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Mid Cap
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


VO 100%EquityEquity
PositionCategory/SectorWeight
VO
Vanguard Mid-Cap ETF
Mid Cap Growth Equities
100%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Mid Cap, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


300.00%400.00%500.00%600.00%700.00%JuneJulyAugustSeptemberOctoberNovember
619.19%
406.47%
Mid Cap
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 30, 2004, corresponding to the inception date of VO

Returns By Period

As of Nov 2, 2024, the Mid Cap returned 14.61% Year-To-Date and 9.91% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
20.10%0.34%11.72%32.68%13.33%11.05%
Mid Cap14.61%-0.43%10.15%28.98%10.75%9.77%
VO
Vanguard Mid-Cap ETF
14.61%-0.43%10.15%28.98%10.75%9.77%

Monthly Returns

The table below presents the monthly returns of Mid Cap, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.49%4.97%4.28%-4.72%2.75%-0.64%4.04%2.51%2.93%-0.42%14.61%
20237.95%-2.70%-1.10%-0.77%-2.63%8.45%3.52%-3.61%-4.87%-4.72%10.00%7.14%16.03%
2022-7.88%-0.97%2.66%-8.02%-0.36%-9.36%9.55%-2.94%-9.88%8.52%6.15%-5.36%-18.73%
2021-0.47%5.34%2.40%4.83%0.81%1.77%1.31%3.02%-4.19%6.59%-2.50%3.92%24.70%
2020-0.25%-8.77%-18.40%14.23%7.27%2.02%6.33%3.18%-1.61%-0.07%13.36%4.02%18.10%
201910.47%4.26%1.35%3.71%-6.06%7.10%1.31%-2.76%2.10%1.11%3.22%2.43%30.98%
20184.26%-4.02%-0.11%-0.19%1.82%0.95%2.53%2.49%-0.42%-8.36%2.34%-9.80%-9.24%
20172.96%3.05%0.04%1.17%0.91%0.59%1.80%-0.61%2.29%1.45%3.15%1.04%19.28%
2016-7.61%1.37%8.03%0.52%1.84%0.00%4.57%0.11%0.42%-3.07%4.69%0.69%11.25%
2015-2.01%6.03%3.39%-3.40%1.12%-1.70%1.17%-5.15%-3.68%5.97%0.30%-2.65%-1.35%
2014-2.39%6.06%-0.26%-0.85%2.33%2.99%-2.48%4.70%-3.19%3.40%2.84%0.31%13.76%
20136.57%1.22%4.47%1.73%1.85%-1.15%5.72%-2.60%4.62%3.35%2.06%2.98%35.05%

Expense Ratio

Mid Cap has an expense ratio of 0.04%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for VO: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Mid Cap is 52, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of Mid Cap is 5252
Combined Rank
The Sharpe Ratio Rank of Mid Cap is 6060Sharpe Ratio Rank
The Sortino Ratio Rank of Mid Cap is 6565Sortino Ratio Rank
The Omega Ratio Rank of Mid Cap is 5454Omega Ratio Rank
The Calmar Ratio Rank of Mid Cap is 2323Calmar Ratio Rank
The Martin Ratio Rank of Mid Cap is 5959Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Mid Cap
Sharpe ratio
The chart of Sharpe ratio for Mid Cap, currently valued at 2.72, compared to the broader market0.002.004.002.72
Sortino ratio
The chart of Sortino ratio for Mid Cap, currently valued at 3.80, compared to the broader market-2.000.002.004.006.003.80
Omega ratio
The chart of Omega ratio for Mid Cap, currently valued at 1.48, compared to the broader market0.801.001.201.401.601.801.48
Calmar ratio
The chart of Calmar ratio for Mid Cap, currently valued at 1.77, compared to the broader market0.002.004.006.008.0010.0012.0014.001.77
Martin ratio
The chart of Martin ratio for Mid Cap, currently valued at 16.94, compared to the broader market0.0010.0020.0030.0040.0050.0016.94
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.88, compared to the broader market0.002.004.002.88
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.82, compared to the broader market-2.000.002.004.006.003.82
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.801.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.52, compared to the broader market0.002.004.006.008.0010.0012.0014.003.52
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.62, compared to the broader market0.0010.0020.0030.0040.0050.0018.62

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VO
Vanguard Mid-Cap ETF
2.723.801.481.7716.94

Sharpe Ratio

The current Mid Cap Sharpe ratio is 2.72. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.14 to 2.96, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Mid Cap with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.72
2.88
Mid Cap
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Mid Cap provided a 1.90% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Mid Cap1.90%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%1.29%1.17%
VO
Vanguard Mid-Cap ETF
1.90%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%1.29%1.17%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.84%
-2.32%
Mid Cap
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Mid Cap. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Mid Cap was 58.89%, occurring on Mar 9, 2009. Recovery took 485 trading sessions.

The current Mid Cap drawdown is 2.84%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-58.89%Jul 16, 2007416Mar 9, 2009485Feb 8, 2011901
-39.37%Feb 21, 202022Mar 23, 2020114Sep 2, 2020136
-27.57%Nov 17, 2021229Oct 14, 2022438Jul 16, 2024667
-24.63%Jul 8, 201161Oct 3, 2011111Mar 13, 2012172
-21.22%Aug 30, 201880Dec 24, 201870Apr 5, 2019150

Volatility

Volatility Chart

The current Mid Cap volatility is 2.86%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.86%
3.23%
Mid Cap
Benchmark (^GSPC)
Portfolio components