Vanguard S&P 500 Value ETF
ALTAR
Score™
6.2% info Recommen-
dation
OVERWEIGHT
2021E    2022E
P/E
ratio
18.0x P/Sales
ratio
1.8x
P/BV
ratio
2.3x Div.
yield
2.3%


  • Description
  • Performance
  • Comps
  • premium Fundamentals
  • premium Valuation
  • premium Rating
Vanguard S&P 500 Value ETF is an exchange-traded fund incorporated in the USA. The Fund seeks to track the performance of the S&P 500 Value ETF.

FUND BASICS
Category US Equities
Fund Sponsor Vanguard Group Inc/The
Website www.vanguard.com
Inception date Sep 07, 2010
Assets (mns) $1,734
Currency USD
Expense ratio 10 bp
Distributions Quarterly

FUND STRUCTURE
Regulation Open-Ended Fund
Custodian Bank of New York Mellon
Weighting Market Cap
Index replication Full
Uses derivatives No
Options available No

SECTOR BREAKDOWN

 


CONSTITUENT BREAKDOWN
No. of constituents 439
Wgt avg mkt cap (mns) $163,758
Large cap (>$10bn) 97.1%
Mid cap ($2-10bn) 2.9%
Small cap (<$2bn) 0.0%
Developed mkts 100.0%
Emerging mkts 0.0%

TOP TEN HOLDINGS
BERKSHIRE HATHAWAY INC-CL B 3.6 %
JPMORGAN CHASE & CO 3.5 %
WALT DISNEY CO/THE 2.6 %
BANK OF AMERICA CORP 2.0 %
INTEL CORP 2.0 %
JOHNSON & JOHNSON 2.0 %
VERIZON COMMUNICATIONS INC 1.8 %
EXXON MOBIL CORP 1.7 %
AT&T INC 1.6 %
CISCO SYSTEMS INC 1.5 %
Total 22.4 %

TOP COUNTRY EXPOSURE
UNITED STATES 114.9 %
IRELAND 3.0 %
BRITAIN 1.6 %
SWITZERLAND 0.9 %
BERMUDA 0.1 %






HISTORICAL PERFORMANCE info

  Custom date range Compare to  
  thru


Standardized Annual Returns (thru February 28)
Year-to-date 1 year 5 years 10 years Since Incep.
4.2% 19.6% 12.3% 10.3% 11.7%

Market Correlations
versus... Beta R-squared
S&P500 1.01 92%
MSCI EAFE 0.98 86%
MSCI Emg. Mkts. 0.79 69%

Technical Indicators
Recent close $128.91
30d moving avg. $127.42
Annualized volatility 19.4%
Short interest (ETF) 0.5%
Short interest (Underlying) 2.0%
Relative strength (RSI) 56

Liquidity measures
Avg. volume (thou.) 99
Turnover 0.7%
Bid/Ask (% of price) 0.05%
ADV underlying (mns) $135,362

Distributions


FINDING ALTERNATIVE FUNDS

Below is a list of 96 potential alternatives to the Vanguard S&P 500 Value ETF ETF based on the alternatives' overlap in portfolio holdings with VOOV. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.

