Mid Cap
1. Mid-Cap: VO
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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
The earliest data available for this chart is Jan 30, 2004, corresponding to the inception date of VO
Returns By Period
As of Nov 13, 2024, the Mid Cap returned 20.77% Year-To-Date and 10.32% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| Mid Cap | 20.77% | 2.98% | 12.40% | 32.55% | 11.70% | 10.32% |
| Portfolio components: | ||||||
VO Vanguard Mid-Cap ETF | 20.77% | 2.98% | 12.40% | 32.55% | 11.70% | 10.32% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.49% | 4.97% | 4.28% | -4.72% | 2.75% | -0.64% | 4.04% | 2.51% | 2.93% | -0.42% | 20.77% | ||
| 2023 | 7.95% | -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% |
| 2019 | 10.47% | 4.26% | 1.35% | 3.71% | -6.06% | 7.10% | 1.31% | -2.76% | 2.10% | 1.11% | 3.22% | 2.43% | 30.98% |
| 2018 | 4.26% | -4.02% | -0.11% | -0.19% | 1.82% | 0.95% | 2.53% | 2.49% | -0.42% | -8.36% | 2.34% | -9.80% | -9.24% |
| 2017 | 2.96% | 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% |
| 2013 | 6.57% | 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Mid Cap is 60, 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.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VO Vanguard Mid-Cap ETF | 2.89 | 4.01 | 1.51 | 1.97 | 17.87 |
Dividends
Dividend yield
Mid Cap provided a 1.80% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.80% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% | 1.29% | 1.18% |
| Portfolio components: | ||||||||||||
VO Vanguard Mid-Cap ETF | 1.80% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% | 1.29% | 1.18% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.97 | $0.00 | $0.00 | $0.93 | $0.00 | $0.00 | $1.90 | $0.00 | $0.00 | $3.80 | |
| 2023 | $0.00 | $0.00 | $0.76 | $0.00 | $0.00 | $0.81 | $0.00 | $0.00 | $0.78 | $0.00 | $0.00 | $1.18 | $3.54 |
| 2022 | $0.00 | $0.00 | $0.75 | $0.00 | $0.00 | $0.59 | $0.00 | $0.00 | $0.81 | $0.00 | $0.00 | $1.12 | $3.27 |
| 2021 | $0.00 | $0.00 | $0.63 | $0.00 | $0.00 | $0.69 | $0.00 | $0.00 | $0.62 | $0.00 | $0.00 | $0.92 | $2.86 |
| 2020 | $0.00 | $0.00 | $0.74 | $0.00 | $0.00 | $0.66 | $0.00 | $0.00 | $0.66 | $0.00 | $0.00 | $0.94 | $3.00 |
| 2019 | $0.00 | $0.00 | $0.55 | $0.00 | $0.00 | $0.57 | $0.00 | $0.00 | $0.54 | $0.00 | $0.00 | $0.99 | $2.65 |
| 2018 | $0.00 | $0.00 | $0.52 | $0.00 | $0.00 | $0.56 | $0.00 | $0.00 | $0.76 | $0.00 | $0.00 | $0.69 | $2.52 |
| 2017 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.51 | $0.00 | $0.00 | $0.65 | $2.09 |
| 2016 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.51 | $0.00 | $0.00 | $0.65 | $1.91 |
| 2015 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.13 | $0.00 | $0.00 | $0.61 | $1.77 |
| 2014 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.57 | $1.59 |
| 2013 | $0.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.27 | $1.29 |
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.
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 0.68%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -58.89% | Jul 16, 2007 | 416 | Mar 9, 2009 | 485 | Feb 8, 2011 | 901 |
| -39.37% | Feb 21, 2020 | 22 | Mar 23, 2020 | 114 | Sep 2, 2020 | 136 |
| -27.57% | Nov 17, 2021 | 229 | Oct 14, 2022 | 438 | Jul 16, 2024 | 667 |
| -24.63% | Jul 8, 2011 | 61 | Oct 3, 2011 | 111 | Mar 13, 2012 | 172 |
| -21.22% | Aug 30, 2018 | 80 | Dec 24, 2018 | 70 | Apr 5, 2019 | 150 |
Volatility
Volatility Chart
The current Mid Cap volatility is 3.85%, 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.