VMVIX vs. VOOG
Compare and contrast key facts about Vanguard Mid-Cap Value Index Fund (VMVIX) and Vanguard S&P 500 Growth ETF (VOOG).
VMVIX is managed by Vanguard. It was launched on Aug 17, 2006. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth 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: VMVIX or VOOG.
Key characteristics
| VMVIX | VOOG | |
|---|---|---|
| YTD Return | 20.24% | 35.27% |
| 1Y Return | 36.22% | 46.56% |
| 3Y Return (Ann) | 6.98% | 8.15% |
| 5Y Return (Ann) | 10.54% | 18.15% |
| 10Y Return (Ann) | 9.21% | 15.25% |
| Sharpe Ratio | 2.90 | 2.66 |
| Sortino Ratio | 4.07 | 3.40 |
| Omega Ratio | 1.51 | 1.49 |
| Calmar Ratio | 2.69 | 2.74 |
| Martin Ratio | 18.13 | 14.13 |
| Ulcer Index | 1.94% | 3.21% |
| Daily Std Dev | 12.10% | 17.04% |
| Max Drawdown | -61.61% | -32.73% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between VMVIX and VOOG is 0.76, 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
VMVIX vs. VOOG - Performance Comparison
In the year-to-date period, VMVIX achieves a 20.24% return, which is significantly lower than VOOG's 35.27% return. Over the past 10 years, VMVIX has underperformed VOOG with an annualized return of 9.21%, while VOOG has yielded a comparatively higher 15.25% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VMVIX vs. VOOG - Expense Ratio Comparison
VMVIX has a 0.19% expense ratio, which is higher than VOOG's 0.10% 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
VMVIX vs. VOOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap Value Index Fund (VMVIX) and Vanguard S&P 500 Growth ETF (VOOG). 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
VMVIX vs. VOOG - Dividend Comparison
VMVIX's dividend yield for the trailing twelve months is around 1.95%, more than VOOG's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VMVIX Vanguard Mid-Cap Value Index Fund | 1.95% | 2.16% | 2.15% | 1.67% | 2.26% | 1.95% | 2.60% | 1.75% | 1.81% | 1.91% | 1.51% | 1.40% |
VOOG Vanguard S&P 500 Growth ETF | 0.59% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Drawdowns
VMVIX vs. VOOG - Drawdown Comparison
The maximum VMVIX drawdown since its inception was -61.61%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for VMVIX and VOOG. For additional features, visit the drawdowns tool.
Volatility
VMVIX vs. VOOG - Volatility Comparison
The current volatility for Vanguard Mid-Cap Value Index Fund (VMVIX) is 3.55%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 5.25%. This indicates that VMVIX experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.