VTV vs. VYM
Vanguard Value ETF
Vanguard High Dividend Yield ETF
Correlation
Compare with
Top 10 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%
4.3%
4.8%
-0.9%
-0.2%
1M Trailing Return:
3M Trailing Return:
3.4%
4.6%
4.3%
4.8%
-0.9%
-0.2%
Max Drawdown:
Standard Deviation:
-59.3%
18.7%
-57.0%
18.3%
-2.3%
+0.4%
Max Drawdown:
Standard Deviation:
-59.3%
18.7%
-57.0%
18.3%
-2.3%
+0.4%
Sharpe Ratio:
Calmar Ratio:
0.56
0.15
0.56
0.16
—
-0.01
Sharpe Ratio:
Calmar Ratio:
0.56
0.15
0.56
0.16
—
-0.01
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 VYM?
Seeks to track the performance of the FTSE High Dividend Yield Index which measures the investment return of common stocks of companies characterized by high dividend yields. Provides a convenient way to track the performance of stocks with histories of above-average dividend yields. 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 toVYM
Super Simple Symphony - Less Derivatives -
Category
Tactical asset allocation, momentum, risk-on/risk-off, ETFs, leveraged ETFs, multi-asset, defensive vs aggressive
OOS Cumulative Return
168.14%
Create your own algorithmic
trading strategy
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.