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

ETF Info

ISIN

US9229085124

CUSIP

922908512

Issuer

Vanguard

Inception Date

Aug 17, 2006

Region

North America (U.S.)

Leveraged

1x

Index Tracked

CRSP US Mid Cap Value Index

Asset Class

Equity

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.


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


300.00%320.00%340.00%360.00%380.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
371.82%
357.61%
VOE (Vanguard Mid-Cap Value ETF)
Benchmark (^GSPC)

Returns By Period

Vanguard Mid-Cap Value ETF had a return of 14.38% year-to-date (YTD) and 15.12% in the last 12 months. Over the past 10 years, Vanguard Mid-Cap Value ETF had an annualized return of 8.45%, while the S&P 500 had an annualized return of 11.06%, indicating that Vanguard Mid-Cap Value ETF did not perform as well as the benchmark.


VOE

YTD

14.38%

1M

-5.64%

6M

8.71%

1Y

15.12%

5Y*

8.94%

10Y*

8.45%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

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%6.07%3.03%2.49%-1.01%6.15%14.38%
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 65, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VOE is 6565
Overall Rank
The Sharpe Ratio Rank of VOE is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOE is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VOE is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VOE is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOE is 6565
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 ETF (VOE) 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 VOE, currently valued at 1.42, compared to the broader market0.002.004.001.422.10
The chart of Sortino ratio for VOE, currently valued at 2.01, compared to the broader market-2.000.002.004.006.008.0010.002.012.80
The chart of Omega ratio for VOE, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.39
The chart of Calmar ratio for VOE, currently valued at 1.93, compared to the broader market0.005.0010.0015.001.933.09
The chart of Martin ratio for VOE, currently valued at 7.46, compared to the broader market0.0020.0040.0060.0080.00100.007.4613.49
VOE
^GSPC

The current Vanguard Mid-Cap Value ETF Sharpe ratio is 1.42. 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.42
2.10
VOE (Vanguard Mid-Cap Value ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Mid-Cap Value ETF provided a 1.48% dividend yield over the last twelve months, with an annual payout of $2.42 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$1.50$2.00$2.50$3.00$3.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.42$3.29$3.08$2.67$2.81$2.44$2.62$2.07$1.86$1.76$1.49$1.22

Dividend yield

1.48%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$0.00$0.80$0.00$0.00$0.00$2.42
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$3.08
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$1.21$1.22

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%JulyAugustSeptemberOctoberNovemberDecember
-7.30%
-2.62%
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 7.30%.


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 4.17%, 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%JulyAugustSeptemberOctoberNovemberDecember
4.17%
3.79%
VOE (Vanguard Mid-Cap Value ETF)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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