Data Source: from January 1927 to March 2024 (~97 years)
Consolidated Returns as of 31 March 2024
Live Update: Apr 22 2024
Consolidated Returns as of 31 March 2024
Live Update: Apr 22 2024
Category: Stocks
Vanguard Value (VTV) ETF
ETF • LIVE PERFORMANCE (USD currency)
0.71%
1 Day
Apr 22 2024
3.56%
Current Month
April 2024
In the last 30 Years, the Vanguard Value (VTV) ETF obtained a 9.70% compound annual return, with a 15.17% standard deviation.
Table of contents
The first official book of 
How to build wealth
with Lazy Portfolios and Passive Investing Strategies
with Lazy Portfolios and Passive Investing Strategies
Choose a goal
Employ the best metrics to evaluate it
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Discover new asset allocations in USD and EUR,
in addition to the lazy portfolios on the website.
in addition to the lazy portfolios on the website.
The ETF is related to the following investment themes:
- Asset Class: Equity
- Size: Large Cap
- Style: Value
- Region: North America
- Country: U.S.
The Vanguard Value (VTV) ETF is part of the following Lazy Portfolios:
| Portfolio Name | Author | VTV Weight▾ | Currency |
|---|---|---|---|
| Sheltered Sam 100/0 | Bill Bernstein | 25.00% | USD |
| Sheltered Sam 90/10 | Bill Bernstein | 22.50% | USD |
| Sheltered Sam 80/20 | Bill Bernstein | 20.00% | USD |
| Edge Select Aggressive | Merrill Lynch | 19.00% | USD |
| Sheltered Sam 70/30 | Bill Bernstein | 17.50% | USD |
| Edge Select Moderately Aggressive | Merrill Lynch | 16.00% | USD |
| Sheltered Sam 60/40 | Bill Bernstein | 15.00% | USD |
| Seven Value | Scott Burns | 14.25% | USD |
| Sheltered Sam 50/50 | Bill Bernstein | 12.50% | USD |
| Edge Select Moderate | Merrill Lynch | 12.00% | USD |
| Coffeehouse | Bill Schultheis | 10.00% | USD |
| Coward's Portfolio | Bill Bernstein | 10.00% | USD |
| Ultimate Buy and Hold Strategy | Paul Merriman | 10.00% | USD |
| Sheltered Sam 40/60 | Bill Bernstein | 10.00% | USD |
| Ideal Index | Frank Armstrong | 9.25% | USD |
| Robo Advisor 100 | Betterment | 9.20% | USD |
| Edge Select Moderately Conservative | Merrill Lynch | 9.00% | USD |
| Big Rocks Portfolio | Larry Swedroe | 9.00% | USD |
| Robo Advisor 90 | Betterment | 8.20% | USD |
| Edge Select Conservative | Merrill Lynch | 8.00% | USD |
| Robust | Alpha Architect | 7.50% | USD |
| Simple Money Portfolio | Tim Maurer | 7.50% | USD |
| Sheltered Sam 30/70 | Bill Bernstein | 7.50% | USD |
| Robo Advisor 80 | Betterment | 7.20% | USD |
| Ultimate Buy&Hold | FundAdvice | 6.00% | USD |
| Sheltered Sam 20/80 | Bill Bernstein | 5.00% | USD |
| Tilt Toward Value | Time Inc | 5.00% | USD |
| Robo Advisor 50 | Betterment | 4.40% | USD |
| Sheltered Sam 10/90 | Bill Bernstein | 2.50% | USD |
| Robo Advisor 20 | Betterment | 1.70% | USD |
| Robo Advisor 10 | Betterment | 0.90% | USD |
Investment Returns as of Mar 31, 2024
The Vanguard Value (VTV) ETF guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
VANGUARD VALUE (VTV) ETF
Consolidated returns as of 31 March 2024
Live Update: Apr 22 2024
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Mar 31, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Apr 2024 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~97Y) |
|||
| Vanguard Value (VTV) ETF | 0.71 | -3.56 | 5.16 | 19.64 | 21.05 | 11.51 | 10.43 | 9.70 | 10.03 | |||
| Returns over 1 year are annualized | Available data source: since Jan 1927 | ||||||||||||
| (*) Eastern Time (ET - America/New York) | ||||||||||||
Live update: World Markets and Indexes
In 2023, the Vanguard Value (VTV) ETF granted a 2.64% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard Value (VTV) ETF: Dividend Yield page.
