Vanguard Value ETF
Provider: Vanguard
Vanguard Value ETF is an exchange-traded fund incorporated in the USA. The ETF tracks the performance of the CRSP U.S. Large Cap Value Index. The ETF holds large-cap U.S. stocks. The Fund invests all of its assets in the stocks that make up the Index and follows a full replication strategy. It weights the holdings using a multi factor methodology.
| Annualised Return | 8.2% |
| Realised Volatility | 15.4% |
| Downside Volatility | 11.45% |
| Max Drawdown | -54.79% |
| Winning months | 61.84% |
| Sharpe Ratio | 0.53 |
| Sortino Ratio | 0.72 |
| Calmar Ratio | 0.15 |
| Viking Ratio | 0.38 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.37% | 0.81% | -2.46% | -3.62% | 2.95% | 3.69% | 0.17% | 3.49% | 2.3% | -0.39% | 2.54% | -0.86% | 13.39% |
| 2024 | 0.87% | 3.34% | 5.17% | -3.91% | 3% | 0.15% | 4.74% | 2.88% | 1.53% | -1.38% | 5.64% | -6.37% | 15.95% |
| 2023 | 2.79% | -3.24% | -0.46% | 1.77% | -4.12% | 6.13% | 3.46% | -2.38% | -3.28% | -2.64% | 6.68% | 5.09% | 9.32% |
| 2022 | -1.07% | -1.15% | 3.28% | -4.79% | 2.41% | -7.89% | 5.06% | -2.68% | -7.81% | 11.73% | 5.99% | -3.3% | -2.09% |
| 2021 | -0.79% | 5% | 6.67% | 3.44% | 2.92% | -1.24% | 1.01% | 2.09% | -3.94% | 5.44% | -3.04% | 6.96% | 26.53% |
| 2020 | -2.5% | -9.71% | -14.83% | 10.67% | 2.88% | -1.01% | 3.74% | 4.18% | -2.22% | -1.82% | 12.76% | 3.51% | 2.33% |
| 2019 | 6.95% | 2.86% | 0.57% | 3.36% | -6.33% | 7.12% | 0.83% | -2.97% | 3.46% | 1.9% | 3.44% | 2.64% | 25.66% |
| 2018 | 4.71% | -4.44% | -2.46% | 0.42% | 0.61% | 0.2% | 4.65% | 1.9% | 0.62% | -4.98% | 3.27% | -9.14% | -5.47% |
| 2017 | 0.49% | 3.58% | -0.92% | -0.03% | 0.06% | 1.8% | 1.54% | -0.47% | 2.98% | 1.83% | 3.52% | 1.65% | 17.15% |
| 2016 | -4.76% | 0.18% | 6.62% | 1.52% | 1.06% | 1.13% | 2.81% | 0.68% | -0.47% | -1.09% | 6% | 2.73% | 17.1% |
| 2015 | -4.1% | 5.31% | -1.33% | 1.28% | 1.17% | -2.22% | 1.01% | -5.84% | -2.54% | 7.65% | 0.54% | -1.14% | -0.98% |
| 2014 | -3.62% | 3.94% | 2.66% | 0.88% | 1.38% | 1.92% | -1.2% | 3.44% | -1.28% | 1.8% | 2.47% | 0.36% | 13.23% |
| 2013 | 6.39% | 1.28% | 4.14% | 2.12% | 2.58% | -0.88% | 5.32% | -3.77% | 2.29% | 4.59% | 3.16% | 2.06% | 33.02% |
| 2012 | 3.47% | 3.89% | 2.84% | -0.92% | -5.91% | 4.77% | 1.18% | 1.41% | 2.97% | -0.39% | -0.72% | 2.1% | 15.18% |
| 2011 | 2.85% | 4.03% | -0.03% | 2.96% | -1.37% | -2.12% | -3.5% | -5.9% | -6.85% | 10.27% | -0.56% | 2.54% | 1.11% |
| 2010 | -2.45% | 2.62% | 6.15% | 1.78% | -7.77% | -5.17% | 6.63% | -4.24% | 7.57% | 2.72% | -0.61% | 7.97% | 14.54% |
| 2009 | -11.1% | -13.56% | 8.21% | 11.02% | 7.1% | -1.76% | 7.96% | 5.22% | 3.22% | -2.65% | 6.06% | 1.22% | 19.04% |
| 2008 | -4.73% | -3.91% | -0.45% | 4.28% | -0.57% | -9.53% | -0.18% | 1.63% | -6.85% | -16.23% | -6.65% | 1.49% | -35.89% |
| 2007 | 1.4% | -1.59% | 1.69% | 4.2% | 3.58% | -2.09% | -4.72% | 1.46% | 3.55% | 0.15% | -5.04% | -1.56% | 0.5% |