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Vanguard Mid-Cap Value Index Fund Admiral Shares (...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US9219376947

CUSIP

921937694

Issuer

Vanguard

Inception Date

Sep 27, 2011

Region

North America (U.S.)

Asset Class

Equity

Asset Class Size

Mid-Cap

Asset Class Style

Value

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
VMVAX vs. VEMPX VMVAX vs. VMGMX VMVAX vs. DFFVX VMVAX vs. VWNAX VMVAX vs. VIGAX VMVAX vs. VOE VMVAX vs. VMVLX VMVAX vs. VOO VMVAX vs. VO VMVAX vs. VTI
Popular comparisons:
VMVAX vs. VEMPX VMVAX vs. VMGMX VMVAX vs. DFFVX VMVAX vs. VWNAX VMVAX vs. VIGAX VMVAX vs. VOE VMVAX vs. VMVLX VMVAX vs. VOO VMVAX vs. VO VMVAX vs. VTI

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Mid-Cap Value Index Fund Admiral Shares, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.14%
12.14%
VMVAX (Vanguard Mid-Cap Value Index Fund Admiral Shares)
Benchmark (^GSPC)

Returns By Period

Vanguard Mid-Cap Value Index Fund Admiral Shares had a return of 21.26% year-to-date (YTD) and 30.85% in the last 12 months. Over the past 10 years, Vanguard Mid-Cap Value Index Fund Admiral Shares had an annualized return of 9.23%, while the S&P 500 had an annualized return of 11.16%, indicating that Vanguard Mid-Cap Value Index Fund Admiral Shares did not perform as well as the benchmark.


VMVAX

YTD

21.26%

1M

2.98%

6M

14.92%

1Y

30.85%

5Y (annualized)

10.90%

10Y (annualized)

9.23%

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.52%4.12%5.44%-4.44%3.19%-1.57%6.02%3.03%2.54%-1.06%21.26%
20237.11%-3.52%-3.59%0.68%-5.22%8.80%3.74%-3.86%-4.60%-3.67%8.67%6.50%9.73%
2022-2.60%-0.70%3.43%-4.90%2.16%-10.50%7.63%-2.60%-9.89%10.17%6.52%-4.48%-7.89%
2021-0.18%7.41%6.04%4.60%2.21%-1.93%0.45%3.16%-3.68%4.26%-2.23%6.16%28.77%
2020-1.72%-10.54%-22.00%12.74%4.18%1.00%5.35%3.05%-1.82%0.65%13.42%3.50%2.45%
20199.89%3.58%-0.01%3.74%-7.16%7.84%0.90%-3.31%4.43%0.38%3.06%2.74%27.99%
20183.78%-4.69%-0.27%0.39%0.05%0.93%3.25%0.51%-0.65%-7.05%2.30%-10.68%-12.44%
20172.23%3.36%-0.25%0.40%0.13%0.90%1.65%-1.22%2.71%0.79%3.44%1.81%17.04%
2016-6.96%1.35%7.82%1.00%1.45%0.28%4.23%0.96%0.41%-2.48%5.99%1.02%15.25%
2015-2.35%5.37%-0.31%-0.04%1.18%-2.35%0.98%-4.44%-3.38%6.33%0.52%-2.75%-1.82%
2014-2.52%5.44%1.06%0.40%1.77%2.72%-2.53%3.85%-3.42%3.50%2.61%0.73%14.00%
20137.19%1.68%4.91%1.67%1.78%-1.19%5.50%-2.95%4.03%4.51%2.88%2.84%37.67%

Expense Ratio

VMVAX has an expense ratio of 0.07%, which is considered low compared to other funds.


