VVIAX vs. VTV
Compare and contrast key facts about Vanguard Value Index Fund Admiral Shares (VVIAX) and Vanguard Value ETF (VTV).
VVIAX is managed by Vanguard. It was launched on Nov 13, 2000. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VVIAX or VTV.
Performance
VVIAX vs. VTV - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with VVIAX having a 19.98% return and VTV slightly lower at 19.95%. Both investments have delivered pretty close results over the past 10 years, with VVIAX having a 10.46% annualized return and VTV not far ahead at 10.47%.
VVIAX
19.98%
-0.95%
8.86%
28.59%
11.40%
10.46%
VTV
19.95%
-0.91%
8.89%
28.68%
11.42%
10.47%
Key characteristics
| VVIAX | VTV | |
|---|---|---|
| Sharpe Ratio | 2.78 | 2.79 |
| Sortino Ratio | 3.90 | 3.93 |
| Omega Ratio | 1.50 | 1.51 |
| Calmar Ratio | 5.51 | 5.57 |
| Martin Ratio | 17.69 | 17.90 |
| Ulcer Index | 1.60% | 1.59% |
| Daily Std Dev | 10.18% | 10.17% |
| Max Drawdown | -59.32% | -59.27% |
| Current Drawdown | -1.69% | -1.69% |
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VVIAX vs. VTV - Expense Ratio Comparison
VVIAX has a 0.05% expense ratio, which is higher than VTV's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between VVIAX and VTV is 0.99, 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
VVIAX vs. VTV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Value Index Fund Admiral Shares (VVIAX) 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
VVIAX vs. VTV - Dividend Comparison
VVIAX's dividend yield for the trailing twelve months is around 2.24%, which matches VTV's 2.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VVIAX Vanguard Value Index Fund Admiral Shares | 2.24% | 2.45% | 2.51% | 2.14% | 2.54% | 2.49% | 2.72% | 2.29% | 2.45% | 2.60% | 2.22% | 2.21% |
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
VVIAX vs. VTV - Drawdown Comparison
The maximum VVIAX drawdown since its inception was -59.32%, roughly equal to the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for VVIAX and VTV. For additional features, visit the drawdowns tool.
Volatility
VVIAX vs. VTV - Volatility Comparison
Vanguard Value Index Fund Admiral Shares (VVIAX) and Vanguard Value ETF (VTV) have volatilities of 3.60% and 3.66%, 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.