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

Correlation

The correlation between VIOG and VIOV is 0.74, 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

VIOG vs. VIOV - 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 Value ETF (VIOV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VIOG:

0.01

VIOV:

-0.03

Sortino Ratio

VIOG:

0.20

VIOV:

0.07

Omega Ratio

VIOG:

1.02

VIOV:

1.01

Calmar Ratio

VIOG:

0.01

VIOV:

-0.07

Martin Ratio

VIOG:

0.04

VIOV:

-0.18

Ulcer Index

VIOG:

10.00%

VIOV:

10.29%

Daily Std Dev

VIOG:

24.25%

VIOV:

24.63%

Max Drawdown

VIOG:

-41.73%

VIOV:

-47.36%

Current Drawdown

VIOG:

-13.68%

VIOV:

-17.03%

Returns By Period

In the year-to-date period, VIOG achieves a -3.96% return, which is significantly higher than VIOV's -10.34% return. Over the past 10 years, VIOG has outperformed VIOV with an annualized return of 8.32%, while VIOV has yielded a comparatively lower 6.88% annualized return.


VIOG

YTD

-3.96%

1M

7.44%

6M

-12.69%

1Y

0.32%

3Y*

4.88%

5Y*

10.52%

10Y*

8.32%

VIOV

YTD

-10.34%

1M

6.21%

6M

-16.34%

1Y

-0.68%

3Y*

1.16%

5Y*

12.29%

10Y*

6.88%

*Annualized

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VIOG vs. VIOV - Expense Ratio Comparison

Both VIOG and VIOV 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%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

VIOG vs. VIOV — Risk-Adjusted Performance Rank

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

VIOG
The Risk-Adjusted Performance Rank of VIOG is 1919
Overall Rank
The Sharpe Ratio Rank of VIOG is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of VIOG is 2020
Sortino Ratio Rank
The Omega Ratio Rank of VIOG is 2020
Omega Ratio Rank
The Calmar Ratio Rank of VIOG is 1919
Calmar Ratio Rank
The Martin Ratio Rank of VIOG is 1919
Martin Ratio Rank

VIOV
The Risk-Adjusted Performance Rank of VIOV is 1616
Overall Rank
The Sharpe Ratio Rank of VIOV is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of VIOV is 1717
Sortino Ratio Rank
The Omega Ratio Rank of VIOV is 1616
Omega Ratio Rank
The Calmar Ratio Rank of VIOV is 1515
Calmar Ratio Rank
The Martin Ratio Rank of VIOV is 1616
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VIOG vs. VIOV - 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 Value ETF (VIOV). 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.


The current VIOG Sharpe Ratio is 0.01, which is higher than the VIOV Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of VIOG and VIOV, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

VIOG vs. VIOV - Dividend Comparison

VIOG's dividend yield for the trailing twelve months is around 1.19%, less than VIOV's 2.09% yield.


TTM20242023202220212020201920182017201620152014
VIOG
Vanguard S&P Small-Cap 600 Growth ETF
1.19%1.03%1.15%1.17%0.69%0.68%1.09%0.76%0.87%0.92%1.04%0.72%
VIOV
Vanguard S&P Small-Cap 600 Value ETF
2.09%1.78%2.18%1.81%1.59%1.42%1.60%1.76%1.43%1.17%1.32%1.27%

Drawdowns

VIOG vs. VIOV - Drawdown Comparison

The maximum VIOG drawdown since its inception was -41.73%, smaller than the maximum VIOV drawdown of -47.36%. Use the drawdown chart below to compare losses from any high point for VIOG and VIOV.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

VIOG vs. VIOV - Volatility Comparison

The current volatility for Vanguard S&P Small-Cap 600 Growth ETF (VIOG) is 5.83%, while Vanguard S&P Small-Cap 600 Value ETF (VIOV) has a volatility of 7.26%. This indicates that VIOG experiences smaller price fluctuations and is considered to be less risky than VIOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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