VV vs. VTV
Compare and contrast key facts about Vanguard Large-Cap ETF (VV) and Vanguard Value ETF (VTV).
VV and VTV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VV is a passively managed fund by Vanguard that tracks the performance of the CRSP US Large Cap Index. It was launched on Jan 27, 2004. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004. Both VV and VTV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VV or VTV.
Performance
VV vs. VTV - Performance Comparison
Returns By Period
In the year-to-date period, VV achieves a 25.77% return, which is significantly higher than VTV's 20.03% return. Over the past 10 years, VV has outperformed VTV with an annualized return of 13.09%, while VTV has yielded a comparatively lower 10.43% annualized return.
VV
25.77%
1.24%
12.11%
32.21%
15.59%
13.09%
VTV
20.03%
-0.88%
9.36%
27.80%
11.54%
10.43%
Key characteristics
| VV | VTV | |
|---|---|---|
| Sharpe Ratio | 2.67 | 2.77 |
| Sortino Ratio | 3.56 | 3.90 |
| Omega Ratio | 1.49 | 1.50 |
| Calmar Ratio | 3.87 | 5.54 |
| Martin Ratio | 17.46 | 17.72 |
| Ulcer Index | 1.91% | 1.59% |
| Daily Std Dev | 12.48% | 10.17% |
| Max Drawdown | -54.81% | -59.27% |
| Current Drawdown | -1.39% | -1.62% |
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. 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%.
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.
Risk-Adjusted Performance
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.
Dividends
VV vs. VTV - Dividend Comparison
VV's dividend yield for the trailing twelve months is around 1.25%, less than VTV's 2.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VV Vanguard Large-Cap ETF | 1.25% | 1.41% | 1.66% | 1.19% | 1.46% | 1.81% | 2.09% | 1.75% | 1.98% | 1.96% | 1.77% | 1.75% |
VTV Vanguard Value ETF | 2.25% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
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.
Volatility
VV vs. VTV - Volatility Comparison
Vanguard Large-Cap ETF (VV) has a higher volatility of 4.16% compared to Vanguard Value ETF (VTV) at 3.58%. 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.