Capital Growth as of Mar 31, 2024
An investment of 1$, since April 1994,
now would be worth 16.06$, with a total return of 1505.68% (9.70% annualized).
The Inflation Adjusted Capital now would be 7.56$, with a net total return of 656.48% (6.98% annualized).
The Inflation Adjusted Capital now would be 7.56$, with a net total return of 656.48% (6.98% annualized).
An investment of 1$, since January 1927,
now would be worth 10882.75$, with a total return of 1088174.64% (10.03% annualized).
The Inflation Adjusted Capital now would be 617.20$, with a net total return of 61619.54% (6.83% annualized).
The Inflation Adjusted Capital now would be 617.20$, with a net total return of 61619.54% (6.83% annualized).
Readings that may interest you
Investment Metrics as of Mar 31, 2024
Metrics of Vanguard Value (VTV) ETF, updated as of 31 March 2024.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
VANGUARD VALUE (VTV) ETF
Advanced Metrics
Data Source: 1 January 1927 - 31 March 2024 (~97 years)
Swipe left to see all data
| Metrics as of Mar 31, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~97Y) |
|
| Investment Return (%) | 5.16 | 9.62 | 19.64 | 21.05 | 10.15 | 11.51 | 10.43 | 8.99 | 9.70 | 10.03 |
| US Inflation (%) | 0.38 | 1.13 | 1.61 | 3.48 | 5.63 | 4.19 | 2.84 | 2.59 | 2.54 | 2.99 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
|
DRAWDOWN
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -8.07 | -15.33 | -25.07 | -25.07 | -54.78 | -54.78 | -84.40 | |||
| Start to Recovery (# months) details | 5 | 8 | 12 | 12 | 68 | 68 | 188 | |||
| Start (yyyy mm) | 2023 08 | 2022 04 | 2020 01 | 2020 01 | 2007 06 | 2007 06 | 1929 09 | |||
| Start to Bottom (# months) | 3 | 6 | 3 | 3 | 21 | 21 | 33 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | 1932 05 | |||
| Bottom to End (# months) | 2 | 2 | 9 | 9 | 47 | 47 | 155 | |||
| End (yyyy mm) | 2023 12 | 2022 11 | 2020 12 | 2020 12 | 2013 01 | 2013 01 | 1945 04 | |||
| Longest Drawdown Depth (%) |
same as deepest |
-6.58 |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | 8 | |||||||||
| Start (yyyy mm) | 2023 08 | 2022 12 | 2020 01 | 2020 01 | 2007 06 | 2007 06 | 1929 09 | |||
| Start to Bottom (# months) | 3 | 6 | 3 | 3 | 21 | 21 | 33 | |||
| Bottom (yyyy mm) | 2023 10 | 2023 05 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | 1932 05 | |||
| Bottom to End (# months) | 2 | 2 | 9 | 9 | 47 | 47 | 155 | |||
| End (yyyy mm) | 2023 12 | 2023 07 | 2020 12 | 2020 12 | 2013 01 | 2013 01 | 1945 04 | |||
| Longest negative period (# months) details | 7 | 24 | 24 | 33 | 74 | 139 | 187 | |||
| Period Start (yyyy mm) | 2023 04 | 2021 11 | 2021 11 | 2017 07 | 2005 08 | 1997 08 | 1929 09 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2020 03 | 2011 09 | 2009 02 | 1945 03 | |||
| Annualized Return (%) | -2.55 | -0.48 | -0.48 | -0.25 | -0.11 | -0.26 | -0.45 | |||
| Deepest Drawdown Depth (%) | -8.94 | -18.97 | -24.93 | -24.93 | -56.04 | -56.04 | -80.29 | |||
| Start to Recovery (# months) details | 5 | 26 | 12 | 12 | 74 | 74 | 192 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2020 01 | 2020 01 | 2007 06 | 2007 06 | 1929 09 | |||
| Start to Bottom (# months) | 3 | 9 | 3 | 3 | 21 | 21 | 33 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | 1932 05 | |||
| Bottom to End (# months) | 2 | 17 | 9 | 9 | 53 | 53 | 159 | |||
| End (yyyy mm) | 2023 12 | 2024 02 | 2020 12 | 2020 12 | 2013 07 | 2013 07 | 1945 08 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
