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ISIN
US9229085124
CUSIP
922908512
Issuer
Vanguard
Inception Date
Aug 17, 2006
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
CRSP US Mid Cap Value Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Value
Assets Under Management
$37B

Share Price Chart


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Performance

VOE Performance Chart

Vanguard Mid-Cap Value ETF (VOE) is up 11.0% since the beginning of the year. VOE is currently trading at $196 per share. Investors who bought $1,000 worth of VOE shares 5 years ago would now be looking at an investment worth $1,590.


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S&P 500 Index

Returns By Period

Vanguard Mid-Cap Value ETF (VOE) has returned 11.03% so far this year and 23.69% over the past 12 months. Over the last ten years, VOE has returned 10.60% per year, falling short of the S&P 500 Index benchmark, which averaged 13.67% annually.


Vanguard Mid-Cap Value ETF

1D
0.02%
1M
2.46%
YTD
11.03%
6M
11.11%
1Y
23.69%
3Y*
15.08%
5Y*
9.72%
10Y*
10.60%

Benchmark (S&P 500 Index)

1D
1.08%
1M
2.00%
YTD
9.57%
6M
10.71%
1Y
25.41%
3Y*
19.37%
5Y*
12.48%
10Y*
13.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOE Monthly Returns History

Based on dividend-adjusted daily data since Aug 25, 2006, VOE's average daily return is +0.04%, while the average monthly return is +0.88%. At this rate, an investment would double in approximately 6.6 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2009 with a return of +16.5%, while the worst month was Oct 2008 at -22.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, VOE closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +11.6%, while the worst single day was Mar 16, 2020 at -11.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.22%5.13%-4.65%5.65%-0.08%0.68%11.03%
20252.57%0.00%-2.61%-3.03%3.69%2.43%1.75%3.26%1.54%-1.28%3.01%0.43%12.08%
2024-1.56%4.06%5.47%-4.40%3.22%-1.65%6.07%3.03%2.49%-1.01%6.15%-7.61%14.00%
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%

Benchmark Metrics

Vanguard Mid-Cap Value ETF has an annualized alpha of 0.32%, beta of 1.01, and R2 of 0.87 versus S&P 500 Index. Calculated based on daily prices since August 25, 2006.

  • With beta of 1.01 and R2 of 0.87, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
0.32%
Beta
1.01
0.87
Upside Capture
103.81%
Downside Capture
103.37%

Expense Ratio

VOE has an expense ratio of 0.05%, which is considered low.


Return for Risk

Risk / Return Rank

VOE ranks 68 for risk / return — better than 68% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


VOE Risk / Return Rank: 6868
Overall Rank
VOE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
VOE Sortino Ratio Rank: 6868
Sortino Ratio Rank
VOE Omega Ratio Rank: 6262
Omega Ratio Rank
VOE Calmar Ratio Rank: 7272
Calmar Ratio Rank
VOE Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard Mid-Cap Value ETF (VOE) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VOEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.36

1.37

-0.01

Calmar ratioReturn relative to maximum drawdown

3.44

2.81

+0.63

Martin ratioReturn relative to average drawdown

13.00

12.55

+0.45

Dividends

Dividend History

Vanguard Mid-Cap Value ETF provided a 1.87% dividend yield over the last twelve months, with an annual payout of $3.67 per share. The fund has been increasing its distributions for 4 consecutive years.


1.80%2.00%2.20%2.40%2.60%2.80%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.67$3.72$3.42$3.29$3.07$2.67$2.81$2.44$2.62$2.07$1.86$1.76

Dividend yield

1.87%2.10%2.11%2.27%2.27%1.78%2.36%2.05%2.75%1.86%1.92%2.05%

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
2026$0.00$0.00$1.00$0.00$0.00$0.00$1.00
2025$0.00$0.00$1.05$0.00$0.00$0.86$0.00$0.00$0.87$0.00$0.00$0.93$3.72
2024$0.00$0.00$0.73$0.00$0.00$0.88$0.00$0.00$0.80$0.00$0.00$1.00$3.42
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$3.07
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

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.


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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 61.50%, occurring on Mar 9, 2009. Recovery took 538 trading sessions.

The current Vanguard Mid-Cap Value ETF drawdown is 1.70%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-61.50%Mar 2009
1y 9mo2y 1mo
3y 10moJun 2007 - Apr 2011
COVID crash2020
-43.18%Mar 2020
1mo 9d8mo 16d
9mo 25dFeb 2020 - Dec 2020
2011 bear market2011
-24.10%Oct 2011
5mo 4d5mo 12d
10mo 16dMay 2011 - Mar 2012
Rate-hike selloffLate 2018
-21.52%Dec 2018
10mo 29d7mo 2d
1y 5moJan 2018 - Jul 2019
Bear market2022
-19.70%Sep 2022
5mo 12d1y 4mo
1y 10moApr 2022 - Feb 2024

Drawdown Indicators


VOEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-61.50%

-56.78%

-4.72%

Max Drawdown (1Y)

Largest decline over 1 year

-6.93%

-9.10%

+2.17%

Max Drawdown (3Y)

Largest decline over 3 years

-18.45%

-18.90%

+0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-19.70%

-25.43%

+5.73%

Max Drawdown (10Y)

Largest decline over 10 years

-43.18%

-33.92%

-9.26%

Current Drawdown

Current decline from peak

-1.70%

-1.43%

-0.27%

Average Drawdown

Average peak-to-trough decline

-8.33%

-10.71%

+2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

2.03%

-0.20%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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