PortfoliosLab logoPortfoliosLab logo
VTWV vs. VTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

Loading charts...

Returns By Period

In the year-to-date period, VTWV achieves a 18.89% return, which is significantly higher than VTC's 0.82% return.


VTWV

1D
0.95%
1M
3.21%
YTD
18.89%
6M
20.33%
1Y
45.38%
3Y*
18.37%
5Y*
6.95%
10Y*
10.45%

VTC

1D
0.07%
1M
0.51%
YTD
0.82%
6M
0.76%
1Y
6.31%
3Y*
5.30%
5Y*
0.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTWV vs. VTC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTWV
Vanguard Russell 2000 Value ETF
18.89%12.72%7.83%14.67%-14.46%27.90%4.88%22.44%-13.34%4.43%
VTC
Vanguard Total Corporate Bond ETF
0.82%7.58%2.15%8.58%-15.68%-1.41%9.30%14.60%-2.55%0.84%

Correlation

The correlation between VTWV and VTC is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2017

0.16

Over the past year, VTWV and VTC have become more correlated (0.39) than their long-term average of 0.16, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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: 7979
Overall Rank
VTWV Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VTWV Sortino Ratio Rank: 7878
Sortino Ratio Rank
VTWV Omega Ratio Rank: 6969
Omega Ratio Rank
VTWV Calmar Ratio Rank: 8888
Calmar Ratio Rank
VTWV Martin Ratio Rank: 8585
Martin Ratio Rank

VTC
VTC Risk / Return Rank: 4141
Overall Rank
VTC Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VTC Sortino Ratio Rank: 4141
Sortino Ratio Rank
VTC Omega Ratio Rank: 3939
Omega Ratio Rank
VTC Calmar Ratio Rank: 4242
Calmar Ratio Rank
VTC Martin Ratio Rank: 4242
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

2.52

1.45

+1.06

Sortino ratio

Return per unit of downside risk

3.50

2.13

+1.37

Omega ratio

Gain probability vs. loss probability

1.42

1.26

+0.17

Calmar ratio

Return relative to maximum drawdown

5.22

2.11

+3.11

Martin ratio

Return relative to average drawdown

17.85

6.72

+11.13

VTWV vs. VTC - Sharpe Ratio Comparison

The current VTWV Sharpe Ratio is 2.52, which is higher than the VTC Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of VTWV and VTC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


VTWVVTCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.52

1.45

+1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.09

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.32

+0.17

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.


Loading charts...

Drawdown Indicators


VTWVVTCDifference

Max Drawdown

Largest peak-to-trough decline

-45.73%

-22.05%

-23.68%

Max Drawdown (1Y)

Largest decline over 1 year

-8.64%

-2.88%

-5.76%

Max Drawdown (3Y)

Largest decline over 3 years

-26.72%

-6.46%

-20.26%

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

-0.21%

-0.77%

+0.56%

Average Drawdown

Average peak-to-trough decline

-7.82%

-5.85%

-1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

0.90%

+1.63%

Volatility

VTWV vs. VTC - Volatility Comparison

Vanguard Russell 2000 Value ETF (VTWV) has a higher volatility of 4.98% compared to Vanguard Total Corporate Bond ETF (VTC) at 1.45%. 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.


Loading charts...

Volatility by Period


VTWVVTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.98%

1.45%

+3.53%

Volatility (6M)

Calculated over the trailing 6-month period

12.10%

3.24%

+8.86%

Volatility (1Y)

Calculated over the trailing 1-year period

18.12%

4.37%

+13.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.71%

7.08%

+14.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.54%

7.69%

+15.85%

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%.


Dividends

VTWV vs. VTC - Dividend Comparison

VTWV's dividend yield for the trailing twelve months is around 1.56%, less than VTC's 4.92% yield.


PositionTTM20252024202320222021202020192018201720162015
VTC
Vanguard Total Corporate Bond ETF
4.92%4.76%4.50%3.80%3.13%2.36%2.69%3.34%3.53%0.55%0.00%0.00%
VTWV
Vanguard Russell 2000 Value ETF
1.56%1.79%1.78%2.02%2.07%1.60%1.49%1.82%2.04%1.63%1.57%2.03%

Frequently Asked Questions


VTWV and VTC have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTWV has higher volatility (4.98%) compared to VTC (1.45%). In terms of maximum drawdown, VTWV dropped -45.73% vs VTC's -22.05%.

On 5-year performance, VTWV leads with 6.95% vs 0.66% for VTC. On fees, VTC is cheaper at 0.04% per year. On volatility, VTC has been the lower-risk option at 1.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, VTWV has performed better with a 6.95% return vs 0.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTC is cheaper with a 0.04% expense ratio, compared with 0.10% for VTWV.

VTC has the higher dividend yield at 4.92%, compared with 1.56% for VTWV.

VTWV is categorized as Small Cap Value Equities, while VTC is Corporate Bonds. VTWV tracks Russell 2000 Value Index, while VTC tracks Bloomberg Barclays U.S. Corporate Bond Index. Their fees differ too: 0.10% for VTWV and 0.04% for VTC.

VTWV currently has the higher Sharpe Ratio (2.52 vs 1.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VTWV and VTC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer