Vanguard Morningstar Value ETF (VTV) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Vanguard Morningstar Value ETF (VTV): 1Y return 23.6%, Sharpe ratio 2.10, volatility 10.0%, max drawdown -6.4%. A ETF in the Equity asset class. Compare VTV with other assets and invest through your own broker with pfolio.
Vanguard Morningstar Value ETF (VTV) Overview
- Type: ETF
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
VTV Performance
- MTD
- Return: 2.5%, Sharpe: 16.19, Volatility: 4.8%, Max Drawdown: -0.4%
- YTD
- Return: 17.7%, Sharpe: 2.07, Volatility: 10.0%, Max Drawdown: -6.4%
- 1Y
- Return: 23.6%, Sharpe: 2.10, Volatility: 10.0%, Max Drawdown: -6.4%
- 5Y
- Return: 81.2%, Sharpe: 0.92, Volatility: 13.5%, Max Drawdown: -17.0%
- 10Y
- Return: 230.2%, Sharpe: 0.79, Volatility: 16.3%, Max Drawdown: -36.8%
Frequently Asked Questions
- What is Vanguard Morningstar Value ETF (VTV)?
- Vanguard Morningstar Value ETF (VTV) is a ETF in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does VTV compare to other assets?
- You can compare VTV with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in VTV through pfolio?
- pfolio helps you build diversified portfolios that may include VTV. You invest through your own broker — pfolio provides the analytics.