Vanguard S&P 500 Value ETF
ALTAR
Score™
7.4% info Recommen-
dation
OVERWEIGHT
2020E    2021E
P/E
ratio
19.4x P/Sales
ratio
1.4x
P/BV
ratio
1.9x Div.
yield
3.0%


  • 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) $1,146
Currency USD
Expense ratio 15 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 396
Wgt avg mkt cap (mns) $122,407
Large cap (>$10bn) 95.1%
Mid cap ($2-10bn) 4.9%
Small cap (<$2bn) 0.0%
Developed mkts 100.0%
Emerging mkts 0.0%

TOP TEN HOLDINGS
BERKSHIRE HATHAWAY INC-CL B 3.4 %
UNITEDHEALTH GROUP INC 2.6 %
VERIZON COMMUNICATIONS INC 2.2 %
AT&T INC 2.1 %
JOHNSON & JOHNSON 2.1 %
CISCO SYSTEMS INC 1.9 %
BANK OF AMERICA CORP 1.9 %
PFIZER INC 1.8 %
EXXON MOBIL CORP 1.7 %
CHEVRON CORP 1.5 %
Total 21.2 %

TOP COUNTRY EXPOSURE
UNITED STATES 95.3 %
IRELAND 2.7 %
BRITAIN 1.2 %
SWITZERLAND 0.7 %
BERMUDA 0.1 %






HISTORICAL PERFORMANCE info

  Custom date range Compare to  
  thru


Standardized Annual Returns (thru June 30)
Year-to-date 1 year 5 years 10 years Since Incep.
-15.6% -4.6% 5.9% -- 9.9%

Market Correlations
versus... Beta R-squared
S&P500 1.03 94%
MSCI EAFE 1.05 86%
MSCI Emg. Mkts. 0.75 68%

Technical Indicators
Recent close $104.91
30d moving avg. $106.82
Annualized volatility 17.9%
Short interest (ETF) 0.2%
Short interest (Underlying) 2.4%
Relative strength (RSI) 48

Liquidity measures
Avg. volume (thou.) 111
Turnover 1.0%
Bid/Ask (% of price) 0.05%
ADV underlying (mns) $170,690

Distributions


FINDING ALTERNATIVE FUNDS

Below is a list of 100 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: 15 bp ALTAR Score™: 7.4%


