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

Correlation

The correlation between VV and VIG is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

VV vs. VIG - Performance Comparison

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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
9.26%
7.44%
VV
VIG

Key characteristics

Sharpe Ratio

VV:

2.17

VIG:

1.85

Sortino Ratio

VV:

2.87

VIG:

2.59

Omega Ratio

VV:

1.40

VIG:

1.34

Calmar Ratio

VV:

3.22

VIG:

3.71

Martin Ratio

VV:

14.21

VIG:

11.51

Ulcer Index

VV:

1.95%

VIG:

1.64%

Daily Std Dev

VV:

12.78%

VIG:

10.18%

Max Drawdown

VV:

-54.81%

VIG:

-46.81%

Current Drawdown

VV:

-3.13%

VIG:

-3.89%

Returns By Period

In the year-to-date period, VV achieves a 25.87% return, which is significantly higher than VIG's 16.99% return. Over the past 10 years, VV has outperformed VIG with an annualized return of 12.99%, while VIG has yielded a comparatively lower 11.30% annualized return.


VV

YTD

25.87%

1M

0.08%

6M

9.07%

1Y

27.73%

5Y*

14.71%

10Y*

12.99%

VIG

YTD

16.99%

1M

-0.97%

6M

7.24%

1Y

18.83%

5Y*

11.59%

10Y*

11.30%

Compare stocks, funds, or ETFs

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


VV vs. VIG - Expense Ratio Comparison

VV has a 0.04% expense ratio, which is lower than VIG's 0.06% 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%.


VIG
Vanguard Dividend Appreciation ETF
Expense ratio chart for VIG: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
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. VIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Large-Cap ETF (VV) and Vanguard Dividend Appreciation ETF (VIG). 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 2.17, compared to the broader market0.002.004.002.171.85
The chart of Sortino ratio for VV, currently valued at 2.87, compared to the broader market-2.000.002.004.006.008.0010.002.872.59
The chart of Omega ratio for VV, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.401.34
The chart of Calmar ratio for VV, currently valued at 3.22, compared to the broader market0.005.0010.0015.003.223.71
The chart of Martin ratio for VV, currently valued at 14.21, compared to the broader market0.0020.0040.0060.0080.00100.0014.2111.51
VV
VIG

The current VV Sharpe Ratio is 2.17, which is comparable to the VIG Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of VV and VIG, 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
2.17
1.85
VV
VIG

Dividends

VV vs. VIG - Dividend Comparison

VV's dividend yield for the trailing twelve months is around 1.25%, less than VIG's 1.74% 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%
VIG
Vanguard Dividend Appreciation ETF
1.27%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%

Drawdowns

VV vs. VIG - Drawdown Comparison

The maximum VV drawdown since its inception was -54.81%, which is greater than VIG's maximum drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for VV and VIG. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.13%
-3.89%
VV
VIG

Volatility

VV vs. VIG - Volatility Comparison

Vanguard Large-Cap ETF (VV) has a higher volatility of 3.97% compared to Vanguard Dividend Appreciation ETF (VIG) at 3.48%. This indicates that VV's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.97%
3.48%
VV
VIG
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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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