Benchmark ticker: VOOV Expense: 10 bp ALTAR Score™: 6.2%


ALTERNATIVE ETFs BASED ON OVERLAP WITH VOOV
Ticker Fund
Name
Overlap1
vs VOOV
(%)
Expense
ratio
(bp)
Savings
vs VOOV
(bp)
ALTAR
Score™
(%)
ALTAR
vs VOOV
(%)
SPYV SPDR Portfolio S&P 500 Value ETF 99.6 4 6 6.3 +0.0
IVE iShares S&P 500 Value ETF 99.4 18 -8 6.1 -0.1
IUSV iShares Core S&P U.S. Value ETF 92.9 4 6 6.3 +0.1
VTV Vanguard Value Index Fund 85.5 4 6 6.6 +0.3
VONV Vanguard Russell 1000 Value Index Fund 83.8 8 2 6.1 -0.2
SCHV Schwab U.S. Large-Cap Value ETF 78.9 4 6 6.1 -0.1
IWD iShares Russell 1000 Value ETF 78.3 19 -9 5.9 -0.3
MGV Vanguard Mega Cap Value ETF 76.6 7 3 6.6 +0.3
IWX iShares Russell Top 200 Value ETF 76.1 20 -10 6.1 -0.1
FNDX Schwab Fundamental U.S. Large Co. Index ETF 70.3 25 -15 5.6 -0.6
SPXT ProShares S&P 500 Ex-Technology ETF 70.0 27 -17 5.0 -1.2
DIVB iShares U.S. Dividend & Buyback ETF 69.6 25 -15 6.0 -0.3
PRF Invesco FTSE RAFI US 1000 ETF 68.6 39 -29 5.7 -0.6
VYM Vanguard High Dividend Yield Index ETF 65.6 6 4 6.8 +0.6
FNDB Schwab Fundamental U.S. Broad Market Index ETF 65.3 25 -15 5.5 -0.7
PBP Invesco S&P 500 BuyWrite ETF 65.3 49 -39 4.5 -1.8
ESGV Vanguard ESG U.S. Stock ETF 65.0 12 -2 4.6 -1.6
EPS WisdomTree U.S. Earnings 500 Fund 64.9 8 2 6.1 -0.1
DLN WisdomTree U.S. LargeCap Dividend Fund 64.4 28 -18 6.4 +0.1
XYLG Global X S&P 500 Covered Call & Growth ETF 64.2 60 -50 4.4 -1.8
RWL Invesco S&P 500 Revenue ETF 64.0 39 -29 6.1 -0.2
VLU SPDR S&P 1500 Value Tilt ETF 63.5 12 -2 5.9 -0.3
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF 63.2 20 -10 4.9 -1.3
SPY SPDR S&P 500 ETF Trust 63.0 9 1 4.8 -1.4
SPLG SPDR Portfolio Large Cap ETF 63.0 3 7 4.9 -1.3
IVV iShares Core S&P 500 ETF 62.9 3 7 4.9 -1.4
QUS SPDR MSCI USA StrategicFactors ETF 62.1 15 -5 5.4 -0.8
DGRO iShares Core Dividend Growth ETF 62.0 8 2 6.4 +0.1
VOO VANGUARD S&P 500 ETF 61.9 3 7 4.9 -1.3
DTD WisdomTree U.S.Total Dividend Fund 61.7 28 -18 6.4 +0.2
SPXE ProShares S&P 500 Ex-Energy ETF 61.2 27 -17 4.8 -1.5
IUS Invesco Strategic US ETF 61.0 19 -9 5.2 -1.0
JHML John Hancock Multifactor Large Cap ETF 60.7 29 -19 5.0 -1.3
CATH Global X S&P 500 Catholic Values Custom ETF 59.1 29 -19 4.6 -1.6
GSUS Goldman Sachs MarketBeta U.S. Equity ETF 59.0 7 3 4.7 -1.5
XVV iShares ESG Screened S&P 500 ETF 58.9 8 2 4.9 -1.3
RSP Invesco S&P 500 Equal Weight ETF 58.9 20 -10 5.4 -0.8
BBUS JP Morgan Betabuilders U.S. Equity ETF 58.8 2 8 4.8 -1.4
VV Vanguard Large-Cap Index Fund 58.6 4 6 4.7 -1.5
PBUS Invesco PureBeta MSCI USA ETF 58.3 4 6 4.8 -1.5
JUST Goldman Sachs JUST U.S. Large Cap Equity ETF 58.3 20 -10 4.7 -1.5
MGC Vanguard Mega Cap Index Fund 58.1 7 3 4.8 -1.5
SPXV ProShares S&P 500 Ex-Health Care ETF 58.0 27 -17 4.4 -1.8
SPTM SPDR Portfolio Total Stock Market ETF 58.0 3 7 4.9 -1.3
RAFE PIMCO RAFI ESG U.S. ETF 57.8 30 -20 6.7 +0.4
SCHX Schwab U.S. Large-Cap ETF 57.5 3 7 4.7 -1.5
JKF iShares Morningstar Large Cap Value ETF 56.8 25 -15 6.9 +0.7
JCTR JPMorgan Carbon Transition U.S. Equity ETF 56.2 15 -5 4.9 -1.3