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 99.1 4 11 7.5 +0.1
IVE iShares S&P 500 Value ETF 98.9 18 -3 7.3 -0.1
IUSV iShares Core S&P U.S. Value ETF 93.1 4 11 7.6 +0.1
VTV Vanguard Value Index Fund 74.6 4 11 7.5 +0.1
VONV Vanguard Russell 1000 Value Index Fund 70.4 8 7 7.3 -0.1
IWD iShares Russell 1000 Value ETF 70.2 19 -4 7.2 -0.2
MGV Vanguard Mega Cap Value ETF 68.9 7 8 7.3 -0.1
SCHV Schwab U.S. Large-Cap Value ETF 66.6 4 11 7.2 -0.2
PRF Invesco FTSE RAFI US 1000 ETF 66.1 39 -24 6.9 -0.6
IWX iShares Russell Top 200 Value ETF 65.7 20 -5 7.2 -0.3
FNDX Schwab Fundamental U.S. Large Co. Index ETF 65.3 25 -10 6.6 -0.9
SPXT ProShares S&P 500 Ex-Technology ETF 64.0 27 -12 5.6 -1.8
DLN WisdomTree U.S. LargeCap Dividend Fund 64.0 28 -13 6.4 -1.0
DTD WisdomTree U.S.Total Dividend Fund 63.5 28 -13 6.7 -0.8
FNDB Schwab Fundamental U.S. Broad Market Index ETF 61.8 25 -10 6.6 -0.9
EPS WisdomTree U.S. Earnings 500 Fund 59.8 8 7 6.5 -1.0
VLU SPDR S&P 1500 Value Tilt ETF 59.3 12 3 7.5 +0.1
RWL Invesco S&P 500 Revenue ETF 58.5 39 -24 7.3 -0.2
DIVB iShares U.S. Dividend & Buyback ETF 57.7 25 -10 6.6 -0.8
PBP Invesco S&P 500 BuyWrite ETF 57.2 49 -34 5.0 -2.5
USDY Pacific Global US Equity Income ETF 56.8 29 -14 7.3 -0.1
HSPX Global X S&P 500 Covered Call ETF 56.4 65 -50 4.9 -2.6
VYM Vanguard High Dividend Yield Index ETF 56.4 6 9 7.4 -0.0
DGRO iShares Core Dividend Growth ETF 56.1 8 7 6.7 -0.8
SPY SPDR S&P 500 ETF Trust 56.1 9 6 5.3 -2.1
IVV iShares Core S&P 500 ETF 56.0 4 11 5.4 -2.1
SPLG SPDR Portfolio Large Cap ETF 56.0 3 12 5.4 -2.1
VOO VANGUARD S&P 500 ETF 55.9 3 12 5.4 -2.1
QUS SPDR MSCI USA StrategicFactors ETF 55.8 15 0 5.8 -1.6
IUS Invesco Strategic US ETF 55.6 19 -4 6.7 -0.7
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF 55.4 20 -5 5.3 -2.1
SPXE ProShares S&P 500 Ex-Energy ETF 54.9 27 -12 5.3 -2.2
VV Vanguard Large-Cap Index Fund 53.3 4 11 5.2 -2.2
RAFE PIMCO RAFI ESG U.S. ETF 53.3 29 -14 7.8 +0.4
JHML John Hancock Multifactor Large Cap ETF 53.1 29 -14 5.5 -1.9
BBUS JP Morgan Betabuilders U.S. Equity ETF 52.9 2 13 5.3 -2.2
GSUS Goldman Sachs MarketBeta U.S. Equity ETF 52.6 7 8 5.2 -2.3
SPTM SPDR Portfolio Total Stock Market ETF 52.1 3 12 5.5 -1.9
PBUS Invesco PureBeta MSCI USA ETF 52.0 4 11 5.2 -2.2
SCHX Schwab U.S. Large-Cap ETF 52.0 3 12 5.2 -2.2
MGC Vanguard Mega Cap Index Fund 51.9 7 8 5.2 -2.3
VONE Vanguard Russell 1000 ETF 50.5 8 7 5.2 -2.2
BKLC BNY Mellon US Large Cap Core Equity ETF 50.5 0 15 5.2 -2.3
SCHK Schwab 1000 Index ETF 50.4 5 10 5.2 -2.2
CATH Global X S&P 500 Catholic Values Custom ETF 50.3 29 -14 5.2 -2.2
DYNF BlackRock U.S. Equity Factor Rotation ETF 50.1 30 -15 6.5 -0.9
SPXN ProShares S&P 500 Ex-Financials ETF 50.1 27 -12 4.9 -2.5
SFY SoFi Select 500 ETF 50.0 0 15 5.2 -2.3
IYY iShares Dow Jones U.S. ETF 50.0 20 -5 5.1 -2.3
JUST Goldman Sachs JUST U.S. Large Cap Equity ETF 50.0 20 -5 4.9 -2.5
IWB iShares Russell 1000 ETF 50.0 15 0 5.1 -2.3
SPXV ProShares S&P 500 Ex-Health Care ETF 49.6 27 -12 4.9 -2.5
SNPE Xtrackers S&P 500 ESG ETF 49.5 11 4 5.0 -2.4
IWL iShares Russell Top 200 ETF 49.4 15 0 5.0 -2.5
ESGU iShares MSCI USA ESG Optimized ETF 49.2 15 0 5.1 -2.4
RSP Invesco S&P 500 Equal Weight ETF 48.5 20 -5 6.8 -0.6
SCHB Schwab U.S. Broad Market ETF 48.0 3 12 5.2 -2.2
