Vanguard Value Index Fund ETF Shares (VTV) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Vanguard Value Index Fund ETF Shares (VTV): 1Y return 26.5%, Sharpe ratio 2.34, volatility 9.9%, 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 Value Index Fund ETF Shares (VTV) Overview
- Type: ETF
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
VTV Performance
- MTD
- Return: 2.5%, Sharpe: 3.29, Volatility: 8.9%, Max Drawdown: -1.1%
- YTD
- Return: 11.5%, Sharpe: 2.42, Volatility: 10.9%, Max Drawdown: -6.4%
- 1Y
- Return: 26.5%, Sharpe: 2.34, Volatility: 9.9%, Max Drawdown: -6.4%
- 5Y
- Return: 70.7%, Sharpe: 0.83, Volatility: 13.6%, Max Drawdown: -17.0%
- 10Y
- Return: 222.1%, Sharpe: 0.77, Volatility: 16.4%, Max Drawdown: -36.8%
Frequently Asked Questions
- What is Vanguard Value Index Fund ETF Shares (VTV)?
- Vanguard Value Index Fund ETF Shares (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.