VMVFX vs. VOO
Compare and contrast key facts about Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) and Vanguard S&P 500 ETF (VOO).
VMVFX is managed by Vanguard. It was launched on Dec 12, 2013. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VMVFX or VOO.
Correlation
The correlation between VMVFX and VOO is 0.85, 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
VMVFX vs. VOO - Performance Comparison
Key characteristics
VMVFX:
0.63
VOO:
-0.07
VMVFX:
0.85
VOO:
0.01
VMVFX:
1.13
VOO:
1.00
VMVFX:
1.07
VOO:
-0.07
VMVFX:
3.71
VOO:
-0.36
VMVFX:
1.58%
VOO:
3.31%
VMVFX:
9.28%
VOO:
15.79%
VMVFX:
-33.09%
VOO:
-33.99%
VMVFX:
-5.45%
VOO:
-17.13%
Returns By Period
In the year-to-date period, VMVFX achieves a 0.39% return, which is significantly higher than VOO's -13.30% return. Over the past 10 years, VMVFX has underperformed VOO with an annualized return of 5.89%, while VOO has yielded a comparatively higher 11.35% annualized return.
VMVFX
0.39%
-4.39%
-1.80%
6.55%
10.48%
5.89%
VOO
-13.30%
-12.91%
-11.02%
0.06%
17.17%
11.35%
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VMVFX vs. VOO - Expense Ratio Comparison
VMVFX has a 0.21% 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%.
Risk-Adjusted Performance
VMVFX vs. VOO — Risk-Adjusted Performance Rank
VMVFX
VOO
VMVFX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) 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.
Dividends
VMVFX vs. VOO - Dividend Comparison
VMVFX's dividend yield for the trailing twelve months is around 1.91%, more than VOO's 1.50% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 1.91% | 1.92% | 3.05% | 2.56% | 3.42% | 2.03% | 3.30% | 2.42% | 2.31% | 2.71% | 1.81% | 2.54% |
VOO Vanguard S&P 500 ETF | 1.50% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
VMVFX vs. VOO - Drawdown Comparison
The maximum VMVFX drawdown since its inception was -33.09%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VMVFX and VOO. For additional features, visit the drawdowns tool.
Volatility
VMVFX vs. VOO - Volatility Comparison
The current volatility for Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) is 5.51%, while Vanguard S&P 500 ETF (VOO) has a volatility of 9.12%. This indicates that VMVFX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.