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

Key characteristics


VIOVVIOO
YTD Return-0.34%1.79%
1Y Return14.70%18.30%
3Y Return (Ann)1.95%1.72%
5Y Return (Ann)8.68%9.02%
10Y Return (Ann)8.04%8.90%
Sharpe Ratio0.710.94
Daily Std Dev21.07%19.28%
Max Drawdown-47.36%-44.15%
Current Drawdown-3.42%-5.14%

Correlation

0.92
-1.001.00

The correlation between VIOV and VIOO is 0.92, 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

VIOV vs. VIOO - Performance Comparison

In the year-to-date period, VIOV achieves a -0.34% return, which is significantly lower than VIOO's 1.79% return. Over the past 10 years, VIOV has underperformed VIOO with an annualized return of 8.04%, while VIOO has yielded a comparatively higher 8.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


240.00%260.00%280.00%300.00%320.00%340.00%360.00%OctoberNovemberDecember2024FebruaryMarch
331.55%
367.13%
VIOV
VIOO

Compare stocks, funds, or ETFs


Vanguard S&P Small-Cap 600 Value ETF

Vanguard S&P Small-Cap 600 ETF

VIOV vs. VIOO - Expense Ratio Comparison

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

VIOV
Vanguard S&P Small-Cap 600 Value ETF
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

VIOV vs. VIOO - 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 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VIOV
Vanguard S&P Small-Cap 600 Value ETF
0.71
VIOO
Vanguard S&P Small-Cap 600 ETF
0.94

VIOV vs. VIOO - Sharpe Ratio Comparison

The current VIOV Sharpe Ratio is 0.71, which roughly equals the VIOO Sharpe Ratio of 0.94. The chart below compares the 12-month rolling Sharpe Ratio of VIOV and VIOO.


Rolling 12-month Sharpe Ratio-0.500.000.501.00OctoberNovemberDecember2024FebruaryMarch
0.71
0.94
VIOV
VIOO

Dividends

VIOV vs. VIOO - Dividend Comparison

VIOV's dividend yield for the trailing twelve months is around 2.21%, more than VIOO's 1.45% yield.


TTM20232022202120202019201820172016201520142013
VIOV
Vanguard S&P Small-Cap 600 Value ETF
2.21%2.18%1.81%1.59%1.42%1.60%1.76%1.43%1.17%1.32%1.27%0.91%
VIOO
Vanguard S&P Small-Cap 600 ETF
1.45%1.47%1.51%1.16%1.09%1.37%1.32%1.11%0.95%1.26%1.06%0.86%

Drawdowns

VIOV vs. VIOO - Drawdown Comparison

The maximum VIOV drawdown since its inception was -47.36%, which is greater than VIOO's maximum drawdown of -44.15%. The drawdown chart below compares losses from any high point along the way for VIOV and VIOO


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-3.42%
-5.14%
VIOV
VIOO

Volatility

VIOV vs. VIOO - Volatility Comparison

Vanguard S&P Small-Cap 600 Value ETF (VIOV) has a higher volatility of 4.75% compared to Vanguard S&P Small-Cap 600 ETF (VIOO) at 4.23%. This indicates that VIOV's price experiences larger fluctuations and is considered to be riskier than VIOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%OctoberNovemberDecember2024FebruaryMarch
4.75%
4.23%
VIOV
VIOO