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VISVX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VISVX and VOO is 0.84, 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.


-0.50.00.51.00.8

Performance

VISVX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Small Cap Value Index Fund (VISVX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%450.00%500.00%550.00%600.00%650.00%JulyAugustSeptemberOctoberNovemberDecember
365.47%
602.93%
VISVX
VOO

Key characteristics

Sharpe Ratio

VISVX:

0.88

VOO:

2.25

Sortino Ratio

VISVX:

1.32

VOO:

2.98

Omega Ratio

VISVX:

1.16

VOO:

1.42

Calmar Ratio

VISVX:

1.60

VOO:

3.31

Martin Ratio

VISVX:

4.56

VOO:

14.77

Ulcer Index

VISVX:

3.16%

VOO:

1.90%

Daily Std Dev

VISVX:

16.45%

VOO:

12.46%

Max Drawdown

VISVX:

-62.15%

VOO:

-33.99%

Current Drawdown

VISVX:

-8.10%

VOO:

-2.47%

Returns By Period

In the year-to-date period, VISVX achieves a 12.41% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, VISVX has underperformed VOO with an annualized return of 8.54%, while VOO has yielded a comparatively higher 13.08% annualized return.


VISVX

YTD

12.41%

1M

-5.45%

6M

10.02%

1Y

12.34%

5Y*

9.82%

10Y*

8.54%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VISVX vs. VOO - Expense Ratio Comparison

VISVX has a 0.19% expense ratio, which is higher than VOO's 0.03% 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%.


VISVX
Vanguard Small Cap Value Index Fund
Expense ratio chart for VISVX: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VISVX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Small Cap Value Index Fund (VISVX) and Vanguard S&P 500 ETF (VOO). 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 VISVX, currently valued at 0.88, compared to the broader market-1.000.001.002.003.004.000.882.25
The chart of Sortino ratio for VISVX, currently valued at 1.32, compared to the broader market-2.000.002.004.006.008.0010.001.322.98
The chart of Omega ratio for VISVX, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.003.501.161.42
The chart of Calmar ratio for VISVX, currently valued at 1.60, compared to the broader market0.002.004.006.008.0010.0012.0014.001.603.31
The chart of Martin ratio for VISVX, currently valued at 4.56, compared to the broader market0.0020.0040.0060.004.5614.77
VISVX
VOO

The current VISVX Sharpe Ratio is 0.88, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of VISVX and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.88
2.25
VISVX
VOO

Dividends

VISVX vs. VOO - Dividend Comparison

VISVX's dividend yield for the trailing twelve months is around 1.33%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
VISVX
Vanguard Small Cap Value Index Fund
1.33%2.00%1.91%1.64%1.58%1.95%2.20%1.68%1.66%1.85%1.62%1.71%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

VISVX vs. VOO - Drawdown Comparison

The maximum VISVX drawdown since its inception was -62.15%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VISVX and VOO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.10%
-2.47%
VISVX
VOO

Volatility

VISVX vs. VOO - Volatility Comparison

Vanguard Small Cap Value Index Fund (VISVX) has a higher volatility of 5.24% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that VISVX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.24%
3.75%
VISVX
VOO
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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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