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Vanguard Mid-Cap Value ETF (VOE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS9229085124
CUSIP922908512
IssuerVanguard
Inception DateAug 17, 2006
RegionNorth America (U.S.)
CategoryMid Cap Blend Equities
Index TrackedCRSP US Mid Cap Value Index
Home Pageadvisors.vanguard.com
Asset ClassEquity

Asset Class Size

Mid-Cap

Asset Class Style

Value

Expense Ratio

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


Expense ratio chart for VOE: 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%

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.


Vanguard Mid-Cap Value ETF

Popular comparisons: VOE vs. VO, VOE vs. VOT, VOE vs. IVOV, VOE vs. IJH, VOE vs. IJJ, VOE vs. VBR, VOE vs. VOO, VOE vs. MDYV, VOE vs. VONV, VOE vs. VIG

Performance

Performance Chart

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


280.00%300.00%320.00%340.00%360.00%FebruaryMarchAprilMayJuneJuly
348.77%
324.75%
VOE (Vanguard Mid-Cap Value ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard Mid-Cap Value ETF had a return of 8.80% year-to-date (YTD) and 11.36% in the last 12 months. Over the past 10 years, Vanguard Mid-Cap Value ETF had an annualized return of 8.49%, while the S&P 500 had an annualized return of 10.77%, indicating that Vanguard Mid-Cap Value ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date8.80%15.41%
1 month3.64%0.33%
6 months10.98%13.74%
1 year11.36%21.39%
5 years (annualized)9.43%13.11%
10 years (annualized)8.49%10.77%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.56%4.06%5.47%-4.40%3.22%-1.65%8.80%
20237.17%-3.56%-3.56%0.69%-5.24%8.79%3.75%-3.88%-4.59%-3.64%8.65%6.59%9.85%
2022-2.70%-0.60%3.42%-4.93%2.20%-10.53%7.61%-2.56%-9.84%10.04%6.53%-4.49%-7.97%
2021-0.26%7.51%6.17%4.50%2.23%-2.00%0.39%3.29%-3.79%4.36%-2.24%6.16%28.78%
2020-1.67%-10.55%-21.82%12.63%4.10%1.11%5.38%2.88%-1.66%0.50%13.42%3.61%2.65%
20199.84%3.56%0.04%3.63%-7.13%7.83%1.00%-3.38%4.44%0.38%3.16%2.58%27.85%
20183.67%-4.69%-0.30%0.45%0.04%0.97%3.20%0.55%-0.68%-7.03%2.28%-10.65%-12.48%
20172.17%3.35%-0.25%0.39%0.09%0.90%1.69%-1.24%2.73%0.81%3.41%1.92%17.07%
2016-6.86%1.36%7.76%0.99%1.44%0.31%4.19%0.93%0.43%-2.42%5.94%1.10%15.39%
2015-2.37%5.35%-0.05%-0.29%1.20%-2.34%0.94%-4.41%-3.40%6.31%0.62%-2.86%-1.89%
2014-2.58%5.39%1.15%0.41%1.71%2.78%-2.60%3.86%-3.47%3.56%2.72%0.66%13.97%
20137.26%1.47%5.00%1.69%1.88%-1.35%5.64%-2.92%3.99%4.53%2.90%2.83%37.77%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VOE is 48, suggesting that the investment has average results relative to other ETFs 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 VOE is 4848
VOE (Vanguard Mid-Cap Value ETF)
The Sharpe Ratio Rank of VOE is 4949Sharpe Ratio Rank
The Sortino Ratio Rank of VOE is 4848Sortino Ratio Rank
The Omega Ratio Rank of VOE is 4848Omega Ratio Rank
The Calmar Ratio Rank of VOE is 5252Calmar Ratio Rank
The Martin Ratio Rank of VOE is 4040Martin 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 ETF (VOE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VOE
Sharpe ratio
The chart of Sharpe ratio for VOE, currently valued at 0.94, compared to the broader market0.002.004.006.000.94
Sortino ratio
The chart of Sortino ratio for VOE, currently valued at 1.41, compared to the broader market0.005.0010.0015.001.41
Omega ratio
The chart of Omega ratio for VOE, currently valued at 1.17, compared to the broader market1.002.003.001.17
Calmar ratio
The chart of Calmar ratio for VOE, currently valued at 0.73, compared to the broader market0.005.0010.0015.0020.000.73
Martin ratio
The chart of Martin ratio for VOE, currently valued at 2.42, compared to the broader market0.0050.00100.00150.002.42
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market0.002.004.006.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market0.005.0010.0015.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market1.002.003.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.005.0010.0015.0020.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0050.00100.00150.006.82

Sharpe Ratio

The current Vanguard Mid-Cap Value ETF Sharpe ratio is 0.94. 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 ETF 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 Ratio-0.500.000.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
0.94
1.82
VOE (Vanguard Mid-Cap Value ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Mid-Cap Value ETF granted a 2.21% dividend yield in the last twelve months. The annual payout for that period amounted to $3.45 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.45$3.29$3.07$2.67$2.81$2.44$2.62$2.07$1.86$1.76$1.49$1.22

Dividend yield

2.21%2.27%2.27%1.78%2.36%2.05%2.75%1.86%1.92%2.05%1.67%1.53%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.73$0.00$0.00$0.88$0.00$1.62
2023$0.00$0.00$0.69$0.00$0.00$0.76$0.00$0.00$0.72$0.00$0.00$1.11$3.29
2022$0.00$0.00$0.69$0.00$0.00$0.58$0.00$0.00$0.70$0.00$0.00$1.10$3.07
2021$0.00$0.00$0.55$0.00$0.00$0.69$0.00$0.00$0.57$0.00$0.00$0.86$2.67
2020$0.00$0.00$0.78$0.00$0.00$0.65$0.00$0.00$0.63$0.00$0.00$0.75$2.81
2019$0.00$0.00$0.52$0.00$0.00$0.61$0.00$0.00$0.47$0.00$0.00$0.84$2.44
2018$0.00$0.00$0.52$0.00$0.00$0.53$0.00$0.00$0.78$0.00$0.00$0.79$2.62
2017$0.00$0.00$0.45$0.00$0.00$0.46$0.00$0.00$0.48$0.00$0.00$0.67$2.07
2016$0.00$0.00$0.31$0.00$0.00$0.45$0.00$0.00$0.49$0.00$0.00$0.61$1.86
2015$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$1.19$0.00$0.00$0.54$1.76
2014$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.47$1.49
2013$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.20$1.22

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-1.17%
-2.86%
VOE (Vanguard Mid-Cap Value ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Mid-Cap Value ETF. 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 ETF was 61.55%, occurring on Mar 9, 2009. Recovery took 539 trading sessions.

The current Vanguard Mid-Cap Value ETF drawdown is 1.17%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.55%Jun 5, 2007444Mar 9, 2009539Apr 27, 2011983
-43.18%Feb 13, 202027Mar 23, 2020179Dec 4, 2020206
-24.1%May 2, 2011108Oct 3, 2011111Mar 13, 2012219
-21.52%Jan 29, 2018229Dec 24, 2018145Jul 24, 2019374
-19.7%Apr 21, 2022113Sep 30, 2022349Feb 22, 2024462

Volatility

Volatility Chart

The current Vanguard Mid-Cap Value ETF volatility is 3.47%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
3.47%
2.76%
VOE (Vanguard Mid-Cap Value ETF)
Benchmark (^GSPC)