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

Correlation

The correlation between VIOV and VIOG 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.


-0.50.00.51.0
Correlation: 0.7

Performance

VIOV vs. VIOG - Performance Comparison

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

250.00%300.00%350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
294.15%
374.99%
VIOV
VIOG

Key characteristics

Sharpe Ratio

VIOV:

-0.14

VIOG:

-0.04

Sortino Ratio

VIOV:

-0.03

VIOG:

0.11

Omega Ratio

VIOV:

1.00

VIOG:

1.01

Calmar Ratio

VIOV:

-0.11

VIOG:

-0.04

Martin Ratio

VIOV:

-0.37

VIOG:

-0.11

Ulcer Index

VIOV:

8.74%

VIOG:

8.84%

Daily Std Dev

VIOV:

23.84%

VIOG:

23.81%

Max Drawdown

VIOV:

-47.36%

VIOG:

-41.73%

Current Drawdown

VIOV:

-21.61%

VIOG:

-19.60%

Returns By Period

In the year-to-date period, VIOV achieves a -15.28% return, which is significantly lower than VIOG's -10.55% return. Over the past 10 years, VIOV has underperformed VIOG with an annualized return of 6.20%, while VIOG has yielded a comparatively higher 7.50% annualized return.


VIOV

YTD

-15.28%

1M

-8.39%

6M

-12.99%

1Y

-4.57%

5Y*

14.00%

10Y*

6.20%

VIOG

YTD

-10.55%

1M

-5.58%

6M

-10.95%

1Y

-2.66%

5Y*

11.85%

10Y*

7.50%

*Annualized

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VIOV vs. VIOG - Expense Ratio Comparison

Both VIOV and VIOG 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%.


Expense ratio chart for VIOV: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VIOV: 0.15%
Expense ratio chart for VIOG: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VIOG: 0.15%

Risk-Adjusted Performance

VIOV vs. VIOG — Risk-Adjusted Performance Rank

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

VIOV
The Risk-Adjusted Performance Rank of VIOV is 1515
Overall Rank
The Sharpe Ratio Rank of VIOV is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of VIOV is 1616
Sortino Ratio Rank
The Omega Ratio Rank of VIOV is 1616
Omega Ratio Rank
The Calmar Ratio Rank of VIOV is 1414
Calmar Ratio Rank
The Martin Ratio Rank of VIOV is 1515
Martin Ratio Rank

VIOG
The Risk-Adjusted Performance Rank of VIOG is 2121
Overall Rank
The Sharpe Ratio Rank of VIOG is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of VIOG is 2222
Sortino Ratio Rank
The Omega Ratio Rank of VIOG is 2121
Omega Ratio Rank
The Calmar Ratio Rank of VIOG is 1919
Calmar Ratio Rank
The Martin Ratio Rank of VIOG is 2020
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.

VIOV vs. VIOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Small-Cap 600 Value ETF (VIOV) and Vanguard S&P Small-Cap 600 Growth ETF (VIOG). 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 chart of Sharpe ratio for VIOV, currently valued at -0.14, compared to the broader market-1.000.001.002.003.004.00
VIOV: -0.14
VIOG: -0.04
The chart of Sortino ratio for VIOV, currently valued at -0.03, compared to the broader market-2.000.002.004.006.008.00
VIOV: -0.03
VIOG: 0.11
The chart of Omega ratio for VIOV, currently valued at 1.00, compared to the broader market0.501.001.502.00
VIOV: 1.00
VIOG: 1.01
The chart of Calmar ratio for VIOV, currently valued at -0.11, compared to the broader market0.002.004.006.008.0010.0012.00
VIOV: -0.11
VIOG: -0.04
The chart of Martin ratio for VIOV, currently valued at -0.37, compared to the broader market0.0020.0040.0060.00
VIOV: -0.37
VIOG: -0.11

The current VIOV Sharpe Ratio is -0.14, which is lower than the VIOG Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of VIOV and VIOG, 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 Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.14
-0.04
VIOV
VIOG

Dividends

VIOV vs. VIOG - Dividend Comparison

VIOV's dividend yield for the trailing twelve months is around 2.22%, more than VIOG's 1.28% yield.


TTM20242023202220212020201920182017201620152014
VIOV
Vanguard S&P Small-Cap 600 Value ETF
2.22%1.78%2.18%1.81%1.59%1.42%1.60%1.76%1.43%1.17%1.32%1.27%
VIOG
Vanguard S&P Small-Cap 600 Growth ETF
1.28%1.03%1.15%1.17%0.69%0.68%1.09%0.76%0.87%0.92%1.04%0.72%

Drawdowns

VIOV vs. VIOG - Drawdown Comparison

The maximum VIOV drawdown since its inception was -47.36%, which is greater than VIOG's maximum drawdown of -41.73%. Use the drawdown chart below to compare losses from any high point for VIOV and VIOG. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.61%
-19.60%
VIOV
VIOG

Volatility

VIOV vs. VIOG - Volatility Comparison

Vanguard S&P Small-Cap 600 Value ETF (VIOV) and Vanguard S&P Small-Cap 600 Growth ETF (VIOG) have volatilities of 14.51% and 14.17%, 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%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.51%
14.17%
VIOV
VIOG