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VIMSX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VIMSXVOO
YTD Return20.11%27.15%
1Y Return37.36%39.90%
3Y Return (Ann)3.68%10.28%
5Y Return (Ann)11.63%16.00%
10Y Return (Ann)10.11%13.43%
Sharpe Ratio2.863.15
Sortino Ratio3.964.19
Omega Ratio1.501.59
Calmar Ratio1.864.60
Martin Ratio17.7121.00
Ulcer Index2.04%1.85%
Daily Std Dev12.67%12.34%
Max Drawdown-58.96%-33.99%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.9

The correlation between VIMSX 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.

Performance

VIMSX vs. VOO - Performance Comparison

In the year-to-date period, VIMSX achieves a 20.11% return, which is significantly lower than VOO's 27.15% return. Over the past 10 years, VIMSX has underperformed VOO with an annualized return of 10.11%, while VOO has yielded a comparatively higher 13.43% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.25%
15.64%
VIMSX
VOO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VIMSX vs. VOO - Expense Ratio Comparison

VIMSX has a 0.17% 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%.


VIMSX
Vanguard Mid Cap Index Fund
Expense ratio chart for VIMSX: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VIMSX vs. VOO - Risk-Adjusted Performance Comparison

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


VIMSX
Sharpe ratio
The chart of Sharpe ratio for VIMSX, currently valued at 2.86, compared to the broader market0.002.004.002.86
Sortino ratio
The chart of Sortino ratio for VIMSX, currently valued at 3.96, compared to the broader market0.005.0010.003.96
Omega ratio
The chart of Omega ratio for VIMSX, currently valued at 1.50, compared to the broader market1.002.003.004.001.50
Calmar ratio
The chart of Calmar ratio for VIMSX, currently valued at 1.86, compared to the broader market0.005.0010.0015.0020.001.86
Martin ratio
The chart of Martin ratio for VIMSX, currently valued at 17.71, compared to the broader market0.0020.0040.0060.0080.00100.0017.71
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.15, compared to the broader market0.002.004.003.15
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.19, compared to the broader market0.005.0010.004.19
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.59, compared to the broader market1.002.003.004.001.59
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.60, compared to the broader market0.005.0010.0015.0020.004.60
Martin ratio
The chart of Martin ratio for VOO, currently valued at 21.00, compared to the broader market0.0020.0040.0060.0080.00100.0021.00

VIMSX vs. VOO - Sharpe Ratio Comparison

The current VIMSX Sharpe Ratio is 2.86, which is comparable to the VOO Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of VIMSX 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
2.86
3.15
VIMSX
VOO

Dividends

VIMSX vs. VOO - Dividend Comparison

VIMSX's dividend yield for the trailing twelve months is around 1.34%, more than VOO's 1.23% yield.


TTM20232022202120202019201820172016201520142013
VIMSX
Vanguard Mid Cap Index Fund
1.34%1.40%1.46%1.00%1.34%1.37%1.68%1.24%1.34%1.33%1.14%1.03%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

VIMSX vs. VOO - Drawdown Comparison

The maximum VIMSX drawdown since its inception was -58.96%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VIMSX and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
VIMSX
VOO

Volatility

VIMSX vs. VOO - Volatility Comparison

Vanguard Mid Cap Index Fund (VIMSX) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.87% and 3.95%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.87%
3.95%
VIMSX
VOO