VOE vs. AUSF
Compare and contrast key facts about Vanguard Mid-Cap Value ETF (VOE) and Global X Adaptive U.S. Factor ETF (AUSF).
VOE and AUSF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VOE is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mid Cap Value Index. It was launched on Aug 17, 2006. AUSF is a passively managed fund by Global X that tracks the performance of the Adaptive Wealth Strategies U.S. Factor Index. It was launched on Aug 24, 2018. Both VOE and AUSF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
VOE vs. AUSF - Performance Comparison
Loading graphics...
VOE vs. AUSF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VOE Vanguard Mid-Cap Value ETF | 4.67% | 12.08% | 14.00% | 9.85% | -7.97% | 28.78% | 2.65% | 27.85% | -15.93% |
AUSF Global X Adaptive U.S. Factor ETF | 5.27% | 13.69% | 16.05% | 22.26% | -0.18% | 27.48% | 1.27% | 24.06% | -10.79% |
Returns By Period
In the year-to-date period, VOE achieves a 4.67% return, which is significantly lower than AUSF's 5.27% return.
VOE
- 1D
- 0.20%
- 1M
- -4.46%
- YTD
- 4.67%
- 6M
- 7.17%
- 1Y
- 17.39%
- 3Y*
- 13.81%
- 5Y*
- 8.66%
- 10Y*
- 10.23%
AUSF
- 1D
- 0.33%
- 1M
- -3.58%
- YTD
- 5.27%
- 6M
- 6.48%
- 1Y
- 14.35%
- 3Y*
- 20.11%
- 5Y*
- 13.89%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VOE vs. AUSF - Expense Ratio Comparison
VOE has a 0.07% expense ratio, which is lower than AUSF's 0.27% 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%.
Return for Risk
VOE vs. AUSF — Risk / Return Rank
VOE
AUSF
VOE vs. AUSF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap Value ETF (VOE) and Global X Adaptive U.S. Factor ETF (AUSF). 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.
| VOE | AUSF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.00 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.55 | 1.43 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.41 | 1.33 | +0.08 |
Martin ratioReturn relative to average drawdown | 6.51 | 5.71 | +0.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VOE | AUSF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.00 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 1.02 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.64 | -0.22 |
Correlation
The correlation between VOE and AUSF is 0.91, 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.
Dividends
VOE vs. AUSF - Dividend Comparison
VOE's dividend yield for the trailing twelve months is around 1.99%, less than AUSF's 2.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOE Vanguard Mid-Cap Value ETF | 1.99% | 2.10% | 2.11% | 2.27% | 2.27% | 1.78% | 2.36% | 2.05% | 2.75% | 1.86% | 1.92% | 2.05% |
AUSF Global X Adaptive U.S. Factor ETF | 2.70% | 2.78% | 2.63% | 1.83% | 2.51% | 2.22% | 2.95% | 4.02% | 1.46% | 0.00% | 0.00% | 0.00% |
Drawdowns
VOE vs. AUSF - Drawdown Comparison
The maximum VOE drawdown since its inception was -61.50%, which is greater than AUSF's maximum drawdown of -44.25%. Use the drawdown chart below to compare losses from any high point for VOE and AUSF.
Loading graphics...
Drawdown Indicators
| VOE | AUSF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.50% | -44.25% | -17.25% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -10.84% | -1.58% |
Max Drawdown (5Y)Largest decline over 5 years | -19.70% | -14.23% | -5.47% |
Max Drawdown (10Y)Largest decline over 10 years | -43.18% | — | — |
Current DrawdownCurrent decline from peak | -4.54% | -3.58% | -0.96% |
Average DrawdownAverage peak-to-trough decline | -8.41% | -4.26% | -4.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 2.52% | +0.16% |
Volatility
VOE vs. AUSF - Volatility Comparison
Vanguard Mid-Cap Value ETF (VOE) has a higher volatility of 4.01% compared to Global X Adaptive U.S. Factor ETF (AUSF) at 3.17%. This indicates that VOE's price experiences larger fluctuations and is considered to be riskier than AUSF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| VOE | AUSF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 3.17% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 8.77% | 7.44% | +1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.46% | 14.38% | +2.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.11% | 13.69% | +2.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 19.24% | -0.40% |