ITOT iShares Core S&P Total U.S. Stock Market ETF 47.8 3 12 5.1 -2.3
VTHR Vanguard Russell 3000 Index Fund 47.8 10 5 5.1 -2.3
IWV iShares Russell 3000 ETF 47.5 20 -5 5.0 -2.4
VTI Vanguard Total Stock Market Index Fund 47.5 3 12 5.1 -2.3
EQWL Invesco Russell Top 200 Equal Weight ETF 46.8 25 -10 6.1 -1.3
PFM Invesco Dividend Achievers ETF 46.5 54 -39 5.5 -2.0
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF 46.1 29 -14 6.2 -1.2
ESG FlexShares STOXX US ESG Impact Index Fund 46.1 32 -17 5.0 -2.4
SCIU Global X Scientific Beta US ETF 45.5 19 -4 5.8 -1.6
OEF iShares S&P 100 ETF 45.0 20 -5 4.7 -2.7
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF 44.7 9 6 5.5 -1.9
RNLC Large Cap US Equity Select ETF 44.3 60 -45 6.4 -1.1
GSEW Goldman Sachs Equal Weight U.S. Large Cap Equity ETF 44.2 9 6 5.9 -1.5
ROUS Hartford Multifactor US Equity ETF 44.1 19 -4 7.3 -0.1
OUSA O'Shares FTSE US Quality Dividend ETF 43.9 48 -33 5.7 -1.8
JKF iShares Morningstar Large Cap Value ETF 43.7 25 -10 7.6 +0.2
IQSU IQ Candriam ESG US Equity ETF 43.3 9 6 5.0 -2.4
AVUS Avantis U.S. Equity ETF 43.2 15 0 5.7 -1.7
FDRR Fidelity Dividend ETF for Rising Rates 43.1 29 -14 7.0 -0.4
ESGV Vanguard ESG U.S. Stock ETF 42.3 12 3 5.1 -2.3
JVAL JPMorgan U.S. Value Factor ETF 42.2 12 3 8.8 +1.4
TILT Flexshares Morningstar US Market Factors Tilt Index Fund 42.1 25 -10 6.6 -0.8
USSG Xtrackers MSCI USA ESG Leaders Equity ETF 41.9 10 5 5.2 -2.2
SUSL iShares ESG MSCI USA Leaders ETF 41.9 10 5 5.3 -2.2
EUSA iShares MSCI USA Equal Weighted ETF 41.6 15 0 6.3 -1.1
RNDV US Equity Dividend Select ETF 41.2 50 -35 7.7 +0.3
RECS Columbia Research Enhanced Core ETF 40.7 15 0 5.6 -1.8
SIZE iShares Edge MSCI USA Size Factor ETF 40.7 15 0 6.3 -1.1
MMTM SPDR S&P 1500 Momentum Tilt ETF 40.5 12 3 4.9 -2.6
PLC Principal U.S. Large-Cap Multi-Factor Core Index ETF 40.0 15 0 6.2 -1.3
PQLC PGIM QMA Strategic Alpha Large-Cap Core ETF 39.6 17 -2 6.6 -0.9
JPUS JPMorgan Diversified Return U.S. Equity ETF 39.5 18 -3 6.3 -1.2
USMV iShares Edge MSCI Min Vol USA ETF 39.3 15 0 5.5 -1.9
DSI iShares MSCI KLD 400 Social ETF 38.9 25 -10 5.1 -2.4
WOMN Impact Shares YWCA Women's Empowerment ETF 38.2 75 -60 4.4 -3.0
NACP Impact Shares NAACP Minority Empowerment ETF 37.9 75 -60 4.5 -3.0
CFA VictoryShares US 500 Volatility Weighted Index ETF 37.8 35 -20 5.9 -1.5
AMCA iShares Russell 1000 Pure U.S. Revenue ETF 37.8 15 0 6.9 -0.5
TOK iShares MSCI Kokusai ETF 37.4 25 -10 5.5 -1.9
REVS Columbia Research Enhanced Value ETF 37.4 19 -4 7.8 +0.4
KOKU Xtrackers MSCI Kokusai Equity ETF 37.2 9 6 5.7 -1.8
AFLG First Trust Active Factor Large Cap ETF 36.9 55 -40 5.5 -1.9
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF 36.7 19 -4 5.6 -1.8

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

  2015 2016 2017 2018 2019 2020E 2021E
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
  2019 2020E 2021E
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 13.6 %
Divided by: Fwd. P/BV 1.8 x
Less: Expense ratio 15 bp
Equals: ALTAR Score 7.4 %
info More information on ALTAR Score™

MODERN PORTFOLIO THEORY info

CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
COMPOSITE
RATING
1.54 CATEGORY
AVERAGE
1.52
 
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.