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VOE vs. NVDY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VOE vs. NVDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mid-Cap Value ETF (VOE) and YieldMax NVDA Option Income Strategy ETF (NVDY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VOE achieves a 12.81% return, which is significantly higher than NVDY's 8.91% return.


VOE

1D
1.10%
1M
3.67%
YTD
12.81%
6M
11.83%
1Y
24.24%
3Y*
16.04%
5Y*
8.93%
10Y*
10.92%

NVDY

1D
0.08%
1M
-7.09%
YTD
8.91%
6M
14.71%
1Y
36.80%
3Y*
51.33%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOE vs. NVDY - Yearly Performance Comparison


2026 (YTD)202520242023
VOE
Vanguard Mid-Cap Value ETF
12.81%12.08%14.00%11.98%
NVDY
YieldMax NVDA Option Income Strategy ETF
8.91%27.38%114.23%41.31%

Correlation

The correlation between VOE and NVDY is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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

0.19

Correlation (All Time)
Calculated using the full available price history since May 11, 2023

0.19

The correlation between VOE and NVDY shifts across timeframes, from 0.09 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VOE vs. NVDY — Risk / Return Rank

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

VOE
VOE Risk / Return Rank: 7777
Overall Rank
VOE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VOE Sortino Ratio Rank: 7878
Sortino Ratio Rank
VOE Omega Ratio Rank: 7272
Omega Ratio Rank
VOE Calmar Ratio Rank: 7878
Calmar Ratio Rank
VOE Martin Ratio Rank: 7979
Martin Ratio Rank

NVDY
NVDY Risk / Return Rank: 4747
Overall Rank
NVDY Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
NVDY Sortino Ratio Rank: 4040
Sortino Ratio Rank
NVDY Omega Ratio Rank: 4040
Omega Ratio Rank
NVDY Calmar Ratio Rank: 6666
Calmar Ratio Rank
NVDY Martin Ratio Rank: 4747
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.

VOE vs. NVDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap Value ETF (VOE) and YieldMax NVDA Option Income Strategy ETF (NVDY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VOENVDYDifference
Sharpe ratioReturn per unit of total volatility

+0.78

Sortino ratioReturn per unit of downside risk

+1.18

Omega ratioGain probability vs. loss probability

1.36

1.23

+0.13

Calmar ratioReturn relative to maximum drawdown

3.52

2.89

+0.63

Martin ratioReturn relative to average drawdown

13.34

6.79

+6.55

VOE vs. NVDY - Sharpe Ratio Comparison

The current VOE Sharpe Ratio is 2.10, which is higher than the NVDY Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of VOE and NVDY, 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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Drawdowns

VOE vs. NVDY - Drawdown Comparison

The maximum VOE drawdown since its inception was -61.50%, which is greater than NVDY's maximum drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for VOE and NVDY.


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Drawdown Indicators


VOENVDYDifference

Max Drawdown

Largest peak-to-trough decline

-61.50%

-34.08%

-27.42%

Max Drawdown (1Y)

Largest decline over 1 year

-6.93%

-12.81%

+5.88%

Max Drawdown (3Y)

Largest decline over 3 years

-18.45%

-34.08%

+15.63%

Max Drawdown (5Y)

Largest decline over 5 years

-19.70%

Max Drawdown (10Y)

Largest decline over 10 years

-43.18%

Current Drawdown

Current decline from peak

0.00%

-10.09%

+10.09%

Average Drawdown

Average peak-to-trough decline

-8.34%

-6.17%

-2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

5.44%

-3.61%

Volatility

VOE vs. NVDY - Volatility Comparison

The current volatility for Vanguard Mid-Cap Value ETF (VOE) is 3.19%, while YieldMax NVDA Option Income Strategy ETF (NVDY) has a volatility of 10.45%. This indicates that VOE experiences smaller price fluctuations and is considered to be less risky than NVDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VOENVDYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

10.45%

-7.26%

Volatility (6M)

Calculated over the trailing 6-month period

8.30%

21.66%

-13.36%

Volatility (1Y)

Calculated over the trailing 1-year period

11.63%

28.06%

-16.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.06%

38.24%

-22.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.83%

38.24%

-19.41%

VOE vs. NVDY - Expense Ratio Comparison

VOE has a 0.05% expense ratio, which is lower than NVDY's 0.99% expense ratio.


Dividends

VOE vs. NVDY - Dividend Comparison

VOE's dividend yield for the trailing twelve months is around 1.84%, less than NVDY's 66.87% yield.


PositionTTM20252024202320222021202020192018201720162015
NVDY
YieldMax NVDA Option Income Strategy ETF
66.87%83.10%83.65%22.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOE
Vanguard Mid-Cap Value ETF
1.84%2.10%2.11%2.27%2.27%1.78%2.36%2.05%2.75%1.86%1.92%2.05%

Frequently Asked Questions


VOE and NVDY have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVDY has higher volatility (10.45%) compared to VOE (3.19%). In terms of maximum drawdown, VOE dropped -61.50% vs NVDY's -34.08%.

On 3-year performance, NVDY leads with 51.33% vs 16.04% for VOE. On fees, VOE is cheaper at 0.05% per year. On volatility, VOE has been the lower-risk option at 3.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, NVDY has performed better with a 51.33% return vs 16.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VOE is cheaper with a 0.05% expense ratio, compared with 0.99% for NVDY.

NVDY has the higher dividend yield at 66.87%, compared with 1.84% for VOE.

VOE is categorized as Mid Cap Value Equities, while NVDY is Derivative Income. They also come from different issuers: Vanguard and YieldMax. Their fees differ too: 0.05% for VOE and 0.99% for NVDY.

VOE currently has the higher Sharpe Ratio (2.10 vs 1.32), 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.

Portfolio Optimizer

Find the right allocation for VOE and NVDY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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