^SPXEW vs. VTV
Compare and contrast key facts about S&P 500 Equal Weighted Index (^SPXEW) and Vanguard Value ETF (VTV).
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: ^SPXEW or VTV.
Correlation
The correlation between ^SPXEW 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.
Performance
^SPXEW vs. VTV - Performance Comparison
Key characteristics
^SPXEW:
0.23
VTV:
0.52
^SPXEW:
0.47
VTV:
0.86
^SPXEW:
1.07
VTV:
1.12
^SPXEW:
0.23
VTV:
0.58
^SPXEW:
0.85
VTV:
2.15
^SPXEW:
5.03%
VTV:
3.94%
^SPXEW:
17.11%
VTV:
15.51%
^SPXEW:
-60.83%
VTV:
-59.27%
^SPXEW:
-8.66%
VTV:
-6.38%
Returns By Period
Over the past 10 years, ^SPXEW has underperformed VTV with an annualized return of 7.63%, while VTV has yielded a comparatively higher 9.81% annualized return.
^SPXEW
-2.37%
11.82%
-6.53%
4.01%
12.25%
7.63%
VTV
0.00%
9.53%
-4.18%
7.95%
14.41%
9.81%
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Risk-Adjusted Performance
^SPXEW vs. VTV — Risk-Adjusted Performance Rank
^SPXEW
VTV
^SPXEW vs. VTV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 500 Equal Weighted Index (^SPXEW) 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.
Drawdowns
^SPXEW vs. VTV - Drawdown Comparison
The maximum ^SPXEW drawdown since its inception was -60.83%, roughly equal to the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for ^SPXEW and VTV. For additional features, visit the drawdowns tool.
Volatility
^SPXEW vs. VTV - Volatility Comparison
S&P 500 Equal Weighted Index (^SPXEW) has a higher volatility of 9.66% compared to Vanguard Value ETF (VTV) at 8.17%. This indicates that ^SPXEW'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.