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

Correlation

The correlation between VIOG and VIOO 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.


-0.50.00.51.00.9

Performance

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

350.00%400.00%450.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
436.93%
400.90%
VIOG
VIOO

Key characteristics

Sharpe Ratio

VIOG:

0.64

VIOO:

0.58

Sortino Ratio

VIOG:

1.05

VIOO:

0.96

Omega Ratio

VIOG:

1.12

VIOO:

1.11

Calmar Ratio

VIOG:

0.88

VIOO:

0.96

Martin Ratio

VIOG:

3.61

VIOO:

3.06

Ulcer Index

VIOG:

3.50%

VIOO:

3.74%

Daily Std Dev

VIOG:

19.56%

VIOO:

19.76%

Max Drawdown

VIOG:

-41.73%

VIOO:

-44.15%

Current Drawdown

VIOG:

-9.12%

VIOO:

-8.24%

Returns By Period

In the year-to-date period, VIOG achieves a 10.46% return, which is significantly higher than VIOO's 9.15% return. Over the past 10 years, VIOG has outperformed VIOO with an annualized return of 9.50%, while VIOO has yielded a comparatively lower 8.97% annualized return.


VIOG

YTD

10.46%

1M

-6.00%

6M

8.66%

1Y

10.20%

5Y*

8.29%

10Y*

9.50%

VIOO

YTD

9.15%

1M

-4.91%

6M

11.40%

1Y

9.15%

5Y*

8.46%

10Y*

8.97%

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. VIOO - Expense Ratio Comparison

VIOG has a 0.15% expense ratio, which is higher than VIOO's 0.10% 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%.


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 VIOO: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

VIOG vs. VIOO - 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 Vanguard S&P Small-Cap 600 ETF (VIOO). 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 0.64, compared to the broader market0.002.004.000.640.58
The chart of Sortino ratio for VIOG, currently valued at 1.05, compared to the broader market-2.000.002.004.006.008.0010.001.050.96
The chart of Omega ratio for VIOG, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.11
The chart of Calmar ratio for VIOG, currently valued at 0.88, compared to the broader market0.005.0010.0015.000.880.96
The chart of Martin ratio for VIOG, currently valued at 3.61, compared to the broader market0.0020.0040.0060.0080.00100.003.613.06
VIOG
VIOO

The current VIOG Sharpe Ratio is 0.64, which is comparable to the VIOO Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of VIOG and VIOO, 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
0.64
0.58
VIOG
VIOO

Dividends

VIOG vs. VIOO - Dividend Comparison

VIOG's dividend yield for the trailing twelve months is around 0.76%, while VIOO has not paid dividends to shareholders.


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%
VIOO
Vanguard S&P Small-Cap 600 ETF
0.00%1.47%1.51%1.16%1.09%1.37%1.32%1.11%0.95%1.26%1.06%0.86%

Drawdowns

VIOG vs. VIOO - Drawdown Comparison

The maximum VIOG drawdown since its inception was -41.73%, smaller than the maximum VIOO drawdown of -44.15%. Use the drawdown chart below to compare losses from any high point for VIOG and VIOO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.12%
-8.24%
VIOG
VIOO

Volatility

VIOG vs. VIOO - Volatility Comparison

Vanguard S&P Small-Cap 600 Growth ETF (VIOG) and Vanguard S&P Small-Cap 600 ETF (VIOO) have volatilities of 5.88% and 5.90%, 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
5.88%
5.90%
VIOG
VIOO
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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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