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VIOG vs. SLYG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VIOG and SLYG is 0.95, 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.


-0.50.00.51.01.0

Performance

VIOG vs. SLYG - 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 SPDR S&P 600 Small Cap Growth ETF (SLYG). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.17%
8.89%
VIOG
SLYG

Key characteristics

Sharpe Ratio

VIOG:

0.67

SLYG:

0.69

Sortino Ratio

VIOG:

1.09

SLYG:

1.10

Omega Ratio

VIOG:

1.13

SLYG:

1.13

Calmar Ratio

VIOG:

0.91

SLYG:

0.92

Martin Ratio

VIOG:

3.76

SLYG:

3.82

Ulcer Index

VIOG:

3.49%

SLYG:

3.47%

Daily Std Dev

VIOG:

19.57%

SLYG:

19.20%

Max Drawdown

VIOG:

-41.73%

SLYG:

-63.19%

Current Drawdown

VIOG:

-8.69%

SLYG:

-8.61%

Returns By Period

The year-to-date returns for both stocks are quite close, with VIOG having a 10.98% return and SLYG slightly lower at 10.92%. Both investments have delivered pretty close results over the past 10 years, with VIOG having a 9.60% annualized return and SLYG not far ahead at 9.65%.


VIOG

YTD

10.98%

1M

-3.69%

6M

9.20%

1Y

13.15%

5Y*

8.42%

10Y*

9.60%

SLYG

YTD

10.92%

1M

-3.78%

6M

8.95%

1Y

13.23%

5Y*

8.38%

10Y*

9.65%

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. SLYG - Expense Ratio Comparison

Both VIOG and SLYG have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


VIOG
Vanguard S&P Small-Cap 600 Growth ETF
Expense ratio chart for VIOG: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for SLYG: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

VIOG vs. SLYG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Small-Cap 600 Growth ETF (VIOG) and SPDR S&P 600 Small Cap Growth ETF (SLYG). 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 VIOG, currently valued at 0.67, compared to the broader market0.002.004.000.670.69
The chart of Sortino ratio for VIOG, currently valued at 1.09, compared to the broader market-2.000.002.004.006.008.0010.001.091.10
The chart of Omega ratio for VIOG, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.13
The chart of Calmar ratio for VIOG, currently valued at 0.91, compared to the broader market0.005.0010.0015.000.910.92
The chart of Martin ratio for VIOG, currently valued at 3.76, compared to the broader market0.0020.0040.0060.0080.00100.003.763.82
VIOG
SLYG

The current VIOG Sharpe Ratio is 0.67, which is comparable to the SLYG Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of VIOG and SLYG, 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.67
0.69
VIOG
SLYG

Dividends

VIOG vs. SLYG - Dividend Comparison

VIOG's dividend yield for the trailing twelve months is around 0.76%, less than SLYG's 0.79% yield.


TTM20232022202120202019201820172016201520142013
VIOG
Vanguard S&P Small-Cap 600 Growth ETF
0.76%1.15%1.17%0.69%0.68%1.09%0.76%0.87%0.92%1.04%0.72%0.52%
SLYG
SPDR S&P 600 Small Cap Growth ETF
0.79%1.18%1.18%0.68%0.71%1.08%1.06%4.74%1.13%5.75%4.42%0.62%

Drawdowns

VIOG vs. SLYG - Drawdown Comparison

The maximum VIOG drawdown since its inception was -41.73%, smaller than the maximum SLYG drawdown of -63.19%. Use the drawdown chart below to compare losses from any high point for VIOG and SLYG. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.69%
-8.61%
VIOG
SLYG

Volatility

VIOG vs. SLYG - Volatility Comparison

Vanguard S&P Small-Cap 600 Growth ETF (VIOG) and SPDR S&P 600 Small Cap Growth ETF (SLYG) have volatilities of 5.95% and 5.91%, 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.


4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
5.95%
5.91%
VIOG
SLYG
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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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