IWB iShares Russell 1000 ETF 56.0 15 -5 4.6 -1.6
SPXN ProShares S&P 500 Ex-Financials ETF 56.0 27 -17 4.4 -1.8
IWL iShares Russell Top 200 ETF 55.9 15 -5 4.6 -1.6
IYY iShares Dow Jones U.S. ETF 55.6 20 -10 4.6 -1.7
SCHK Schwab 1000 Index ETF 55.5 5 5 4.7 -1.5
SFY SoFi Select 500 ETF 55.5 0 10 4.7 -1.5
SNPE Xtrackers S&P 500 ESG ETF 55.0 10 0 4.9 -1.4
EFIV SPDR S&P 500 ESG ETF 54.9 10 0 4.9 -1.4
ESGU iShares MSCI USA ESG Optimized ETF 54.8 15 -5 4.6 -1.6
BKLC BNY Mellon US Large Cap Core Equity ETF 54.3 0 10 4.7 -1.5
ESG FlexShares STOXX US ESG Impact Index Fund 54.1 32 -22 4.7 -1.5
VONE Vanguard Russell 1000 ETF 54.1 8 2 4.7 -1.6
DYNF BlackRock U.S. Equity Factor Rotation ETF 53.9 30 -20 5.2 -1.1
GSEW Goldman Sachs Equal Weight U.S. Large Cap Equity ETF 53.6 9 1 5.1 -1.2
IQSU IQ Candriam ESG US Equity ETF 53.4 9 1 4.7 -1.6
EQWL Invesco Russell Top 200 Equal Weight ETF 53.0 25 -15 5.8 -0.4
DFAU Dimensional US Core Equity Market ETF 52.9 12 -2 4.8 -1.4
VTHR Vanguard Russell 3000 Index Fund 52.8 10 0 4.5 -1.7
IWV iShares Russell 3000 ETF 52.5 20 -10 4.4 -1.8
SCHB Schwab U.S. Broad Market ETF 52.4 3 7 4.6 -1.7
ITOT iShares Core S&P Total U.S. Stock Market ETF 52.1 3 7 4.5 -1.7
RNLC Large Cap US Equity Select ETF 51.2 60 -50 5.3 -1.0
VTI Vanguard Total Stock Market Index Fund 51.1 3 7 4.5 -1.7
EUSA iShares MSCI USA Equal Weighted ETF 50.4 15 -5 5.1 -1.2
WOMN Impact Shares YWCA Women's Empowerment ETF 50.0 75 -65 3.7 -2.6
SIZE iShares MSCI USA Size Factor ETF 49.4 15 -5 5.1 -1.2
OEF iShares S&P 100 ETF 49.2 20 -10 4.5 -1.7
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF 48.6 19 -9 5.2 -1.0
SUSL iShares ESG MSCI USA Leaders ETF 48.1 10 0 4.9 -1.3
USSG Xtrackers MSCI USA ESG Leaders Equity ETF 48.1 10 0 5.0 -1.3
PFM Invesco Dividend Achievers ETF 47.8 53 -43 5.2 -1.1
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF 47.8 30 -20 5.1 -1.1
NACP Impact Shares NAACP Minority Empowerment ETF 47.7 49 -39 4.9 -1.3
AVUS Avantis U.S. Equity ETF 47.3 15 -5 5.0 -1.3
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF 47.1 9 1 5.0 -1.3
DSI iShares MSCI KLD 400 Social ETF 46.8 25 -15 4.6 -1.6
CFA VictoryShares US 500 Volatility Weighted Index ETF 45.9 35 -25 5.2 -1.0
CFO VictoryShares US 500 Enhanced Volatility Weighted Index ETF 45.9 35 -25 5.2 -1.0
PQLC PGIM QMA Strategic Alpha Large-Cap Core ETF 45.7 17 -7 6.1 -0.1
JVAL JPMorgan U.S. Value Factor ETF 45.1 12 -2 7.1 +0.8
FDRR Fidelity Dividend ETF for Rising Rates 45.0 29 -19 6.1 -0.1
PLC Principal U.S. Large-Cap Multi-Factor Core Index ETF 43.8 15 -5 0.0 -6.2
RNDV US Equity Dividend Select ETF 43.3 50 -40 7.2 +0.9
TILT Flexshares Morningstar US Market Factors Tilt Index Fund 42.9 25 -15 5.0 -1.3
ROUS Hartford Multifactor US Equity ETF 42.8 19 -9 6.1 -0.1
FTA First Trust Large Cap Value AlphaDEX Fund 42.7 60 -50 7.2 +0.9
TOK iShares MSCI Kokusai ETF 42.6 25 -15 4.9 -1.3
JPUS JPMorgan Diversified Return U.S. Equity ETF 42.5 18 -8 5.8 -0.4

