VV vs. CCOR

Last updated Jun 4, 2026

VV (Vanguard Large-Cap ETF) and CCOR (Core Alternative ETF) are both Large Cap Growth Equities funds. VV is passively managed, while CCOR is actively managed. Over the past 5 years, VV returned 13.54%/yr vs -2.56%/yr for CCOR. At a 0.23 correlation, their price movements are largely independent. VV charges 0.04%/yr vs 1.09%/yr for CCOR.

Performance

VV vs. CCOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Large-Cap ETF (VV) and Core Alternative ETF (CCOR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VV achieves a 10.69% return, which is significantly higher than CCOR's -3.71% return.

VV

• 1D: -0.72%
• 1M: 5.19%
• YTD: 10.69%
• 6M: 10.54%
• 1Y: 27.77%
• 3Y*: 22.68%
• 5Y*: 13.54%
• 10Y*: 15.58%

CCOR

• 1D: 0.30%
• 1M: -2.55%
• YTD: -3.71%
• 6M: -4.87%
• 1Y: -5.97%
• 3Y*: -2.34%
• 5Y*: -2.56%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VV vs. CCOR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VV Vanguard Large-Cap ETF	10.69%	18.11%	25.25%	27.18%	-19.91%	27.41%	21.04%	31.25%	-4.46%	12.65%
CCOR Core Alternative ETF	-3.71%	3.52%	-5.70%	-11.92%	2.51%	9.90%	4.07%	6.03%	4.64%	3.68%

Correlation

The correlation between VV and CCOR is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.11
Correlation (3Y) Calculated over the trailing 3-year period	-0.03
Correlation (5Y) Calculated over the trailing 5-year period	0.17
Correlation (All Time) Calculated using the full available price history since May 25, 2017	0.23

The correlation between VV and CCOR shifts across timeframes, from -0.03 (3 years) to 0.23 (all time), reflecting how their relationship changes across market environments.

VV vs. CCOR - Sectors Allocation Comparison

Sectors	VV	CCOR
Technology	35.9%	16.2%
Financial Services	11.8%	17.7%
Communication Services	11.2%	8.7%
Consumer Cyclical	9.8%	9.4%
Healthcare	8.6%	10.8%
Industrials	8.0%	9.2%
Consumer Defensive	4.8%	6.8%
Energy	3.6%	7.2%
Utilities	2.7%	6.3%
Real Estate	1.7%	2.8%
Basic Materials	1.6%	5.1%

Return for Risk

VV vs. CCOR — Risk / Return Rank

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

VV

VV Risk / Return Rank: 67
VV Sharpe Ratio Rank: 69
VV Sortino Ratio Rank: 68
VV Omega Ratio Rank: 68
VV Calmar Ratio Rank: 60
VV Martin Ratio Rank: 72

CCOR

CCOR Risk / Return Rank: 2
CCOR Sharpe Ratio Rank: 2
CCOR Sortino Ratio Rank: 2
CCOR Omega Ratio Rank: 2
CCOR Calmar Ratio Rank: 3
CCOR Martin Ratio Rank: 1

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.

VV vs. CCOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Large-Cap ETF (VV) and Core Alternative ETF (CCOR). 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.

	VV	CCOR	Difference
Sharpe ratio Return per unit of total volatility	2.33	-0.87	+3.19
Sortino ratio Return per unit of downside risk	3.18	-1.15	+4.34
Omega ratio Gain probability vs. loss probability	1.42	0.87	+0.55
Calmar ratio Return relative to maximum drawdown	3.03	-0.69	+3.72
Martin ratio Return relative to average drawdown	13.86	-1.59	+15.44
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VV vs. CCOR - Sharpe Ratio Comparison

The current VV Sharpe Ratio is 2.33, which is higher than the CCOR Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of VV and CCOR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VV	CCOR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.33	-0.87	+3.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.79	-0.23	+1.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.86	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.11	+0.48

Drawdowns

VV vs. CCOR - Drawdown Comparison

The maximum VV drawdown since its inception was -54.81%, which is greater than CCOR's maximum drawdown of -22.99%. Use the drawdown chart below to compare losses from any high point for VV and CCOR.

Drawdown Indicators

	VV	CCOR	Difference
Max Drawdown Largest peak-to-trough decline	-54.81%	-22.99%	-31.82%
Max Drawdown (1Y) Largest decline over 1 year	-9.21%	-8.75%	-0.46%
Max Drawdown (3Y) Largest decline over 3 years	-18.97%	-12.31%	-6.66%
Max Drawdown (5Y) Largest decline over 5 years	-25.66%	-22.99%	-2.67%
Max Drawdown (10Y) Largest decline over 10 years	-34.28%	—	—
Current Drawdown Current decline from peak	-0.72%	-20.03%	+19.31%
Average Drawdown Average peak-to-trough decline	-6.84%	-7.29%	+0.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.01%	3.77%	-1.76%

Volatility

VV vs. CCOR - Volatility Comparison

Vanguard Large-Cap ETF (VV) has a higher volatility of 2.84% compared to Core Alternative ETF (CCOR) at 1.78%. This indicates that VV's price experiences larger fluctuations and is considered to be riskier than CCOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VV	CCOR	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.84%	1.78%	+1.06%
Volatility (6M) Calculated over the trailing 6-month period	8.98%	4.96%	+4.02%
Volatility (1Y) Calculated over the trailing 1-year period	11.99%	6.93%	+5.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.22%	11.10%	+6.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.19%	10.75%	+7.44%

VV vs. CCOR - Expense Ratio Comparison

VV has a 0.04% expense ratio, which is lower than CCOR's 1.09% expense ratio.

Dividends

VV vs. CCOR - Dividend Comparison

VV's dividend yield for the trailing twelve months is around 0.98%, less than CCOR's 1.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CCOR Core Alternative ETF	1.11%	1.07%	1.18%	1.21%	1.11%	1.02%	1.50%	0.73%	1.53%	0.89%	0.00%	0.00%
VV Vanguard Large-Cap ETF	0.98%	1.08%	1.24%	1.41%	1.66%	1.19%	1.46%	1.81%	2.09%	1.75%	1.98%	1.96%

Frequently Asked Questions

Can I hold both VV and CCOR in my portfolio?

VV and CCOR have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VV or CCOR?

VV has higher volatility (2.84%) compared to CCOR (1.78%). In terms of maximum drawdown, VV dropped -54.81% vs CCOR's -22.99%.

Which ETF is better, VV or CCOR?

On 5-year performance, VV leads with 13.54% vs -2.56% for CCOR. On fees, VV is cheaper at 0.04% per year. On volatility, CCOR has been the lower-risk option at 1.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VV or CCOR?

Over the 5-year period, VV has performed better with a 13.54% return vs -2.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VV or CCOR?

VV is cheaper with a 0.04% expense ratio, compared with 1.09% for CCOR.

Which ETF pays a higher dividend yield, VV or CCOR?

CCOR has the higher dividend yield at 1.11%, compared with 0.98% for VV.

What is the main difference between VV and CCOR?

They also come from different issuers: Vanguard and Core Alternative Capital. Their fees differ too: 0.04% for VV and 1.09% for CCOR.

Which has better risk-adjusted returns?

VV currently has the higher Sharpe Ratio (2.33 vs -0.87), 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.