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VMIG.L vs. MID
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VMIG.LMID
YTD Return8.06%17.82%
1Y Return16.54%30.30%
3Y Return (Ann)-1.30%0.04%
Sharpe Ratio1.081.67
Daily Std Dev13.81%17.95%
Max Drawdown-41.38%-40.15%
Current Drawdown-5.97%-4.63%

Correlation

-0.50.00.51.00.4

The correlation between VMIG.L and MID is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

VMIG.L vs. MID - Performance Comparison

In the year-to-date period, VMIG.L achieves a 8.06% return, which is significantly lower than MID's 17.82% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
12.51%
4.71%
VMIG.L
MID

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VMIG.L vs. MID - Expense Ratio Comparison

VMIG.L has a 0.10% expense ratio, which is lower than MID's 0.45% expense ratio.


MID
American Century Mid Cap Growth Impact ETF
Expense ratio chart for MID: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for VMIG.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

VMIG.L vs. MID - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE 250 UCITS ETF (GBP) Accumulating (VMIG.L) and American Century Mid Cap Growth Impact ETF (MID). 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.


VMIG.L
Sharpe ratio
The chart of Sharpe ratio for VMIG.L, currently valued at 1.58, compared to the broader market0.002.004.001.58
Sortino ratio
The chart of Sortino ratio for VMIG.L, currently valued at 2.43, compared to the broader market-2.000.002.004.006.008.0010.0012.002.43
Omega ratio
The chart of Omega ratio for VMIG.L, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.29
Calmar ratio
The chart of Calmar ratio for VMIG.L, currently valued at 0.75, compared to the broader market0.005.0010.0015.000.75
Martin ratio
The chart of Martin ratio for VMIG.L, currently valued at 9.04, compared to the broader market0.0020.0040.0060.0080.00100.009.04
MID
Sharpe ratio
The chart of Sharpe ratio for MID, currently valued at 2.04, compared to the broader market0.002.004.002.04
Sortino ratio
The chart of Sortino ratio for MID, currently valued at 2.82, compared to the broader market-2.000.002.004.006.008.0010.0012.002.82
Omega ratio
The chart of Omega ratio for MID, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.34
Calmar ratio
The chart of Calmar ratio for MID, currently valued at 1.04, compared to the broader market0.005.0010.0015.001.04
Martin ratio
The chart of Martin ratio for MID, currently valued at 11.80, compared to the broader market0.0020.0040.0060.0080.00100.0011.80

VMIG.L vs. MID - Sharpe Ratio Comparison

The current VMIG.L Sharpe Ratio is 1.08, which is lower than the MID Sharpe Ratio of 1.67. The chart below compares the 12-month rolling Sharpe Ratio of VMIG.L and MID.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AprilMayJuneJulyAugustSeptember
1.58
2.04
VMIG.L
MID

Dividends

VMIG.L vs. MID - Dividend Comparison

VMIG.L has not paid dividends to shareholders, while MID's dividend yield for the trailing twelve months is around 0.06%.


TTM2023
VMIG.L
Vanguard FTSE 250 UCITS ETF (GBP) Accumulating
0.00%0.00%
MID
American Century Mid Cap Growth Impact ETF
0.06%0.02%

Drawdowns

VMIG.L vs. MID - Drawdown Comparison

The maximum VMIG.L drawdown since its inception was -41.38%, roughly equal to the maximum MID drawdown of -40.15%. Use the drawdown chart below to compare losses from any high point for VMIG.L and MID. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-10.50%
-4.63%
VMIG.L
MID

Volatility

VMIG.L vs. MID - Volatility Comparison

The current volatility for Vanguard FTSE 250 UCITS ETF (GBP) Accumulating (VMIG.L) is 4.06%, while American Century Mid Cap Growth Impact ETF (MID) has a volatility of 4.83%. This indicates that VMIG.L experiences smaller price fluctuations and is considered to be less risky than MID 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%AprilMayJuneJulyAugustSeptember
4.06%
4.83%
VMIG.L
MID