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VO vs. SWYMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VO and SWYMX is 0.92, 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.


-0.50.00.51.00.9

Performance

VO vs. SWYMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mid-Cap ETF (VO) and Schwab Target 2050 Index Fund (SWYMX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
10.66%
6.33%
VO
SWYMX

Key characteristics

Sharpe Ratio

VO:

1.40

SWYMX:

1.49

Sortino Ratio

VO:

1.95

SWYMX:

2.00

Omega Ratio

VO:

1.25

SWYMX:

1.30

Calmar Ratio

VO:

1.69

SWYMX:

2.42

Martin Ratio

VO:

7.74

SWYMX:

9.64

Ulcer Index

VO:

2.26%

SWYMX:

1.70%

Daily Std Dev

VO:

12.49%

SWYMX:

11.04%

Max Drawdown

VO:

-58.88%

SWYMX:

-31.80%

Current Drawdown

VO:

-5.89%

SWYMX:

-3.04%

Returns By Period

In the year-to-date period, VO achieves a 16.46% return, which is significantly higher than SWYMX's 15.58% return.


VO

YTD

16.46%

1M

-4.96%

6M

10.17%

1Y

17.00%

5Y*

10.16%

10Y*

9.56%

SWYMX

YTD

15.58%

1M

-0.83%

6M

6.45%

1Y

16.20%

5Y*

9.25%

10Y*

N/A

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VO vs. SWYMX - Expense Ratio Comparison

Both VO and SWYMX have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


VO
Vanguard Mid-Cap ETF
Expense ratio chart for VO: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for SWYMX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

VO vs. SWYMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap ETF (VO) and Schwab Target 2050 Index Fund (SWYMX). 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.


Sharpe ratio
The chart of Sharpe ratio for VO, currently valued at 1.40, compared to the broader market0.002.004.001.401.49
The chart of Sortino ratio for VO, currently valued at 1.95, compared to the broader market-2.000.002.004.006.008.0010.001.952.00
The chart of Omega ratio for VO, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.30
The chart of Calmar ratio for VO, currently valued at 1.69, compared to the broader market0.005.0010.0015.001.692.42
The chart of Martin ratio for VO, currently valued at 7.74, compared to the broader market0.0020.0040.0060.0080.00100.007.749.64
VO
SWYMX

The current VO Sharpe Ratio is 1.40, which is comparable to the SWYMX Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of VO and SWYMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.40
1.49
VO
SWYMX

Dividends

VO vs. SWYMX - Dividend Comparison

VO's dividend yield for the trailing twelve months is around 1.48%, less than SWYMX's 1.73% yield.


TTM20232022202120202019201820172016201520142013
VO
Vanguard Mid-Cap ETF
1.48%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%1.29%1.18%
SWYMX
Schwab Target 2050 Index Fund
1.73%2.00%1.96%1.74%1.61%1.96%2.15%1.43%1.22%0.00%0.00%0.00%

Drawdowns

VO vs. SWYMX - Drawdown Comparison

The maximum VO drawdown since its inception was -58.88%, which is greater than SWYMX's maximum drawdown of -31.80%. Use the drawdown chart below to compare losses from any high point for VO and SWYMX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.89%
-3.04%
VO
SWYMX

Volatility

VO vs. SWYMX - Volatility Comparison

Vanguard Mid-Cap ETF (VO) has a higher volatility of 4.46% compared to Schwab Target 2050 Index Fund (SWYMX) at 3.60%. This indicates that VO's price experiences larger fluctuations and is considered to be riskier than SWYMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.46%
3.60%
VO
SWYMX
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Disclaimer

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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