PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VTV vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VTVVUG
YTD Return4.21%7.93%
1Y Return12.60%35.21%
3Y Return (Ann)7.27%7.29%
5Y Return (Ann)9.99%16.65%
10Y Return (Ann)9.91%14.90%
Sharpe Ratio1.272.31
Daily Std Dev10.41%15.37%
Max Drawdown-59.27%-50.68%
Current Drawdown-4.94%-3.23%

Correlation

-0.50.00.51.00.8

The correlation between VTV and VUG is 0.81, 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. VUG - Performance Comparison

In the year-to-date period, VTV achieves a 4.21% return, which is significantly lower than VUG's 7.93% return. Over the past 10 years, VTV has underperformed VUG with an annualized return of 9.91%, while VUG has yielded a comparatively higher 14.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


400.00%500.00%600.00%700.00%800.00%NovemberDecember2024FebruaryMarchApril
436.86%
743.78%
VTV
VUG

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 Growth ETF

VTV vs. VUG - Expense Ratio Comparison

Both VTV and VUG have an expense ratio of 0.04%.

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

Risk-Adjusted Performance

VTV vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Value ETF (VTV) and Vanguard Growth ETF (VUG). 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
VUG
Sharpe ratio
The chart of Sharpe ratio for VUG, currently valued at 2.31, compared to the broader market-1.000.001.002.003.004.005.002.31
Sortino ratio
The chart of Sortino ratio for VUG, currently valued at 3.19, compared to the broader market-2.000.002.004.006.008.003.19
Omega ratio
The chart of Omega ratio for VUG, currently valued at 1.40, compared to the broader market1.001.502.002.501.40
Calmar ratio
The chart of Calmar ratio for VUG, currently valued at 1.44, compared to the broader market0.002.004.006.008.0010.0012.001.44
Martin ratio
The chart of Martin ratio for VUG, currently valued at 11.77, compared to the broader market0.0020.0040.0060.0080.0011.77

VTV vs. VUG - Sharpe Ratio Comparison

The current VTV Sharpe Ratio is 1.27, which is lower than the VUG Sharpe Ratio of 2.31. The chart below compares the 12-month rolling Sharpe Ratio of VTV and VUG.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2024FebruaryMarchApril
1.27
2.31
VTV
VUG

Dividends

VTV vs. VUG - Dividend Comparison

VTV's dividend yield for the trailing twelve months is around 2.49%, more than VUG's 0.55% 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%
VUG
Vanguard Growth ETF
0.55%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Drawdowns

VTV vs. VUG - Drawdown Comparison

The maximum VTV drawdown since its inception was -59.27%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for VTV and VUG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.94%
-3.23%
VTV
VUG

Volatility

VTV vs. VUG - Volatility Comparison

The current volatility for Vanguard Value ETF (VTV) is 3.27%, while Vanguard Growth ETF (VUG) has a volatility of 4.01%. This indicates that VTV experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
3.27%
4.01%
VTV
VUG