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VOE vs. VONV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VOE and VONV is 0.88, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

VOE vs. VONV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mid-Cap Value ETF (VOE) and Vanguard Russell 1000 Value ETF (VONV). The values are adjusted to include any dividend payments, if applicable.

300.00%320.00%340.00%360.00%380.00%400.00%NovemberDecember2025FebruaryMarchApril
341.10%
325.27%
VOE
VONV

Key characteristics

Sharpe Ratio

VOE:

0.32

VONV:

0.37

Sortino Ratio

VOE:

0.56

VONV:

0.63

Omega Ratio

VOE:

1.08

VONV:

1.09

Calmar Ratio

VOE:

0.29

VONV:

0.38

Martin Ratio

VOE:

1.00

VONV:

1.48

Ulcer Index

VOE:

5.28%

VONV:

4.07%

Daily Std Dev

VOE:

16.63%

VONV:

16.11%

Max Drawdown

VOE:

-61.54%

VONV:

-38.21%

Current Drawdown

VOE:

-11.21%

VONV:

-8.80%

Returns By Period

In the year-to-date period, VOE achieves a -3.89% return, which is significantly lower than VONV's -2.10% return. Both investments have delivered pretty close results over the past 10 years, with VOE having a 7.71% annualized return and VONV not far ahead at 8.05%.


VOE

YTD

-3.89%

1M

-4.37%

6M

-6.19%

1Y

5.19%

5Y*

14.56%

10Y*

7.71%

VONV

YTD

-2.10%

1M

-4.66%

6M

-3.69%

1Y

6.27%

5Y*

13.42%

10Y*

8.05%

*Annualized

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VOE vs. VONV - Expense Ratio Comparison

VOE has a 0.07% expense ratio, which is lower than VONV's 0.08% 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%.


Expense ratio chart for VONV: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VONV: 0.08%
Expense ratio chart for VOE: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOE: 0.07%

Risk-Adjusted Performance

VOE vs. VONV — Risk-Adjusted Performance Rank

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

VOE
The Risk-Adjusted Performance Rank of VOE is 4141
Overall Rank
The Sharpe Ratio Rank of VOE is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of VOE is 4141
Sortino Ratio Rank
The Omega Ratio Rank of VOE is 4141
Omega Ratio Rank
The Calmar Ratio Rank of VOE is 4343
Calmar Ratio Rank
The Martin Ratio Rank of VOE is 4040
Martin Ratio Rank

VONV
The Risk-Adjusted Performance Rank of VONV is 4848
Overall Rank
The Sharpe Ratio Rank of VONV is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of VONV is 4646
Sortino Ratio Rank
The Omega Ratio Rank of VONV is 4747
Omega Ratio Rank
The Calmar Ratio Rank of VONV is 5252
Calmar Ratio Rank
The Martin Ratio Rank of VONV is 4949
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VOE vs. VONV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap Value ETF (VOE) and Vanguard Russell 1000 Value ETF (VONV). 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.


The chart of Sharpe ratio for VOE, currently valued at 0.32, compared to the broader market-1.000.001.002.003.004.00
VOE: 0.32
VONV: 0.37
The chart of Sortino ratio for VOE, currently valued at 0.56, compared to the broader market-2.000.002.004.006.008.00
VOE: 0.56
VONV: 0.63
The chart of Omega ratio for VOE, currently valued at 1.08, compared to the broader market0.501.001.502.002.50
VOE: 1.08
VONV: 1.09
The chart of Calmar ratio for VOE, currently valued at 0.29, compared to the broader market0.002.004.006.008.0010.0012.00
VOE: 0.29
VONV: 0.38
The chart of Martin ratio for VOE, currently valued at 1.00, compared to the broader market0.0020.0040.0060.00
VOE: 1.00
VONV: 1.48

The current VOE Sharpe Ratio is 0.32, which is comparable to the VONV Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of VOE and VONV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.32
0.37
VOE
VONV

Dividends

VOE vs. VONV - Dividend Comparison

VOE's dividend yield for the trailing twelve months is around 2.42%, more than VONV's 2.08% yield.


TTM20242023202220212020201920182017201620152014
VOE
Vanguard Mid-Cap Value ETF
2.42%2.11%2.27%2.27%1.78%2.36%2.05%2.75%1.86%1.92%2.05%1.67%
VONV
Vanguard Russell 1000 Value ETF
2.08%1.97%2.09%2.23%1.67%2.25%2.30%2.56%2.18%2.39%2.38%2.10%

Drawdowns

VOE vs. VONV - Drawdown Comparison

The maximum VOE drawdown since its inception was -61.54%, which is greater than VONV's maximum drawdown of -38.21%. Use the drawdown chart below to compare losses from any high point for VOE and VONV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.21%
-8.80%
VOE
VONV

Volatility

VOE vs. VONV - Volatility Comparison

Vanguard Mid-Cap Value ETF (VOE) and Vanguard Russell 1000 Value ETF (VONV) have volatilities of 11.96% and 11.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.96%
11.81%
VOE
VONV