VMFGX vs. VBR
Compare and contrast key facts about Vanguard S&P Mid-Cap 400 Growth Index Fund Institutional Shares (VMFGX) and Vanguard Small-Cap Value ETF (VBR).
VMFGX is managed by Vanguard. It was launched on Mar 28, 2011. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VMFGX or VBR.
Key characteristics
| VMFGX | VBR | |
|---|---|---|
| YTD Return | 22.92% | 19.39% |
| 1Y Return | 39.73% | 39.83% |
| 3Y Return (Ann) | 4.52% | 6.85% |
| 5Y Return (Ann) | 12.15% | 11.87% |
| 10Y Return (Ann) | 10.59% | 9.56% |
| Sharpe Ratio | 2.33 | 2.23 |
| Sortino Ratio | 3.23 | 3.17 |
| Omega Ratio | 1.39 | 1.40 |
| Calmar Ratio | 2.07 | 2.95 |
| Martin Ratio | 12.59 | 12.96 |
| Ulcer Index | 3.06% | 2.95% |
| Daily Std Dev | 16.53% | 17.16% |
| Max Drawdown | -39.15% | -62.01% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between VMFGX and VBR is 0.93, 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
VMFGX vs. VBR - Performance Comparison
In the year-to-date period, VMFGX achieves a 22.92% return, which is significantly higher than VBR's 19.39% return. Over the past 10 years, VMFGX has outperformed VBR with an annualized return of 10.59%, while VBR has yielded a comparatively lower 9.56% 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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VMFGX vs. VBR - Expense Ratio Comparison
VMFGX has a 0.08% expense ratio, which is higher than VBR's 0.07% 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%.
Risk-Adjusted Performance
VMFGX vs. VBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Mid-Cap 400 Growth Index Fund Institutional Shares (VMFGX) and Vanguard Small-Cap Value ETF (VBR). 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
VMFGX vs. VBR - Dividend Comparison
VMFGX's dividend yield for the trailing twelve months is around 0.99%, less than VBR's 1.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VMFGX Vanguard S&P Mid-Cap 400 Growth Index Fund Institutional Shares | 0.99% | 1.21% | 1.12% | 0.53% | 0.79% | 1.22% | 1.18% | 0.93% | 1.14% | 1.14% | 0.91% | 0.75% |
VBR Vanguard Small-Cap Value ETF | 1.88% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
VMFGX vs. VBR - Drawdown Comparison
The maximum VMFGX drawdown since its inception was -39.15%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for VMFGX and VBR. For additional features, visit the drawdowns tool.
Volatility
VMFGX vs. VBR - Volatility Comparison
The current volatility for Vanguard S&P Mid-Cap 400 Growth Index Fund Institutional Shares (VMFGX) is 4.92%, while Vanguard Small-Cap Value ETF (VBR) has a volatility of 5.68%. This indicates that VMFGX experiences smaller price fluctuations and is considered to be less risky than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.