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VFIAX vs. VO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VFIAX vs. VO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard 500 Index Fund Admiral Shares (VFIAX) and Vanguard Mid-Cap ETF (VO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VFIAX achieves a -3.55% return, which is significantly lower than VO's 0.29% return. Over the past 10 years, VFIAX has outperformed VO with an annualized return of 14.17%, while VO has yielded a comparatively lower 10.86% annualized return.


VFIAX

1D
0.12%
1M
-2.25%
YTD
-3.55%
6M
-1.41%
1Y
31.29%
3Y*
18.45%
5Y*
11.93%
10Y*
14.17%

VO

1D
0.33%
1M
-1.90%
YTD
0.29%
6M
-1.02%
1Y
25.65%
3Y*
13.03%
5Y*
6.87%
10Y*
10.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VFIAX vs. VO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFIAX
Vanguard 500 Index Fund Admiral Shares
-3.55%17.83%24.97%26.24%-18.16%28.65%18.32%31.46%-4.45%21.78%
VO
Vanguard Mid-Cap ETF
0.29%11.62%15.31%16.03%-18.73%24.70%18.10%30.98%-9.24%19.28%

Correlation

The correlation between VFIAX and VO is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.


VFIAX vs. VO - Expense Ratio Comparison

Both VFIAX and VO 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%.


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Return for Risk

VFIAX vs. VO — Risk / Return Rank

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

VFIAX
VFIAX Risk / Return Rank: 4646
Overall Rank
VFIAX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
VFIAX Sortino Ratio Rank: 4242
Sortino Ratio Rank
VFIAX Omega Ratio Rank: 4444
Omega Ratio Rank
VFIAX Calmar Ratio Rank: 4646
Calmar Ratio Rank
VFIAX Martin Ratio Rank: 5757
Martin Ratio Rank

VO
VO Risk / Return Rank: 3535
Overall Rank
VO Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
VO Sortino Ratio Rank: 3434
Sortino Ratio Rank
VO Omega Ratio Rank: 3535
Omega Ratio Rank
VO Calmar Ratio Rank: 3131
Calmar Ratio Rank
VO Martin Ratio Rank: 3838
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.

VFIAX vs. VO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard 500 Index Fund Admiral Shares (VFIAX) 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.


VFIAXVODifference

Sharpe ratio

Return per unit of total volatility

0.96

0.71

+0.25

Sortino ratio

Return per unit of downside risk

1.47

1.10

+0.37

Omega ratio

Gain probability vs. loss probability

1.22

1.16

+0.07

Calmar ratio

Return relative to maximum drawdown

1.51

1.06

+0.45

Martin ratio

Return relative to average drawdown

7.11

4.79

+2.32

VFIAX vs. VO - Sharpe Ratio Comparison

The current VFIAX Sharpe Ratio is 0.96, which is higher than the VO Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of VFIAX and VO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VFIAXVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.71

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.39

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.58

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.48

-0.05

Drawdowns

VFIAX vs. VO - Drawdown Comparison

The maximum VFIAX drawdown since its inception was -55.20%, smaller than the maximum VO drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for VFIAX and VO.


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Drawdown Indicators


VFIAXVODifference

Max Drawdown

Largest peak-to-trough decline

-55.20%

-58.87%

+3.67%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-8.17%

-0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-24.53%

-27.57%

+3.04%

Max Drawdown (10Y)

Largest decline over 10 years

-33.83%

-39.37%

+5.54%

Current Drawdown

Current decline from peak

-5.45%

-5.21%

-0.24%

Average Drawdown

Average peak-to-trough decline

-9.45%

-7.91%

-1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.81%

-0.24%

Volatility

VFIAX vs. VO - Volatility Comparison

Vanguard 500 Index Fund Admiral Shares (VFIAX) has a higher volatility of 5.30% compared to Vanguard Mid-Cap ETF (VO) at 4.82%. This indicates that VFIAX'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.


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Volatility by Period


VFIAXVODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

4.82%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

9.55%

9.74%

-0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

18.32%

17.57%

+0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.90%

17.60%

-0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.04%

18.93%

-0.89%

Dividends

VFIAX vs. VO - Dividend Comparison

VFIAX's dividend yield for the trailing twelve months is around 1.17%, less than VO's 1.49% yield.


TTM20252024202320222021202020192018201720162015
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.17%1.12%1.24%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%
VO
Vanguard Mid-Cap ETF
1.49%1.52%1.49%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%