-18.97 | -18.97 |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | 26 | 26 | ||||||||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 06 | 2007 06 | 1929 09 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 21 | 21 | 33 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 1932 05 | |||
| Bottom to End (# months) | 2 | 17 | 17 | 17 | 53 | 53 | 159 | |||
| End (yyyy mm) | 2023 12 | 2024 02 | 2024 02 | 2024 02 | 2013 07 | 2013 07 | 1945 08 | |||
| Longest negative period (# months) details | 7 | 32 | 34 | 39 | 90 | 162 | 241 | |||
| Period Start (yyyy mm) | 2023 04 | 2021 04 | 2019 12 | 2017 01 | 2004 04 | 1998 04 | 1929 09 | |||
| Period End (yyyy mm) | 2023 10 | 2023 11 | 2022 09 | 2020 03 | 2011 09 | 2011 09 | 1949 09 | |||
| Annualized Return (%) | -5.67 | -0.08 | -0.42 | -0.61 | -0.44 | -0.24 | -0.15 | |||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 12.98 | 15.31 | 17.57 | 14.55 | 14.86 | 15.17 | 18.57 | |||
| Sharpe Ratio | 1.22 | 0.50 | 0.55 | 0.63 | 0.51 | 0.49 | 0.33 | |||
| Sortino Ratio | 1.64 | 0.70 | 0.74 | 0.86 | 0.67 | 0.64 | 0.45 | |||
| Ulcer Index | 3.07 | 4.44 | 6.78 | 5.35 | 13.84 | 13.64 | 21.89 | |||
| Ratio: Return / Standard Deviation | 1.62 | 0.66 | 0.66 | 0.72 | 0.61 | 0.64 | 0.54 | |||
| Ratio: Return / Deepest Drawdown | 2.61 | 0.66 | 0.46 | 0.42 | 0.16 | 0.18 | 0.12 | |||
| % Positive Months details | 66% | 55% | 58% | 64% | 63% | 63% | 62% | |||
| Positive Months | 8 | 20 | 35 | 77 | 152 | 228 | 728 | |||
| Negative Months | 4 | 16 | 25 | 43 | 88 | 132 | 439 | |||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 10.43 | 16.05 | 16.05 | 20.70 | ||||||
| Worst 10 Years Return (%) - Annualized | 5.42 | -1.94 | -6.65 | |||||||
| Best 10 Years Return (%) - Annualized | 7.38 | 14.03 | 14.03 | 18.38 | ||||||
| Worst 10 Years Return (%) - Annualized | 3.68 | -4.42 | -5.07 | |||||||
|
ROLLING PERIODS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 56.14 | 30.12 | 23.51 | 16.05 | 9.95 | 9.70 | ||||
| Worst Rolling Return (%) - Annualized | -46.17 | -16.62 | -6.38 | -1.94 | 5.20 | |||||
| % Positive Periods | 78% | 82% | 87% | 97% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 72.54 | 22.87 | 14.19 | 8.54 | 5.30 | 8.56 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | 2.54 | 7.43 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
| Best Rolling Return (%) - Annualized | 52.85 | 27.16 | 20.69 | 14.03 | 7.27 | 6.98 | ||||
| Worst Rolling Return (%) - Annualized | -46.18 | -18.40 | -8.79 | -4.42 | 3.06 | |||||
| % Positive Periods | 73% | 77% | 72% | 88% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 72.54 | 22.87 | 14.19 | 8.54 | 5.30 | 8.56 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | 2.54 | 7.43 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
| Over all the available data source (Jan 1927 - Mar 2024) | ||||||||||
| Best Rolling Return (%) - Annualized | 158.97 | 39.26 | 34.54 | 20.70 | 18.18 | 14.98 | ||||
| Worst Rolling Return (%) - Annualized | -69.03 | -43.29 | -19.92 | -6.65 | 1.31 | 7.13 | ||||
| % Positive Periods | 75% | 84% | 88% | 95% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 55.65 | 15.48 | 9.13 | 5.22 | 3.11 | 2.69 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | - | 2.12 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
| Best Rolling Return (%) - Annualized | 177.32 | 35.46 | 33.20 | 18.38 | 13.30 | 11.56 | ||||
| Worst Rolling Return (%) - Annualized | -65.62 | -38.79 | -15.99 | -5.07 | -0.27 | 4.99 | ||||
| % Positive Periods | 69% | 78% | 78% | 89% | 99% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 55.65 | 15.48 | 9.13 | 5.22 | 3.11 | 2.69 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | - | 2.12 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed.
