VTWV vs. VTC
Compare and contrast key facts about Vanguard Russell 2000 Value ETF (VTWV) and Vanguard Total Corporate Bond ETF (VTC).
VTWV and VTC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VTWV is a passively managed fund by Vanguard that tracks the performance of the Russell 2000 Value Index. It was launched on Sep 20, 2010. VTC is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Barclays U.S. Corporate Bond Index. It was launched on Nov 7, 2017. Both VTWV and VTC 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: VTWV or VTC.
Performance
VTWV vs. VTC - Performance Comparison
Returns By Period
In the year-to-date period, VTWV achieves a 12.81% return, which is significantly higher than VTC's 2.47% return.
VTWV
12.81%
1.20%
10.03%
29.51%
9.11%
7.83%
VTC
2.47%
-2.15%
3.43%
8.71%
0.46%
N/A
Key characteristics
| VTWV | VTC | |
|---|---|---|
| Sharpe Ratio | 1.27 | 1.55 |
| Sortino Ratio | 1.92 | 2.30 |
| Omega Ratio | 1.23 | 1.27 |
| Calmar Ratio | 1.41 | 0.62 |
| Martin Ratio | 6.70 | 5.92 |
| Ulcer Index | 4.06% | 1.60% |
| Daily Std Dev | 21.47% | 6.09% |
| Max Drawdown | -45.73% | -22.05% |
| Current Drawdown | -4.53% | -7.83% |
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VTWV vs. VTC - Expense Ratio Comparison
VTWV has a 0.15% expense ratio, which is higher than VTC's 0.04% expense ratio. However, 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 VTWV and VTC is 0.12, 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.
Risk-Adjusted Performance
VTWV vs. VTC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 2000 Value ETF (VTWV) and Vanguard Total Corporate Bond ETF (VTC). 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
VTWV vs. VTC - Dividend Comparison
VTWV's dividend yield for the trailing twelve months is around 1.80%, less than VTC's 4.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTWV Vanguard Russell 2000 Value ETF | 1.80% | 2.02% | 2.07% | 1.60% | 1.49% | 1.82% | 2.04% | 1.63% | 1.57% | 2.03% | 1.71% | 1.42% |
VTC Vanguard Total Corporate Bond ETF | 4.35% | 3.81% | 3.13% | 2.36% | 2.69% | 3.34% | 3.54% | 0.55% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VTWV vs. VTC - Drawdown Comparison
The maximum VTWV drawdown since its inception was -45.73%, which is greater than VTC's maximum drawdown of -22.05%. Use the drawdown chart below to compare losses from any high point for VTWV and VTC. For additional features, visit the drawdowns tool.
Volatility
VTWV vs. VTC - Volatility Comparison
Vanguard Russell 2000 Value ETF (VTWV) has a higher volatility of 8.06% compared to Vanguard Total Corporate Bond ETF (VTC) at 1.94%. This indicates that VTWV's price experiences larger fluctuations and is considered to be riskier than VTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.