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

Key characteristics


VVVOO
YTD Return10.28%10.40%
1Y Return32.91%32.36%
3Y Return (Ann)10.71%11.45%
5Y Return (Ann)14.90%15.03%
10Y Return (Ann)12.80%12.94%
Sharpe Ratio2.972.95
Daily Std Dev11.73%11.59%
Max Drawdown-54.81%-33.99%
Current Drawdown-0.30%-0.14%

Correlation

1.00
-1.001.00

The correlation between VV and VOO is 1.00, 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.

Performance

VV vs. VOO - Performance Comparison

The year-to-date returns for both investments are quite close, with VV having a 10.28% return and VOO slightly higher at 10.40%. Both investments have delivered pretty close results over the past 10 years, with VV having a 12.80% annualized return and VOO not far ahead at 12.94%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


400.00%450.00%500.00%OctoberNovemberDecember2024FebruaryMarch
511.57%
515.84%
VV
VOO

Compare stocks, funds, or ETFs


Vanguard Large-Cap ETF

Vanguard S&P 500 ETF

VV vs. VOO - Expense Ratio Comparison

VV has a 0.04% expense ratio, which is higher than VOO's 0.03% expense ratio.

VV
Vanguard Large-Cap ETF
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VV vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Large-Cap ETF (VV) and Vanguard S&P 500 ETF (VOO). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VV
Vanguard Large-Cap ETF
2.97
VOO
Vanguard S&P 500 ETF
2.95

VV vs. VOO - Sharpe Ratio Comparison

The current VV Sharpe Ratio is 2.97, which roughly equals the VOO Sharpe Ratio of 2.95. The chart below compares the 12-month rolling Sharpe Ratio of VV and VOO.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.97
2.95
VV
VOO

Dividends

VV vs. VOO - Dividend Comparison

VV's dividend yield for the trailing twelve months is around 1.33%, which matches VOO's 1.33% yield.


TTM20232022202120202019201820172016201520142013
VV
Vanguard Large-Cap ETF
1.33%1.41%1.66%1.19%1.46%1.81%2.09%1.75%1.98%1.96%1.77%1.75%
VOO
Vanguard S&P 500 ETF
1.33%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

VV vs. VOO - Drawdown Comparison

The maximum VV drawdown since its inception was -54.81%, which is greater than VOO's maximum drawdown of -33.99%. The drawdown chart below compares losses from any high point along the way for VV and VOO


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.30%
-0.14%
VV
VOO

Volatility

VV vs. VOO - Volatility Comparison

Vanguard Large-Cap ETF (VV) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.02% and 2.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
3.02%
2.89%
VV
VOO