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VIMAX vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIMAX vs. VOO - Performance Comparison

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

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VIMAX vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
-2.80%11.67%14.66%16.53%-18.70%24.51%18.18%31.03%-9.24%19.26%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, VIMAX achieves a -2.80% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, VIMAX has underperformed VOO with an annualized return of 10.42%, while VOO has yielded a comparatively higher 14.05% annualized return.


VIMAX

1D
-0.66%
1M
-7.87%
YTD
-2.80%
6M
-3.59%
1Y
10.30%
3Y*
11.78%
5Y*
6.50%
10Y*
10.42%

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VIMAX vs. VOO - Expense Ratio Comparison

VIMAX has a 0.05% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VIMAX vs. VOO — Risk / Return Rank

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

VIMAX
VIMAX Risk / Return Rank: 2828
Overall Rank
VIMAX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
VIMAX Sortino Ratio Rank: 2828
Sortino Ratio Rank
VIMAX Omega Ratio Rank: 2727
Omega Ratio Rank
VIMAX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VIMAX Martin Ratio Rank: 3232
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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.

VIMAX vs. VOO - Risk-Adjusted Trends Comparison

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


VIMAXVOODifference

Sharpe ratio

Return per unit of total volatility

0.63

0.98

-0.35

Sortino ratio

Return per unit of downside risk

0.99

1.50

-0.51

Omega ratio

Gain probability vs. loss probability

1.14

1.23

-0.09

Calmar ratio

Return relative to maximum drawdown

0.73

1.53

-0.81

Martin ratio

Return relative to average drawdown

3.39

7.29

-3.90

VIMAX vs. VOO - Sharpe Ratio Comparison

The current VIMAX Sharpe Ratio is 0.63, which is lower than the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of VIMAX 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.


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Sharpe Ratios by Period


VIMAXVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

0.98

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.70

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.78

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.83

-0.35

Correlation

The correlation between VIMAX and VOO is 0.93, 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.


Dividends

VIMAX vs. VOO - Dividend Comparison

VIMAX's dividend yield for the trailing twelve months is around 1.53%, more than VOO's 1.19% yield.


TTM20252024202320222021202020192018201720162015
VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
1.53%1.51%1.48%1.50%1.59%1.11%1.44%1.47%1.82%1.35%1.45%1.47%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

VIMAX vs. VOO - Drawdown Comparison

The maximum VIMAX drawdown since its inception was -58.88%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VIMAX and VOO.


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Drawdown Indicators


VIMAXVOODifference

Max Drawdown

Largest peak-to-trough decline

-58.88%

-33.99%

-24.89%

Max Drawdown (1Y)

Largest decline over 1 year

-12.77%

-11.98%

-0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-27.55%

-24.52%

-3.03%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

-33.99%

-5.31%

Current Drawdown

Current decline from peak

-8.13%

-6.29%

-1.84%

Average Drawdown

Average peak-to-trough decline

-8.17%

-3.72%

-4.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

2.52%

+0.23%

Volatility

VIMAX vs. VOO - Volatility Comparison

The current volatility for Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX) is 4.23%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that VIMAX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIMAXVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

5.29%

-1.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.43%

9.44%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

17.58%

18.10%

-0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.63%

16.82%

+0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.90%

17.99%

+0.91%