOV