Summary
VTV
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 26.25% Volatility 14.97% Sharpe 0.80
Official loaded data — not a live quote.

VANGUARD VALUE INDEX FUND ETF SHARES

Symbol: VTV

Exchange: NYSE

Sector: Financial_Services

Category: Large Value

Inception date: 26/01/2004

Latest date: 16/07/2026

Current price: $218.86

Expense ratio: 0.03%

Assets under management
$254.5B
0.54% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.88%

Ann. -41.32% (Sharpe / Sortino numerator)

Volatility

13.27%

Sharpe ratio

-3.387

VaR 95%

-1.31%

CVaR 95%: -1.55%
Max drawdown: -5.31%
Sortino ratio: -5.248
Calmar ratio: -7.78

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

8.57%

Ann. 9.11% (Sharpe / Sortino numerator)

Volatility

11.86%

Sharpe ratio

0.462

VaR 95%

-1.30%

CVaR 95%: -1.43%
Max drawdown: -6.87%
Sortino ratio: 0.659
Calmar ratio: 1.33

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

11.49%

Ann. 12.80% (Sharpe / Sortino numerator)

Volatility

11.10%

Sharpe ratio

0.826

VaR 95%

-1.16%

CVaR 95%: -1.40%
Max drawdown: -6.87%
Sortino ratio: 1.218
Calmar ratio: 1.86

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

26.25%

Ann. 15.55% (Sharpe / Sortino numerator)

Volatility

14.97%

Sharpe ratio

0.796

VaR 95%

-1.18%

CVaR 95%: -2.12%
Max drawdown: -7.89%
Sortino ratio: 0.974
Calmar ratio: 1.97

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

36.62%

Ann. 12.78% (Sharpe / Sortino numerator)

Volatility

13.26%

Sharpe ratio

0.690

VaR 95%

-1.17%

CVaR 95%: -1.83%
Max drawdown: -14.52%
Sortino ratio: 0.911
Calmar ratio: 0.88

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

64.11%

Ann. 15.10% (Sharpe / Sortino numerator)

Volatility

12.33%

Sharpe ratio

0.930

VaR 95%

-1.15%

CVaR 95%: -1.66%
Max drawdown: -14.52%
Sortino ratio: 1.281
Calmar ratio: 1.04

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.095%

Best day

2.227%

08/04/2026
Worst day

-1.709%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $217.69 $218.91 $217.50 $218.86 2,308,000
15/07/2026 $218.74 $219.05 $216.90 $217.49 3,224,300
14/07/2026 $219.43 $220.25 $218.42 $218.60 3,256,700
13/07/2026 $219.29 $220.07 $218.75 $219.36 3,796,500
10/07/2026 $218.87 $219.48 $218.14 $219.20 3,070,200
09/07/2026 $218.11 $219.49 $218.11 $218.56 3,110,800
08/07/2026 $218.54 $218.96 $217.43 $217.64 3,329,200
07/07/2026 $220.23 $220.70 $219.04 $219.57 2,162,100
06/07/2026 $219.69 $220.14 $218.77 $219.44 2,619,100
02/07/2026 $218.93 $219.60 $217.42 $219.17 4,787,800