Expense ratio chart for VMVAX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of VMVAX is 85, placing it in the top 15% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of VMVAX is 8585
Combined Rank
The Sharpe Ratio Rank of VMVAX is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of VMVAX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of VMVAX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VMVAX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of VMVAX is 8585
Martin 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

The charts below present risk-adjusted performance metrics for Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VMVAX, currently valued at 2.68, compared to the broader market-1.000.001.002.003.004.005.002.682.54
The chart of Sortino ratio for VMVAX, currently valued at 3.71, compared to the broader market0.005.0010.003.713.40
The chart of Omega ratio for VMVAX, currently valued at 1.47, compared to the broader market1.002.003.004.001.471.47
The chart of Calmar ratio for VMVAX, currently valued at 3.70, compared to the broader market0.005.0010.0015.0020.0025.003.703.66
The chart of Martin ratio for VMVAX, currently valued at 16.26, compared to the broader market0.0020.0040.0060.0080.00100.0016.2616.26
VMVAX
^GSPC

The current Vanguard Mid-Cap Value Index Fund Admiral Shares Sharpe ratio is 2.68. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard Mid-Cap Value Index Fund Admiral Shares 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
2.68
2.54
VMVAX (Vanguard Mid-Cap Value Index Fund Admiral Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Mid-Cap Value Index Fund Admiral Shares provided a 2.04% dividend yield over the last twelve months, with an annual payout of $1.83 per share. The fund has been increasing its distributions for 2 consecutive years.


1.60%1.80%2.00%2.20%2.40%2.60%2.80%$0.00$0.50$1.00$1.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.83$1.71$1.59$1.38$1.46$1.27$1.36$1.07$0.96$0.91$0.77$0.63

Dividend yield

2.04%2.27%2.27%1.78%2.36%2.05%2.75%1.86%1.91%2.04%1.67%1.54%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Mid-Cap Value Index Fund Admiral Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.38$0.00$0.00$0.46$0.00$0.00$0.41$0.00$0.00$1.25
2023$0.00$0.00$0.36$0.00$0.00$0.40$0.00$0.00$0.37$0.00$0.00$0.58$1.71
2022$0.00$0.00$0.36$0.00$0.00$0.30$0.00$0.00$0.37$0.00$0.00$0.57$1.59
2021$0.00$0.00$0.29$0.00$0.00$0.36$0.00$0.00$0.30$0.00$0.00$0.44$1.38
2020$0.00$0.00$0.40$0.00$0.00$0.34$0.00$0.00$0.33$0.00$0.00$0.39$1.46
2019$0.00$0.00$0.27$0.00$0.00$0.31$0.00$0.00$0.24$0.00$0.00$0.44$1.27
2018$0.00$0.00$0.27$0.00$0.00$0.27$0.00$0.00$0.41$0.00$0.00$0.41$1.36
2017$0.00$0.00$0.23$0.00$0.00$0.24$0.00$0.00$0.25$0.00$0.00$0.35$1.07
2016$0.00$0.00$0.16$0.00$0.00$0.23$0.00$0.00$0.26$0.00$0.00$0.32$0.96
2015$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.62$0.00$0.00$0.28$0.91
2014$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.76$0.77
2013$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.63$0.63

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%JuneJulyAugustSeptemberOctoberNovember0
-0.88%
VMVAX (Vanguard Mid-Cap Value Index Fund Admiral Shares)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Mid-Cap Value Index Fund Admiral Shares. 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 Vanguard Mid-Cap Value Index Fund Admiral Shares was 43.07%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.07%Feb 13, 202027Mar 23, 2020179Dec 4, 2020206
-21.51%Jan 29, 2018229Dec 24, 2018179Sep 11, 2019408
-19.75%Apr 21, 2022113Sep 30, 2022349Feb 22, 2024462
-18.06%May 22, 2015183Feb 11, 2016104Jul 12, 2016287
-11.37%Mar 27, 201248Jun 4, 201265Sep 6, 2012113

Volatility

Volatility Chart

The current Vanguard Mid-Cap Value Index Fund Admiral Shares volatility is 3.60%, 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
3.60%
3.96%
VMVAX (Vanguard Mid-Cap Value Index Fund Admiral Shares)
Benchmark (^GSPC)