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VTWV vs. VTC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTWV vs. VTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 2000 Value ETF (VTWV) and Vanguard Total Corporate Bond ETF (VTC). The values are adjusted to include any dividend payments, if applicable.

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VTWV vs. VTC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTWV
Vanguard Russell 2000 Value ETF
5.55%12.72%7.83%14.67%-14.46%27.90%4.88%22.44%-13.34%4.43%
VTC
Vanguard Total Corporate Bond ETF
-0.20%7.58%2.15%8.58%-15.68%-1.41%9.30%14.60%-2.55%0.84%

Returns By Period

In the year-to-date period, VTWV achieves a 5.55% return, which is significantly higher than VTC's -0.20% return.


VTWV

1D
0.57%
1M
-3.81%
YTD
5.55%
6M
8.39%
1Y
28.79%
3Y*
13.98%
5Y*
5.59%
10Y*
9.64%

VTC

1D
0.06%
1M
-1.43%
YTD
-0.20%
6M
0.11%
1Y
4.76%
3Y*
4.67%
5Y*
0.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTWV vs. VTC - Expense Ratio Comparison

VTWV has a 0.10% 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%.


Return for Risk

VTWV vs. VTC — Risk / Return Rank

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

VTWV
VTWV Risk / Return Rank: 7272
Overall Rank
VTWV Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VTWV Sortino Ratio Rank: 7272
Sortino Ratio Rank
VTWV Omega Ratio Rank: 6565
Omega Ratio Rank
VTWV Calmar Ratio Rank: 7575
Calmar Ratio Rank
VTWV Martin Ratio Rank: 7575
Martin Ratio Rank

VTC
VTC Risk / Return Rank: 4949
Overall Rank
VTC Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VTC Sortino Ratio Rank: 4141
Sortino Ratio Rank
VTC Omega Ratio Rank: 4040
Omega Ratio Rank
VTC Calmar Ratio Rank: 6666
Calmar Ratio Rank
VTC Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VTWV vs. VTC - Risk-Adjusted Trends 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.


VTWVVTCDifference

Sharpe ratio

Return per unit of total volatility

1.30

0.88

+0.42

Sortino ratio

Return per unit of downside risk

1.88

1.23

+0.65

Omega ratio

Gain probability vs. loss probability

1.25

1.17

+0.08

Calmar ratio

Return relative to maximum drawdown

2.07

1.75

+0.32

Martin ratio

Return relative to average drawdown

8.17

5.23

+2.93

VTWV vs. VTC - Sharpe Ratio Comparison

The current VTWV Sharpe Ratio is 1.30, which is higher than the VTC Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of VTWV and VTC, 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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Sharpe Ratios by Period


VTWVVTCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

0.88

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.09

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.31

+0.15

Correlation

The correlation between VTWV and VTC is 0.15, 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.


Dividends

VTWV vs. VTC - Dividend Comparison

VTWV's dividend yield for the trailing twelve months is around 1.76%, less than VTC's 4.94% yield.


TTM20252024202320222021202020192018201720162015
VTWV
Vanguard Russell 2000 Value ETF
1.76%1.79%1.78%2.02%2.07%1.60%1.49%1.82%2.04%1.63%1.57%2.03%
VTC
Vanguard Total Corporate Bond ETF
4.94%4.76%4.50%3.80%3.13%2.36%2.69%3.34%3.53%0.55%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.


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Drawdown Indicators


VTWVVTCDifference

Max Drawdown

Largest peak-to-trough decline

-45.73%

-22.05%

-23.68%

Max Drawdown (1Y)

Largest decline over 1 year

-13.90%

-2.89%

-11.01%

Max Drawdown (5Y)

Largest decline over 5 years

-26.72%

-22.05%

-4.67%

Max Drawdown (10Y)

Largest decline over 10 years

-45.73%

Current Drawdown

Current decline from peak

-4.82%

-1.77%

-3.05%

Average Drawdown

Average peak-to-trough decline

-7.89%

-5.94%

-1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

0.96%

+2.57%

Volatility

VTWV vs. VTC - Volatility Comparison

Vanguard Russell 2000 Value ETF (VTWV) has a higher volatility of 6.40% compared to Vanguard Total Corporate Bond ETF (VTC) at 2.19%. 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.


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Volatility by Period


VTWVVTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.40%

2.19%

+4.21%

Volatility (6M)

Calculated over the trailing 6-month period

13.23%

3.02%

+10.21%

Volatility (1Y)

Calculated over the trailing 1-year period

22.20%

5.44%

+16.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.82%

7.08%

+14.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.50%

7.74%

+15.76%