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VMGMX vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VMGMX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mid-Cap Growth Index Fund Admiral Shares (VMGMX) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.55%
12.62%
VMGMX
SCHD

Returns By Period

In the year-to-date period, VMGMX achieves a 19.86% return, which is significantly higher than SCHD's 16.26% return. Over the past 10 years, VMGMX has underperformed SCHD with an annualized return of 10.74%, while SCHD has yielded a comparatively higher 11.40% annualized return.


VMGMX

YTD

19.86%

1M

4.67%

6M

12.02%

1Y

31.22%

5Y (annualized)

11.99%

10Y (annualized)

10.74%

SCHD

YTD

16.26%

1M

0.84%

6M

10.89%

1Y

25.41%

5Y (annualized)

12.67%

10Y (annualized)

11.40%

Key characteristics


VMGMXSCHD
Sharpe Ratio2.122.27
Sortino Ratio2.873.27
Omega Ratio1.371.40
Calmar Ratio1.333.34
Martin Ratio12.3412.25
Ulcer Index2.51%2.05%
Daily Std Dev14.62%11.06%
Max Drawdown-37.17%-33.37%
Current Drawdown-1.03%-1.54%

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VMGMX vs. SCHD - Expense Ratio Comparison

VMGMX has a 0.07% expense ratio, which is higher than SCHD's 0.06% 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%.


VMGMX
Vanguard Mid-Cap Growth Index Fund Admiral Shares
Expense ratio chart for VMGMX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Correlation

-0.50.00.51.00.8

The correlation between VMGMX and SCHD is 0.75, 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.

Risk-Adjusted Performance

VMGMX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap Growth Index Fund Admiral Shares (VMGMX) and Schwab US Dividend Equity ETF (SCHD). 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 VMGMX, currently valued at 2.12, compared to the broader market-1.000.001.002.003.004.005.002.122.27
The chart of Sortino ratio for VMGMX, currently valued at 2.87, compared to the broader market0.005.0010.002.873.27
The chart of Omega ratio for VMGMX, currently valued at 1.37, compared to the broader market1.002.003.004.001.371.40
The chart of Calmar ratio for VMGMX, currently valued at 1.33, compared to the broader market0.005.0010.0015.0020.0025.001.333.34
The chart of Martin ratio for VMGMX, currently valued at 12.34, compared to the broader market0.0020.0040.0060.0080.00100.0012.3412.25
VMGMX
SCHD

The current VMGMX Sharpe Ratio is 2.12, which is comparable to the SCHD Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of VMGMX and SCHD, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.12
2.27
VMGMX
SCHD

Dividends

VMGMX vs. SCHD - Dividend Comparison

VMGMX's dividend yield for the trailing twelve months is around 0.67%, less than SCHD's 3.40% yield.


TTM20232022202120202019201820172016201520142013
VMGMX
Vanguard Mid-Cap Growth Index Fund Admiral Shares
0.67%0.71%0.78%0.34%0.56%0.78%0.84%0.72%0.81%0.82%0.79%0.61%
SCHD
Schwab US Dividend Equity ETF
3.40%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

VMGMX vs. SCHD - Drawdown Comparison

The maximum VMGMX drawdown since its inception was -37.17%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VMGMX and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.03%
-1.54%
VMGMX
SCHD

Volatility

VMGMX vs. SCHD - Volatility Comparison

Vanguard Mid-Cap Growth Index Fund Admiral Shares (VMGMX) has a higher volatility of 4.78% compared to Schwab US Dividend Equity ETF (SCHD) at 3.39%. This indicates that VMGMX's price experiences larger fluctuations and is considered to be riskier than SCHD 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%JuneJulyAugustSeptemberOctoberNovember
4.78%
3.39%
VMGMX
SCHD