- Standard Deviation: it's a measure of the dispersion of returns around the mean.
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
The first official book of
Correlations as of Mar 31, 2024
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
Asset correlations are calculated based on monthly returns.
Monthly correlations of Vanguard Value (VTV) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).
VANGUARD VALUE (VTV) ETF
Monthly correlations as of 31 March 2024
Swipe left to see all data
| Correlation vs VTV | ||||||
|---|---|---|---|---|---|---|
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | Since Jan 1992 |
|
|
VTI
|
US Total Stock Market |
0.90
|
0.92
|
0.93
|
0.93
|
0.93
|
|
SPY
|
US Large Cap |
0.90
|
0.92
|
0.93
|
0.95
|
0.95
|
|
IJR
|
US Small Cap |
0.85
|
0.90
|
0.88
|
0.80
|
0.80
|
|
VNQ
|
US REITs |
0.86
|
0.81
|
0.71
|
0.64
|
0.64
|
|
QQQ
|
US Technology |
0.58
|
0.72
|
0.74
|
0.68
|
0.67
|
|
PFF
|
Preferred Stocks |
0.80
|
0.73
|
0.65
|
0.46
|
0.46
|
|
EFA
|
EAFE Stocks |
0.97
|
0.90
|
0.86
|
0.82
|
0.79
|
|
VT
|
World All Countries |
0.94
|
0.93
|
0.93
|
0.91
|
0.90
|
|
EEM
|
Emerging Markets |
0.85
|
0.72
|
0.68
|
0.72
|
0.69
|
|
VGK
|
Europe |
0.95
|
0.91
|
0.85
|
0.83
|
0.82
|
|
VPL
|
Pacific |
0.93
|
0.84
|
0.80
|
0.68
|
0.63
|
|
FLLA
|
Latin America |
0.79
|
0.75
|
0.62
|
0.64
|
0.64
|
|
BND
|
US Total Bond Market |
0.71
|
0.36
|
0.24
|
0.11
|
0.13
|
|
TLT
|
Long Term Treasuries |
0.75
|
0.01
|
-0.08
|
-0.16
|
-0.14
|
|
BIL
|
US Cash |
0.23
|
-0.08
|
-0.05
|
0.00
|
0.00
|
|
TIP
|
TIPS |
0.75
|
0.47
|
0.35
|
0.15
|
0.17
|
|
LQD
|
Invest. Grade Bonds |
0.76
|
0.54
|
0.45
|
0.28
|
0.29
|
|
HYG
|
High Yield Bonds |
0.85
|
0.80
|
0.77
|
0.66
|
0.66
|
|
CWB
|
US Convertible Bonds |
0.80
|
0.75
|
0.77
|
0.79
|
0.79
|
|
BNDX
|
International Bonds |
0.60
|
0.40
|
0.29
|
0.11
|
0.13
|
|
EMB
|
Emerg. Market Bonds |
0.89
|
0.70
|
0.60
|
0.55
|
0.56
|
|
GLD
|
Gold |
0.29
|
0.19
|
0.05
|
0.02
|
0.02
|
|
DBC
|
Commodities |
0.33
|
0.61
|
0.51
|
0.34
|
0.34
|
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.
Drawdowns
A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
VANGUARD VALUE (VTV) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1927 - 31 March 2024 (~97 years)
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Rolling Returns
( more details)
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
VANGUARD VALUE (VTV) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1927 - 31 March 2024 (~97 years)
If you need a deeper detail about rolling returns, please refer to the Vanguard Value (VTV) ETF: Rolling Returns page.
Seasonality
In which months is it better to invest in Vanguard Value (VTV) ETF?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
For further information about the seasonality, check the Asset Class Seasonality page.
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Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Vanguard Value (VTV) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
VANGUARD VALUE (VTV) ETF
Monthly Returns Distribution
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1927 - 31 March 2024 (~97 years)
228 Positive Months (63%) - 132 Negative Months (37%)
728 Positive Months (62%) - 439 Negative Months (38%)
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(Scroll down to see all data)
Investment Returns, up to December 2004, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.
You can find additional information on extended Data Sources here.
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