VIOG vs. XSMO
Compare and contrast key facts about Vanguard S&P Small-Cap 600 Growth ETF (VIOG) and Invesco S&P SmallCap Momentum ETF (XSMO).
VIOG and XSMO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VIOG is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Growth Index. It was launched on Sep 7, 2010. XSMO is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Index. It was launched on Mar 3, 2005. Both VIOG and XSMO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VIOG or XSMO.
Key characteristics
| VIOG | XSMO | |
|---|---|---|
| YTD Return | 2.16% | 5.21% |
| 1Y Return | 23.72% | 37.64% |
| 3Y Return (Ann) | 0.42% | 6.76% |
| 5Y Return (Ann) | 7.49% | 10.31% |
| 10Y Return (Ann) | 9.64% | 10.53% |
| Sharpe Ratio | 1.23 | 1.88 |
| Daily Std Dev | 18.29% | 18.92% |
| Max Drawdown | -41.73% | -58.07% |
| Current Drawdown | -8.78% | -1.28% |
Correlation
The correlation between VIOG and XSMO is 0.87, 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. XSMO - Performance Comparison
In the year-to-date period, VIOG achieves a 2.16% return, which is significantly lower than XSMO's 5.21% return. Over the past 10 years, VIOG has underperformed XSMO with an annualized return of 9.64%, while XSMO has yielded a comparatively higher 10.53% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VIOG vs. XSMO - Expense Ratio Comparison
VIOG has a 0.15% expense ratio, which is lower than XSMO's 0.39% expense ratio.
Risk-Adjusted Performance
VIOG vs. XSMO - 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 Invesco S&P SmallCap Momentum ETF (XSMO). 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.
Dividends
VIOG vs. XSMO - Dividend Comparison
VIOG's dividend yield for the trailing twelve months is around 1.12%, more than XSMO's 0.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIOG Vanguard S&P Small-Cap 600 Growth ETF | 1.12% | 1.15% | 1.17% | 0.69% | 0.68% | 1.09% | 0.76% | 0.87% | 0.92% | 1.04% | 0.72% | 0.52% |
XSMO Invesco S&P SmallCap Momentum ETF | 0.69% | 0.96% | 1.19% | 0.30% | 0.82% | 0.69% | 0.66% | 0.27% | 0.30% | 0.35% | 1.31% | 0.91% |
Drawdowns
VIOG vs. XSMO - Drawdown Comparison
The maximum VIOG drawdown since its inception was -41.73%, smaller than the maximum XSMO drawdown of -58.07%. Use the drawdown chart below to compare losses from any high point for VIOG and XSMO. For additional features, visit the drawdowns tool.
Volatility
VIOG vs. XSMO - Volatility Comparison
The current volatility for Vanguard S&P Small-Cap 600 Growth ETF (VIOG) is 5.09%, while Invesco S&P SmallCap Momentum ETF (XSMO) has a volatility of 5.66%. This indicates that VIOG experiences smaller price fluctuations and is considered to be less risky than XSMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.