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VOE vs. VFVA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VOE vs. VFVA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mid-Cap Value ETF (VOE) and Vanguard U.S. Value Factor ETF (VFVA). The values are adjusted to include any dividend payments, if applicable.

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VOE vs. VFVA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VOE
Vanguard Mid-Cap Value ETF
4.67%12.08%14.00%9.85%-7.97%28.78%2.65%27.85%-13.10%
VFVA
Vanguard U.S. Value Factor ETF
2.10%14.77%7.67%17.37%-3.96%36.94%2.28%25.42%-15.61%

Returns By Period

In the year-to-date period, VOE achieves a 4.67% return, which is significantly higher than VFVA's 2.10% 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%

VFVA

1D
0.20%
1M
-4.12%
YTD
2.10%
6M
6.23%
1Y
20.92%
3Y*
14.37%
5Y*
9.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VOE vs. VFVA - Expense Ratio Comparison

VOE has a 0.07% expense ratio, which is lower than VFVA's 0.13% 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. VFVA — Risk / Return Rank

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

VOE
VOE Risk / Return Rank: 5858
Overall Rank
VOE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
VOE Sortino Ratio Rank: 5858
Sortino Ratio Rank
VOE Omega Ratio Rank: 5757
Omega Ratio Rank
VOE Calmar Ratio Rank: 5252
Calmar Ratio Rank
VOE Martin Ratio Rank: 6363
Martin Ratio Rank

VFVA
VFVA Risk / Return Rank: 5252
Overall Rank
VFVA Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VFVA Sortino Ratio Rank: 5353
Sortino Ratio Rank
VFVA Omega Ratio Rank: 5353
Omega Ratio Rank
VFVA Calmar Ratio Rank: 5050
Calmar Ratio Rank
VFVA Martin Ratio Rank: 5353
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. VFVA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap Value ETF (VOE) and Vanguard U.S. Value Factor ETF (VFVA). 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.


VOEVFVADifference

Sharpe ratio

Return per unit of total volatility

1.06

0.94

+0.12

Sortino ratio

Return per unit of downside risk

1.55

1.45

+0.09

Omega ratio

Gain probability vs. loss probability

1.22

1.21

+0.01

Calmar ratio

Return relative to maximum drawdown

1.41

1.35

+0.06

Martin ratio

Return relative to average drawdown

6.51

5.36

+1.15

VOE vs. VFVA - Sharpe Ratio Comparison

The current VOE Sharpe Ratio is 1.06, which is comparable to the VFVA Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of VOE and VFVA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VOEVFVADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

0.94

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.48

+0.06

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

0.39

+0.04

Correlation

The correlation between VOE and VFVA is 0.92, 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. VFVA - Dividend Comparison

VOE's dividend yield for the trailing twelve months is around 1.99%, less than VFVA's 2.09% yield.


TTM20252024202320222021202020192018201720162015
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%
VFVA
Vanguard U.S. Value Factor ETF
2.09%2.13%2.40%2.45%2.21%1.68%2.04%2.08%1.65%0.00%0.00%0.00%

Drawdowns

VOE vs. VFVA - Drawdown Comparison

The maximum VOE drawdown since its inception was -61.50%, which is greater than VFVA's maximum drawdown of -48.58%. Use the drawdown chart below to compare losses from any high point for VOE and VFVA.


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Drawdown Indicators


VOEVFVADifference

Max Drawdown

Largest peak-to-trough decline

-61.50%

-48.58%

-12.92%

Max Drawdown (1Y)

Largest decline over 1 year

-12.42%

-15.54%

+3.12%

Max Drawdown (5Y)

Largest decline over 5 years

-19.70%

-24.07%

+4.37%

Max Drawdown (10Y)

Largest decline over 10 years

-43.18%

Current Drawdown

Current decline from peak

-4.54%

-6.24%

+1.70%

Average Drawdown

Average peak-to-trough decline

-8.41%

-7.43%

-0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

3.91%

-1.23%

Volatility

VOE vs. VFVA - Volatility Comparison

The current volatility for Vanguard Mid-Cap Value ETF (VOE) is 4.01%, while Vanguard U.S. Value Factor ETF (VFVA) has a volatility of 4.33%. This indicates that VOE experiences smaller price fluctuations and is considered to be less risky than VFVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VOEVFVADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.01%

4.33%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

8.77%

11.07%

-2.30%

Volatility (1Y)

Calculated over the trailing 1-year period

16.46%

22.24%

-5.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.11%

20.25%

-4.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

24.51%

-5.67%