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VO vs. SPMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VO vs. SPMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mid-Cap ETF (VO) and SPDR Portfolio S&P 400 Mid Cap ETF (SPMD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VO achieves a 10.05% return, which is significantly lower than SPMD's 14.16% return. Both investments have delivered pretty close results over the past 10 years, with VO having a 11.55% annualized return and SPMD not far behind at 11.51%.


VO

1D
-0.45%
1M
3.20%
YTD
10.05%
6M
9.73%
1Y
18.13%
3Y*
16.69%
5Y*
7.87%
10Y*
11.55%

SPMD

1D
-0.08%
1M
3.86%
YTD
14.16%
6M
14.41%
1Y
25.49%
3Y*
16.15%
5Y*
8.20%
10Y*
11.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VO vs. SPMD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VO
Vanguard Mid-Cap ETF
10.05%11.62%15.31%16.03%-18.73%24.70%18.10%30.98%-9.24%19.28%
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
14.16%7.44%13.91%16.48%-13.13%24.76%13.46%25.19%-10.34%15.12%

Correlation

The correlation between VO and SPMD is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2005

0.90

The correlation between VO and SPMD has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.

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Return for Risk

VO vs. SPMD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VO
VO Risk / Return Rank: 4343
Overall Rank
VO Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VO Sortino Ratio Rank: 4141
Sortino Ratio Rank
VO Omega Ratio Rank: 3838
Omega Ratio Rank
VO Calmar Ratio Rank: 4444
Calmar Ratio Rank
VO Martin Ratio Rank: 5050
Martin Ratio Rank

SPMD
SPMD Risk / Return Rank: 5151
Overall Rank
SPMD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SPMD Sortino Ratio Rank: 4848
Sortino Ratio Rank
SPMD Omega Ratio Rank: 4545
Omega Ratio Rank
SPMD Calmar Ratio Rank: 5757
Calmar Ratio Rank
SPMD Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VO vs. SPMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap ETF (VO) and SPDR Portfolio S&P 400 Mid Cap ETF (SPMD). 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.


VOSPMDDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.26

1.29

-0.03

Calmar ratioReturn relative to maximum drawdown

2.23

2.89

-0.66

Martin ratioReturn relative to average drawdown

8.50

10.61

-2.11

VO vs. SPMD - Sharpe Ratio Comparison

The current VO Sharpe Ratio is 1.48, which is comparable to the SPMD Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of VO and SPMD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VOSPMDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

1.65

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.42

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.55

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.45

+0.05

Drawdowns

VO vs. SPMD - Drawdown Comparison

The maximum VO drawdown since its inception was -58.87%, roughly equal to the maximum SPMD drawdown of -57.62%. Use the drawdown chart below to compare losses from any high point for VO and SPMD.


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Drawdown Indicators


VOSPMDDifference

Max Drawdown

Largest peak-to-trough decline

-58.87%

-57.62%

-1.25%

Max Drawdown (1Y)

Largest decline over 1 year

-8.17%

-8.86%

+0.69%

Max Drawdown (3Y)

Largest decline over 3 years

-19.02%

-24.08%

+5.06%

Max Drawdown (5Y)

Largest decline over 5 years

-27.57%

-24.08%

-3.49%

Max Drawdown (10Y)

Largest decline over 10 years

-39.37%

-41.86%

+2.49%

Current Drawdown

Current decline from peak

-0.45%

-0.08%

-0.37%

Average Drawdown

Average peak-to-trough decline

-7.86%

-8.12%

+0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

2.41%

-0.27%

Volatility

VO vs. SPMD - Volatility Comparison

The current volatility for Vanguard Mid-Cap ETF (VO) is 2.99%, while SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) has a volatility of 4.38%. This indicates that VO experiences smaller price fluctuations and is considered to be less risky than SPMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VOSPMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.99%

4.38%

-1.39%

Volatility (6M)

Calculated over the trailing 6-month period

9.21%

11.37%

-2.16%

Volatility (1Y)

Calculated over the trailing 1-year period

12.34%

15.57%

-3.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.59%

19.70%

-2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.95%

21.18%

-2.23%

VO vs. SPMD - Expense Ratio Comparison

VO has a 0.03% expense ratio, which is lower than SPMD's 0.05% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VO vs. SPMD - Dividend Comparison

VO's dividend yield for the trailing twelve months is around 1.36%, more than SPMD's 1.23% yield.


PositionTTM20252024202320222021202020192018201720162015
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
1.23%1.39%1.42%1.47%1.64%1.24%1.30%1.57%1.85%1.97%2.13%5.33%
VO
Vanguard Mid-Cap ETF
1.36%1.52%1.49%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%

Frequently Asked Questions


With a correlation of 0.92, VO and SPMD move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SPMD has higher volatility (4.38%) compared to VO (2.99%). In terms of maximum drawdown, VO dropped -58.87% vs SPMD's -57.62%.

On 10-year performance, VO leads with 11.55% vs 11.51% for SPMD. On fees, VO is cheaper at 0.03% per year. On volatility, VO has been the lower-risk option at 2.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VO has performed better with a 11.55% return vs 11.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VO is cheaper with a 0.03% expense ratio, compared with 0.05% for SPMD.

VO has the higher dividend yield at 1.36%, compared with 1.23% for SPMD.

VO tracks CRSP US Mid Cap Index, while SPMD tracks S&P MidCap 400 Index. They also come from different issuers: Vanguard and State Street. Their fees differ too: 0.03% for VO and 0.05% for SPMD.

SPMD currently has the higher Sharpe Ratio (1.65 vs 1.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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