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

Correlation

The correlation between VV and VTV is 0.92, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

VV vs. VTV - Performance Comparison

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

400.00%500.00%600.00%700.00%800.00%NovemberDecember2025FebruaryMarchApril
658.04%
486.63%
VV
VTV

Key characteristics

Sharpe Ratio

VV:

0.55

VTV:

0.45

Sortino Ratio

VV:

0.89

VTV:

0.72

Omega Ratio

VV:

1.13

VTV:

1.10

Calmar Ratio

VV:

0.57

VTV:

0.48

Martin Ratio

VV:

2.32

VTV:

1.85

Ulcer Index

VV:

4.69%

VTV:

3.74%

Daily Std Dev

VV:

19.89%

VTV:

15.52%

Max Drawdown

VV:

-54.81%

VTV:

-59.27%

Current Drawdown

VV:

-9.90%

VTV:

-8.06%

Returns By Period

In the year-to-date period, VV achieves a -5.57% return, which is significantly lower than VTV's -1.80% return. Over the past 10 years, VV has outperformed VTV with an annualized return of 12.06%, while VTV has yielded a comparatively lower 9.62% annualized return.


VV

YTD

-5.57%

1M

-0.65%

6M

-4.17%

1Y

10.11%

5Y*

15.16%

10Y*

12.06%

VTV

YTD

-1.80%

1M

-3.24%

6M

-4.22%

1Y

7.13%

5Y*

13.29%

10Y*

9.62%

*Annualized

Compare stocks, funds, or ETFs

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VV vs. VTV - Expense Ratio Comparison

Both VV and VTV have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for VV: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VV: 0.04%
Expense ratio chart for VTV: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTV: 0.04%

Risk-Adjusted Performance

VV vs. VTV — Risk-Adjusted Performance Rank

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

VV
The Risk-Adjusted Performance Rank of VV is 6464
Overall Rank
The Sharpe Ratio Rank of VV is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VV is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VV is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VV is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VV is 6565
Martin Ratio Rank

VTV
The Risk-Adjusted Performance Rank of VTV is 5656
Overall Rank
The Sharpe Ratio Rank of VTV is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of VTV is 5353
Sortino Ratio Rank
The Omega Ratio Rank of VTV is 5353
Omega Ratio Rank
The Calmar Ratio Rank of VTV is 6161
Calmar Ratio Rank
The Martin Ratio Rank of VTV is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VV vs. VTV - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for VV, currently valued at 0.55, compared to the broader market-1.000.001.002.003.004.00
VV: 0.55
VTV: 0.45
The chart of Sortino ratio for VV, currently valued at 0.89, compared to the broader market-2.000.002.004.006.008.00
VV: 0.89
VTV: 0.72
The chart of Omega ratio for VV, currently valued at 1.13, compared to the broader market0.501.001.502.002.50
VV: 1.13
VTV: 1.10
The chart of Calmar ratio for VV, currently valued at 0.57, compared to the broader market0.002.004.006.008.0010.0012.00
VV: 0.57
VTV: 0.48
The chart of Martin ratio for VV, currently valued at 2.32, compared to the broader market0.0020.0040.0060.00
VV: 2.32
VTV: 1.85

The current VV Sharpe Ratio is 0.55, which is comparable to the VTV Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of VV and VTV, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.55
0.45
VV
VTV

Dividends

VV vs. VTV - Dividend Comparison

VV's dividend yield for the trailing twelve months is around 1.34%, less than VTV's 2.37% yield.


TTM20242023202220212020201920182017201620152014
VV
Vanguard Large-Cap ETF
1.34%1.24%1.41%1.66%1.19%1.46%1.81%2.09%1.75%1.98%1.96%1.77%
VTV
Vanguard Value ETF
2.37%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%

Drawdowns

VV vs. VTV - Drawdown Comparison

The maximum VV drawdown since its inception was -54.81%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for VV and VTV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.90%
-8.06%
VV
VTV

Volatility

VV vs. VTV - Volatility Comparison

Vanguard Large-Cap ETF (VV) has a higher volatility of 14.47% compared to Vanguard Value ETF (VTV) at 11.21%. This indicates that VV's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.47%
11.21%
VV
VTV