VTV vs. VUG
Vanguard Value ETF
Vanguard Growth ETF
Correlation
Compare with
Top 10 shared holdings
There are no shared holdings.
Performance Measures**
for the time period Jan 30, 2004 to Dec 4, 2025
1M Trailing Return:
3M Trailing Return:
3.4%
4.6%
-0.3%
6.1%
+3.7%
-1.5%
1M Trailing Return:
3M Trailing Return:
3.4%
4.6%
-0.3%
6.1%
+3.7%
-1.5%
Max Drawdown:
Standard Deviation:
-59.3%
18.7%
-50.7%
20.1%
-8.6%
-1.4%
Max Drawdown:
Standard Deviation:
-59.3%
18.7%
-50.7%
20.1%
-8.6%
-1.4%
Sharpe Ratio:
Calmar Ratio:
0.56
0.15
0.68
0.24
-0.12
-0.09
Sharpe Ratio:
Calmar Ratio:
0.56
0.15
0.68
0.24
-0.12
-0.09
What is VTV?
Seeks to track the performance of the CRSP U.S. Large Cap Value Index which measures the investment return of large-capitalization value stocks. Provides a convenient way to match the performance of many of the nation s largest value stocks. Follows a passively managed full-replication approach.
What is VUG?
Seeks to track the performance of the CRSP U.S. Large Cap Growth Index. Provides a convenient way to match the performance of many of the nation s largest growth stocks. Follows a passively managed full-replication approach.
Snapshot**
- Liquidity: In an active trading strategy (trading multiple time per week), it’s important to consider the liquidity of the ETF you’re using. Lower liquidity can mean more money lost in slippage. AUM and average daily volume are both indicators of liquidity.
- Expense: Some ETFs are more expensive to use than others. For strategies that are focused on longer holding periods, it’s important to factor in how expensive it is to hold this ETF. Expense ratio is the main indicator of how expensive an ETF is.
- Risk: Some ETFs will be highly correlated, but have varying degrees of returns, due to leverage. It’s important to consider if an ETF is using leverage or not. The main indicators of a riskier ETF will be the use of leverage and higher standard deviation or max drawdown in a backtest.
Trading Strategies
Related toVTV
Simons KMLM switcher (single pops)| BT 4/13/22 = A.R. 466% / D.D. 22% V2
Category
Tactical, leveraged ETFs, volatility, mean reversion, trend following, regime switching, risk-on/risk-off
OOS Cumulative Return
568.34%
Trading Strategies
Related toVUG
S&P Growth vs Value
Category
US equities, Growth vs value rotation, Trend-following, Large-cap, Weekly rebalance, Equal-weight
OOS Cumulative Return
122.78%
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Disclaimers
We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.
We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.