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VTVT vs. QUAL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTVT and QUAL is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

VTVT vs. QUAL

Last updated Jun 1, 2025

Compare and contrast key facts about vTv Therapeutics Inc. (VTVT) and iShares Edge MSCI USA Quality Factor ETF (QUAL).

QUAL is a passively managed fund by iShares that tracks the performance of the MSCI USA Quality Index. It was launched on Jul 16, 2013.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTVT or QUAL.

Performance

VTVT vs. QUAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in vTv Therapeutics Inc. (VTVT) and iShares Edge MSCI USA Quality Factor ETF (QUAL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VTVT:

-0.33

QUAL:

0.47

Sortino Ratio

VTVT:

0.04

QUAL:

0.68

Omega Ratio

VTVT:

1.00

QUAL:

1.09

Calmar Ratio

VTVT:

-0.37

QUAL:

0.40

Martin Ratio

VTVT:

-1.09

QUAL:

1.47

Ulcer Index

VTVT:

32.77%

QUAL:

4.86%

Daily Std Dev

VTVT:

100.09%

QUAL:

18.57%

Max Drawdown

VTVT:

-98.19%

QUAL:

-34.06%

Current Drawdown

VTVT:

-96.35%

QUAL:

-4.74%

Returns By Period

In the year-to-date period, VTVT achieves a 15.07% return, which is significantly higher than QUAL's -0.35% return.

VTVT

YTD

15.07%

1M

-22.53%

6M

-0.94%

1Y

-31.89%

3Y*

-10.34%

5Y*

-32.71%

10Y*

N/A

QUAL

YTD

-0.35%

1M

4.52%

6M

-3.94%

1Y

7.94%

3Y*

14.29%

5Y*

14.51%

10Y*

12.35%

*Annualized

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vTv Therapeutics Inc.

iShares Edge MSCI USA Quality Factor ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

VTVT vs. QUAL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VTVT
The Risk-Adjusted Performance Rank of VTVT is 3131
Overall Rank
The Sharpe Ratio Rank of VTVT is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of VTVT is 3737
Sortino Ratio Rank
The Omega Ratio Rank of VTVT is 3737
Omega Ratio Rank
The Calmar Ratio Rank of VTVT is 2727
Calmar Ratio Rank
The Martin Ratio Rank of VTVT is 2222
Martin Ratio Rank
QUAL
The Risk-Adjusted Performance Rank of QUAL is 4040
Overall Rank
The Sharpe Ratio Rank of QUAL is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of QUAL is 3636
Sortino Ratio Rank
The Omega Ratio Rank of QUAL is 3737
Omega Ratio Rank
The Calmar Ratio Rank of QUAL is 4343
Calmar Ratio Rank
The Martin Ratio Rank of QUAL is 4242
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.

VTVT vs. QUAL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for vTv Therapeutics Inc. (VTVT) and iShares Edge MSCI USA Quality Factor ETF (QUAL). 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 current VTVT Sharpe Ratio is -0.33, which is lower than the QUAL Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of VTVT and QUAL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

VTVT vs. QUAL - Dividend Comparison

VTVT has not paid dividends to shareholders, while QUAL's dividend yield for the trailing twelve months is around 1.03%.

TTM20242023202220212020201920182017201620152014
VTVT
vTv Therapeutics Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QUAL
iShares Edge MSCI USA Quality Factor ETF		1.03%1.02%1.23%1.59%1.20%1.39%1.60%2.00%1.76%1.96%1.63%1.35%

Drawdowns

VTVT vs. QUAL - Drawdown Comparison

The maximum VTVT drawdown since its inception was -98.19%, which is greater than QUAL's maximum drawdown of -34.06%. Use the drawdown chart below to compare losses from any high point for VTVT and QUAL.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

VTVT vs. QUAL - Volatility Comparison

vTv Therapeutics Inc. (VTVT) has a higher volatility of 22.06% compared to iShares Edge MSCI USA Quality Factor ETF (QUAL) at 4.88%. This indicates that VTVT's price experiences larger fluctuations and is considered to be riskier than QUAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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