VV vs. VVV

Last updated Apr 2, 2026

Compare and contrast key facts about Vanguard Large-Cap ETF (VV) and Valvoline Inc. (VVV).

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.

Performance

VV vs. VVV - Performance Comparison

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

VV vs. VVV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VV Vanguard Large-Cap ETF	-4.11%	18.11%	25.25%	27.18%	-19.91%	27.41%	21.04%	31.25%	-4.46%	22.00%
VVV Valvoline Inc.	17.31%	-19.68%	-3.73%	15.10%	-11.05%	63.81%	10.53%	13.02%	-21.59%	17.70%

Returns By Period

In the year-to-date period, VV achieves a -4.11% return, which is significantly lower than VVV's 17.31% return.

VV

• 1D: 0.72%
• 1M: -4.28%
• YTD: -4.11%
• 6M: -2.05%
• 1Y: 18.00%
• 3Y*: 18.78%
• 5Y*: 11.47%
• 10Y*: 14.13%

VVV

• 1D: 1.22%
• 1M: -10.99%
• YTD: 17.31%
• 6M: -4.83%
• 1Y: -2.79%
• 3Y*: -0.82%
• 5Y*: 6.01%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

VV vs. VVV — Risk / Return Rank

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

VV

VV Risk / Return Rank: 58
VV Sharpe Ratio Rank: 52
VV Sortino Ratio Rank: 55
VV Omega Ratio Rank: 59
VV Calmar Ratio Rank: 58
VV Martin Ratio Rank: 67

VVV

VVV Risk / Return Rank: 35
VVV Sharpe Ratio Rank: 36
VVV Sortino Ratio Rank: 31
VVV Omega Ratio Rank: 31
VVV Calmar Ratio Rank: 38
VVV Martin Ratio Rank: 38

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VV vs. VVV - Risk-Adjusted Trends Comparison

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

	VV	VVV	Difference
Sharpe ratio Return per unit of total volatility	0.97	-0.09	+1.06
Sortino ratio Return per unit of downside risk	1.49	0.10	+1.39
Omega ratio Gain probability vs. loss probability	1.23	1.01	+0.21
Calmar ratio Return relative to maximum drawdown	1.52	-0.07	+1.60
Martin ratio Return relative to average drawdown	7.05	-0.15	+7.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VV vs. VVV - Sharpe Ratio Comparison

The current VV Sharpe Ratio is 0.97, which is higher than the VVV Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of VV and VVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VV	VVV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.97	-0.09	+1.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	0.21	+0.46
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.78	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.16	+0.40

Correlation

The correlation between VV and VVV is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

VV vs. VVV - Dividend Comparison

VV's dividend yield for the trailing twelve months is around 1.13%, while VVV has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VV Vanguard Large-Cap ETF	1.13%	1.08%	1.24%	1.41%	1.66%	1.19%	1.46%	1.81%	2.09%	1.75%	1.98%	1.96%
VVV Valvoline Inc.	0.00%	0.00%	0.00%	0.00%	1.53%	1.34%	2.01%	2.01%	1.70%	0.88%	0.23%	0.00%

Drawdowns

VV vs. VVV - Drawdown Comparison

The maximum VV drawdown since its inception was -54.81%, smaller than the maximum VVV drawdown of -62.46%. Use the drawdown chart below to compare losses from any high point for VV and VVV.

Drawdown Indicators

	VV	VVV	Difference
Max Drawdown Largest peak-to-trough decline	-54.81%	-62.46%	+7.65%
Max Drawdown (1Y) Largest decline over 1 year	-12.09%	-29.01%	+16.92%
Max Drawdown (5Y) Largest decline over 5 years	-25.66%	-39.35%	+13.69%
Max Drawdown (10Y) Largest decline over 10 years	-34.28%	—	—
Current Drawdown Current decline from peak	-5.85%	-28.38%	+22.53%
Average Drawdown Average peak-to-trough decline	-6.88%	-13.73%	+6.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.61%	14.08%	-11.47%

Volatility

VV vs. VVV - Volatility Comparison

The current volatility for Vanguard Large-Cap ETF (VV) is 5.34%, while Valvoline Inc. (VVV) has a volatility of 8.18%. This indicates that VV experiences smaller price fluctuations and is considered to be less risky than VVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VV	VVV	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.34%	8.18%	-2.84%
Volatility (6M) Calculated over the trailing 6-month period	9.60%	21.66%	-12.06%
Volatility (1Y) Calculated over the trailing 1-year period	18.61%	31.62%	-13.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.24%	28.93%	-11.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.18%	32.80%	-14.62%