PortfoliosLab logoPortfoliosLab logo
VIOG vs. FLQS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIOG vs. FLQS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P Small-Cap 600 Growth ETF (VIOG) and Franklin LibertyQ U.S. Small Cap Equity ETF (FLQS). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VIOG vs. FLQS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIOG
Vanguard S&P Small-Cap 600 Growth ETF
3.68%5.40%9.23%16.92%-21.14%22.49%19.68%21.16%-4.57%10.76%
FLQS
Franklin LibertyQ U.S. Small Cap Equity ETF
-0.70%5.04%8.34%21.28%-16.88%26.58%10.51%18.34%-5.86%7.41%

Returns By Period

In the year-to-date period, VIOG achieves a 3.68% return, which is significantly higher than FLQS's -0.70% return.


VIOG

1D
0.84%
1M
-4.45%
YTD
3.68%
6M
3.73%
1Y
18.36%
3Y*
11.06%
5Y*
3.33%
10Y*
9.98%

FLQS

1D
1.70%
1M
-5.45%
YTD
-0.70%
6M
-2.00%
1Y
9.91%
3Y*
9.43%
5Y*
4.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


VIOG vs. FLQS - Expense Ratio Comparison

VIOG has a 0.15% expense ratio, which is lower than FLQS's 0.35% expense ratio.


Return for Risk

VIOG vs. FLQS — Risk / Return Rank

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

VIOG
VIOG Risk / Return Rank: 4747
Overall Rank
VIOG Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
VIOG Sortino Ratio Rank: 4646
Sortino Ratio Rank
VIOG Omega Ratio Rank: 4141
Omega Ratio Rank
VIOG Calmar Ratio Rank: 4949
Calmar Ratio Rank
VIOG Martin Ratio Rank: 5353
Martin Ratio Rank

FLQS
FLQS Risk / Return Rank: 3131
Overall Rank
FLQS Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FLQS Sortino Ratio Rank: 3030
Sortino Ratio Rank
FLQS Omega Ratio Rank: 2828
Omega Ratio Rank
FLQS Calmar Ratio Rank: 3535
Calmar Ratio Rank
FLQS Martin Ratio Rank: 3333
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.

VIOG vs. FLQS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Small-Cap 600 Growth ETF (VIOG) and Franklin LibertyQ U.S. Small Cap Equity ETF (FLQS). 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.


VIOGFLQSDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.52

+0.32

Sortino ratio

Return per unit of downside risk

1.32

0.88

+0.44

Omega ratio

Gain probability vs. loss probability

1.17

1.11

+0.06

Calmar ratio

Return relative to maximum drawdown

1.34

0.87

+0.47

Martin ratio

Return relative to average drawdown

5.42

3.00

+2.42

VIOG vs. FLQS - Sharpe Ratio Comparison

The current VIOG Sharpe Ratio is 0.84, which is higher than the FLQS Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of VIOG and FLQS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VIOGFLQSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.52

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.23

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.35

+0.22

Correlation

The correlation between VIOG and FLQS is 0.88, 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

VIOG vs. FLQS - Dividend Comparison

VIOG's dividend yield for the trailing twelve months is around 0.93%, less than FLQS's 1.45% yield.


TTM20252024202320222021202020192018201720162015
VIOG
Vanguard S&P Small-Cap 600 Growth ETF
0.93%1.04%1.03%1.15%1.17%0.69%0.68%1.09%0.76%0.87%0.92%1.04%
FLQS
Franklin LibertyQ U.S. Small Cap Equity ETF
1.45%1.16%1.29%1.75%1.40%0.95%1.20%1.41%1.27%1.02%0.00%0.00%

Drawdowns

VIOG vs. FLQS - Drawdown Comparison

The maximum VIOG drawdown since its inception was -41.73%, roughly equal to the maximum FLQS drawdown of -42.16%. Use the drawdown chart below to compare losses from any high point for VIOG and FLQS.


Loading graphics...

Drawdown Indicators


VIOGFLQSDifference

Max Drawdown

Largest peak-to-trough decline

-41.73%

-42.16%

+0.43%

Max Drawdown (1Y)

Largest decline over 1 year

-13.82%

-12.41%

-1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-29.15%

-28.05%

-1.10%

Max Drawdown (10Y)

Largest decline over 10 years

-41.73%

Current Drawdown

Current decline from peak

-5.05%

-6.55%

+1.50%

Average Drawdown

Average peak-to-trough decline

-7.69%

-8.14%

+0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

3.59%

-0.16%

Volatility

VIOG vs. FLQS - Volatility Comparison

Vanguard S&P Small-Cap 600 Growth ETF (VIOG) has a higher volatility of 7.22% compared to Franklin LibertyQ U.S. Small Cap Equity ETF (FLQS) at 5.22%. This indicates that VIOG's price experiences larger fluctuations and is considered to be riskier than FLQS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VIOGFLQSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.22%

5.22%

+2.00%

Volatility (6M)

Calculated over the trailing 6-month period

13.07%

10.90%

+2.17%

Volatility (1Y)

Calculated over the trailing 1-year period

22.01%

19.33%

+2.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.53%

19.35%

+2.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.82%

21.81%

+1.01%