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VV vs. SHY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VV and SHY is -0.19. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.2

Performance

VV vs. SHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Large-Cap ETF (VV) and iShares 1-3 Year Treasury Bond ETF (SHY). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
710.53%
44.25%
VV
SHY

Key characteristics

Sharpe Ratio

VV:

2.21

SHY:

2.23

Sortino Ratio

VV:

2.93

SHY:

3.41

Omega Ratio

VV:

1.41

SHY:

1.44

Calmar Ratio

VV:

3.29

SHY:

4.04

Martin Ratio

VV:

14.55

SHY:

9.61

Ulcer Index

VV:

1.95%

SHY:

0.41%

Daily Std Dev

VV:

12.81%

SHY:

1.76%

Max Drawdown

VV:

-54.81%

SHY:

-5.71%

Current Drawdown

VV:

-2.66%

SHY:

-0.49%

Returns By Period

In the year-to-date period, VV achieves a 26.47% return, which is significantly higher than SHY's 3.66% return. Over the past 10 years, VV has outperformed SHY with an annualized return of 13.04%, while SHY has yielded a comparatively lower 1.24% annualized return.


VV

YTD

26.47%

1M

-0.05%

6M

9.79%

1Y

26.70%

5Y*

14.80%

10Y*

13.04%

SHY

YTD

3.66%

1M

0.37%

6M

2.55%

1Y

3.78%

5Y*

1.24%

10Y*

1.24%

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VV vs. SHY - Expense Ratio Comparison

VV has a 0.04% expense ratio, which is lower than SHY's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


SHY
iShares 1-3 Year Treasury Bond ETF
Expense ratio chart for SHY: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for VV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

VV vs. SHY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Large-Cap ETF (VV) and iShares 1-3 Year Treasury Bond ETF (SHY). 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.


Sharpe ratio
The chart of Sharpe ratio for VV, currently valued at 2.21, compared to the broader market0.002.004.002.212.23
The chart of Sortino ratio for VV, currently valued at 2.93, compared to the broader market-2.000.002.004.006.008.0010.002.933.41
The chart of Omega ratio for VV, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.001.411.44
The chart of Calmar ratio for VV, currently valued at 3.29, compared to the broader market0.005.0010.0015.003.294.04
The chart of Martin ratio for VV, currently valued at 14.54, compared to the broader market0.0020.0040.0060.0080.00100.0014.559.61
VV
SHY

The current VV Sharpe Ratio is 2.21, which is comparable to the SHY Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of VV and SHY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.21
2.23
VV
SHY

Dividends

VV vs. SHY - Dividend Comparison

VV's dividend yield for the trailing twelve months is around 0.91%, less than SHY's 3.92% yield.


TTM20232022202120202019201820172016201520142013
VV
Vanguard Large-Cap ETF
0.91%1.41%1.66%1.19%1.46%1.81%2.09%1.75%1.98%1.96%1.77%1.75%
SHY
iShares 1-3 Year Treasury Bond ETF
3.92%2.99%1.30%0.26%0.94%2.12%1.72%0.98%0.72%0.54%0.36%0.26%

Drawdowns

VV vs. SHY - Drawdown Comparison

The maximum VV drawdown since its inception was -54.81%, which is greater than SHY's maximum drawdown of -5.71%. Use the drawdown chart below to compare losses from any high point for VV and SHY. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.66%
-0.49%
VV
SHY

Volatility

VV vs. SHY - Volatility Comparison

Vanguard Large-Cap ETF (VV) has a higher volatility of 4.08% compared to iShares 1-3 Year Treasury Bond ETF (SHY) at 0.36%. This indicates that VV's price experiences larger fluctuations and is considered to be riskier than SHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.08%
0.36%
VV
SHY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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