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Vanguard Value Index Fund ETF Shares (VTV)

167.54 -2.05 (-1.21%)
As of 3:00 PM EDT. Market Open.

ETF Summary

The fund employs an indexing investment approach designed to track the performance of the CRSP US Large Cap Value Index, a broadly diversified index predominantly made up of value stocks of large U.S. companies. The advisor attempts to replicate the target index by investing all, or substantially all, of its assets in the stocks that make up the index, holding each stock in approximately the same proportion as its weighting in the index.

Risk Overview

Performance & Risk

YTD Return 14.87%
5y Average Return 11.85%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.80
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
VTVCategory AverageVTVCategory AverageVTVCategory Average
Alpha 1.26 -0.46 -1.31 -2.6 -1.18 -2.82
BETA 0.8 0.83 0.88 0.93 0.9 0.94
Mean Annual Return 0.87 0.74 1.12 1.08 0.92 0.82
R-squared 78.95 77.44 83.13 81.09 86.48 82.94
Standard Deviation 15.94 16.81 17.38 18.68 14.76 15.73
Sharpe Ratio 0.42 0.32 0.64 0.56 0.64 0.52
Treynor Ratio 7.34 5 11.62 10 9.73 7.83

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