NUMG vs. VO
Compare and contrast key facts about Nuveen ESG Mid-Cap Growth ETF (NUMG) and Vanguard Mid-Cap ETF (VO).
NUMG and VO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NUMG is a passively managed fund by Nuveen that tracks the performance of the MSCI TIAA ESG USA Mid Cap Growth. It was launched on Dec 13, 2016. VO is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mid Cap Index. It was launched on Jan 26, 2004. Both NUMG and VO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NUMG or VO.
Key characteristics
| NUMG | VO | |
|---|---|---|
| YTD Return | 15.51% | 20.67% |
| 1Y Return | 29.32% | 32.44% |
| 3Y Return (Ann) | -2.05% | 3.97% |
| 5Y Return (Ann) | 11.09% | 11.67% |
| Sharpe Ratio | 2.01 | 2.90 |
| Sortino Ratio | 2.73 | 4.02 |
| Omega Ratio | 1.35 | 1.51 |
| Calmar Ratio | 1.21 | 2.29 |
| Martin Ratio | 8.16 | 17.94 |
| Ulcer Index | 4.16% | 2.04% |
| Daily Std Dev | 16.90% | 12.64% |
| Max Drawdown | -38.85% | -58.89% |
| Current Drawdown | -6.83% | -0.76% |
Correlation
The correlation between NUMG and VO is 0.87, 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
NUMG vs. VO - Performance Comparison
In the year-to-date period, NUMG achieves a 15.51% return, which is significantly lower than VO's 20.67% 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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NUMG vs. VO - Expense Ratio Comparison
NUMG has a 0.30% expense ratio, which is higher than VO's 0.04% expense ratio.
Risk-Adjusted Performance
NUMG vs. VO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Mid-Cap Growth ETF (NUMG) and Vanguard Mid-Cap ETF (VO). 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
NUMG vs. VO - Dividend Comparison
NUMG's dividend yield for the trailing twelve months is around 0.15%, less than VO's 1.80% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NUMG Nuveen ESG Mid-Cap Growth ETF | 0.15% | 0.18% | 0.18% | 12.71% | 3.82% | 0.27% | 5.14% | 0.56% | 0.00% | 0.00% | 0.00% | 0.00% |
VO Vanguard Mid-Cap ETF | 1.80% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% | 1.29% | 1.18% |
Drawdowns
NUMG vs. VO - Drawdown Comparison
The maximum NUMG drawdown since its inception was -38.85%, smaller than the maximum VO drawdown of -58.89%. Use the drawdown chart below to compare losses from any high point for NUMG and VO. For additional features, visit the drawdowns tool.
Volatility
NUMG vs. VO - Volatility Comparison
Nuveen ESG Mid-Cap Growth ETF (NUMG) has a higher volatility of 4.69% compared to Vanguard Mid-Cap ETF (VO) at 3.82%. This indicates that NUMG's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.