MORN vs. VOOG
Compare and contrast key facts about Morningstar, Inc. (MORN) and Vanguard S&P 500 Growth ETF (VOOG).
VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MORN or VOOG.
Key characteristics
| MORN | VOOG | |
|---|---|---|
| YTD Return | 20.48% | 34.18% |
| 1Y Return | 28.27% | 40.60% |
| 3Y Return (Ann) | 3.53% | 7.85% |
| 5Y Return (Ann) | 17.89% | 17.68% |
| 10Y Return (Ann) | 18.42% | 15.16% |
| Sharpe Ratio | 1.32 | 2.40 |
| Sortino Ratio | 2.11 | 3.11 |
| Omega Ratio | 1.26 | 1.44 |
| Calmar Ratio | 1.30 | 2.96 |
| Martin Ratio | 6.42 | 12.67 |
| Ulcer Index | 4.34% | 3.21% |
| Daily Std Dev | 21.16% | 16.90% |
| Max Drawdown | -67.92% | -32.73% |
| Current Drawdown | -2.16% | -0.80% |
Correlation
The correlation between MORN and VOOG is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
MORN vs. VOOG - Performance Comparison
In the year-to-date period, MORN achieves a 20.48% return, which is significantly lower than VOOG's 34.18% return. Over the past 10 years, MORN has outperformed VOOG with an annualized return of 18.42%, while VOOG has yielded a comparatively lower 15.16% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MORN vs. VOOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Morningstar, Inc. (MORN) and Vanguard S&P 500 Growth ETF (VOOG). 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.
Dividends
MORN vs. VOOG - Dividend Comparison
MORN's dividend yield for the trailing twelve months is around 0.47%, less than VOOG's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MORN Morningstar, Inc. | 0.47% | 0.52% | 0.66% | 0.28% | 0.65% | 0.74% | 0.91% | 0.95% | 1.20% | 0.95% | 1.05% | 0.48% |
VOOG Vanguard S&P 500 Growth ETF | 0.60% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Drawdowns
MORN vs. VOOG - Drawdown Comparison
The maximum MORN drawdown since its inception was -67.92%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for MORN and VOOG. For additional features, visit the drawdowns tool.
Volatility
MORN vs. VOOG - Volatility Comparison
Morningstar, Inc. (MORN) and Vanguard S&P 500 Growth ETF (VOOG) have volatilities of 5.31% and 5.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.