VTV vs. VOOV
Compare and contrast key facts about Vanguard Value ETF (VTV) and Vanguard S&P 500 Value ETF (VOOV).
VTV and VOOV 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. VOOV is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Value Index. It was launched on Sep 7, 2010. Both VTV and VOOV 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 VOOV.
Performance
VTV vs. VOOV - Performance Comparison
Returns By Period
In the year-to-date period, VTV achieves a 20.27% return, which is significantly higher than VOOV'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 VOOV not far behind at 10.39%.
VTV
20.27%
0.28%
10.01%
28.13%
11.51%
10.45%
VOOV
16.96%
0.51%
9.10%
25.27%
12.19%
10.39%
Key characteristics
| VTV | VOOV | |
|---|---|---|
| Sharpe Ratio | 2.76 | 2.46 |
| Sortino Ratio | 3.88 | 3.49 |
| Omega Ratio | 1.50 | 1.44 |
| Calmar Ratio | 5.51 | 4.64 |
| Martin Ratio | 17.61 | 14.83 |
| Ulcer Index | 1.59% | 1.67% |
| Daily Std Dev | 10.17% | 10.06% |
| Max Drawdown | -59.27% | -37.31% |
| Current Drawdown | -1.42% | -1.26% |
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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%.
Correlation
The correlation between VTV and VOOV is 0.96, 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. 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.
Dividends
VTV vs. VOOV - Dividend Comparison
VTV's dividend yield for the trailing twelve months is around 2.25%, more than VOOV's 1.93% 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% |
VOOV Vanguard S&P 500 Value ETF | 1.93% | 1.69% | 2.19% | 1.87% | 2.45% | 2.10% | 2.65% | 2.13% | 2.24% | 2.36% | 1.98% | 1.97% |
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.
Volatility
VTV vs. VOOV - Volatility Comparison
Vanguard Value ETF (VTV) has a higher volatility of 3.58% compared to Vanguard S&P 500 Value ETF (VOOV) at 3.31%. This indicates that VTV's price experiences larger fluctuations and is considered to be riskier than VOOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.