PortfoliosLab logo
MID vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MID and VOO is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

MID vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Mid Cap Growth Impact ETF (MID) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

MID:

0.45

VOO:

0.60

Sortino Ratio

MID:

0.72

VOO:

0.88

Omega Ratio

MID:

1.10

VOO:

1.13

Calmar Ratio

MID:

0.40

VOO:

0.56

Martin Ratio

MID:

1.42

VOO:

2.13

Ulcer Index

MID:

6.77%

VOO:

4.91%

Daily Std Dev

MID:

24.37%

VOO:

19.46%

Max Drawdown

MID:

-40.15%

VOO:

-33.99%

Current Drawdown

MID:

-4.63%

VOO:

-5.22%

Returns By Period

In the year-to-date period, MID achieves a 3.34% return, which is significantly higher than VOO's -0.85% return.


MID

YTD

3.34%

1M

10.19%

6M

-2.38%

1Y

9.45%

3Y*

16.33%

5Y*

N/A

10Y*

N/A

VOO

YTD

-0.85%

1M

5.97%

6M

-2.10%

1Y

10.85%

3Y*

15.45%

5Y*

16.18%

10Y*

12.64%

*Annualized

Compare stocks, funds, or ETFs

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


Vanguard S&P 500 ETF

MID vs. VOO - Expense Ratio Comparison

MID has a 0.45% expense ratio, which is higher than VOO's 0.03% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

MID vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MID
The Risk-Adjusted Performance Rank of MID is 5050
Overall Rank
The Sharpe Ratio Rank of MID is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of MID is 4949
Sortino Ratio Rank
The Omega Ratio Rank of MID is 4949
Omega Ratio Rank
The Calmar Ratio Rank of MID is 5353
Calmar Ratio Rank
The Martin Ratio Rank of MID is 5050
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6262
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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.

MID vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Mid Cap Growth Impact ETF (MID) and Vanguard S&P 500 ETF (VOO). 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.


The current MID Sharpe Ratio is 0.45, which is comparable to the VOO Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of MID and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

MID vs. VOO - Dividend Comparison

MID's dividend yield for the trailing twelve months is around 0.17%, less than VOO's 1.31% yield.


TTM20242023202220212020201920182017201620152014
MID
American Century Mid Cap Growth Impact ETF
0.17%0.17%0.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.31%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

MID vs. VOO - Drawdown Comparison

The maximum MID drawdown since its inception was -40.15%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MID and VOO.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MID vs. VOO - Volatility Comparison

American Century Mid Cap Growth Impact ETF (MID) has a higher volatility of 5.52% compared to Vanguard S&P 500 ETF (VOO) at 4.44%. This indicates that MID's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...