1Overlap is the percentage of holdings by weight that are identical. For example, if Fund A has a 2% position in Apple, Inc. (AAPL) and Fund B has a 5% position, their overlapping position in AAPL is 2%.

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RESULTS & ESTIMATES

  2016 2017 2018 2019 2020 2021E 2022E
Sales per share ** ** ** ** ** ** **
Earnings per share ** ** ** ** ** ** **
Dividends per share info ** ** ** ** ** ** **
Book value per share ** ** ** ** ** ** **

 

Sales per share growth   **% **% **% **% **% **%
EPS growth   **% **% **% **% **% **%

Sales per share growth   **% **% **% **% **% **%
EPS growth   **% **% **% **% **% **%

OTHER FUNDAMENTAL METRICS

Long term EPS growth est. **%   Debt-to-equity **x
Asset turnover **%   Assets-to-equity **x

Return on equity

Revision activity*
*Six months ago = 100

Net margins

Compound annual growth rates

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VALUATION METRICS
  2020 2021E 2022E
Price-to-sales ** ** **
Price-to-earnings ** ** **
Price-to-cash flow ** ** **
Price-to-growth ** ** **
Price-to-book value ** ** **
Yield ** ** **

Historical valuation trends

Forward
multiple:
Vanguard S&P 500 Value ETF
Relative
to:
S&P500 MSCI EAFE MSCI Emg. Mkts. Other ETF:

OVERWEIGHT

Above average appreciation potential. A rating of OVERWEIGHT is assigned to ETFs with ALTAR Scores in the 4th quintile (ranking higher than 60%-80%) of their category. Typically, funds in this category consist of stocks trading at attractive valuations and/or having above-average fundamentals.

ALTAR Score™


Calculation of ALTAR Score™
Avg. Return on Equity 14.3 %
Divided by: Fwd. P/BV 2.3 x
Less: Expense ratio 10 bp
Equals: ALTAR Score 6.2 %
info More information on ALTAR Score™

MODERN PORTFOLIO THEORY info

CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
COMPOSITE
RATING
1.51 CATEGORY
AVERAGE
1.50
 
The composite rating is a weighted average of analysts' consensus recommendations for individual ETF constituents, based on the following scale:

BUY = 1; OVERWEIGHT = 1.5, HOLD = 2; UNDERWEIGHT = 2.5; and SELL = 3.

Readers are cautioned that because analyst ratings tend to be inflated, the composite score may be more useful as a relative measure of sentiment between funds rather than as a stand-alone recommendation.
 

 

See RATING tab for calculation of ALTAR Score™
Risk & reward. Uses std. dev. as proxy for risk, ALTAR Score™ for return forecast.
Dividends paid by constituents to the fund. May differ from actual distributions to shareholders due to constituent changes, timing issues or other factors.
Monthly returns based on changes in price plus dividends. May differ from daily returns reported by funds. See below for standardized returns.