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VOE vs. XSVM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VOE vs. XSVM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mid-Cap Value ETF (VOE) and Invesco S&P SmallCap Value with Momentum ETF (XSVM). The values are adjusted to include any dividend payments, if applicable.

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VOE vs. XSVM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VOE
Vanguard Mid-Cap Value ETF
4.67%12.08%14.00%9.85%-7.97%28.78%2.65%27.85%-12.48%17.07%
XSVM
Invesco S&P SmallCap Value with Momentum ETF
6.63%7.47%2.30%20.20%-13.63%56.36%5.08%30.01%-12.33%3.62%

Returns By Period

In the year-to-date period, VOE achieves a 4.67% return, which is significantly lower than XSVM's 6.63% return. Over the past 10 years, VOE has underperformed XSVM with an annualized return of 10.23%, while XSVM has yielded a comparatively higher 12.22% annualized 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%

XSVM

1D
0.60%
1M
-2.33%
YTD
6.63%
6M
8.31%
1Y
22.91%
3Y*
12.18%
5Y*
6.23%
10Y*
12.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VOE vs. XSVM - Expense Ratio Comparison

VOE has a 0.07% expense ratio, which is lower than XSVM's 0.39% expense ratio.


Return for Risk

VOE vs. XSVM — 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

XSVM
XSVM Risk / Return Rank: 5858
Overall Rank
XSVM Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
XSVM Sortino Ratio Rank: 5959
Sortino Ratio Rank
XSVM Omega Ratio Rank: 5252
Omega Ratio Rank
XSVM Calmar Ratio Rank: 6666
Calmar Ratio Rank
XSVM Martin Ratio Rank: 5656
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. XSVM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap Value ETF (VOE) and Invesco S&P SmallCap Value with Momentum ETF (XSVM). 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.


VOEXSVMDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.03

+0.03

Sortino ratio

Return per unit of downside risk

1.55

1.57

-0.03

Omega ratio

Gain probability vs. loss probability

1.22

1.21

+0.02

Calmar ratio

Return relative to maximum drawdown

1.41

1.75

-0.35

Martin ratio

Return relative to average drawdown

6.51

5.69

+0.82

VOE vs. XSVM - Sharpe Ratio Comparison

The current VOE Sharpe Ratio is 1.06, which is comparable to the XSVM Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of VOE and XSVM, 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


VOEXSVMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.03

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.27

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.49

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.35

+0.08

Correlation

The correlation between VOE and XSVM is 0.86, 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. XSVM - Dividend Comparison

VOE's dividend yield for the trailing twelve months is around 1.99%, which matches XSVM's 1.99% 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%
XSVM
Invesco S&P SmallCap Value with Momentum ETF
1.99%2.29%1.69%1.31%1.79%1.23%1.21%1.22%2.54%1.90%2.29%2.68%

Drawdowns

VOE vs. XSVM - Drawdown Comparison

The maximum VOE drawdown since its inception was -61.50%, roughly equal to the maximum XSVM drawdown of -62.57%. Use the drawdown chart below to compare losses from any high point for VOE and XSVM.


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Drawdown Indicators


VOEXSVMDifference

Max Drawdown

Largest peak-to-trough decline

-61.50%

-62.57%

+1.07%

Max Drawdown (1Y)

Largest decline over 1 year

-12.42%

-13.35%

+0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-19.70%

-26.21%

+6.51%

Max Drawdown (10Y)

Largest decline over 10 years

-43.18%

-49.02%

+5.84%

Current Drawdown

Current decline from peak

-4.54%

-5.23%

+0.69%

Average Drawdown

Average peak-to-trough decline

-8.41%

-11.65%

+3.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

4.11%

-1.43%

Volatility

VOE vs. XSVM - Volatility Comparison

The current volatility for Vanguard Mid-Cap Value ETF (VOE) is 4.01%, while Invesco S&P SmallCap Value with Momentum ETF (XSVM) has a volatility of 5.34%. This indicates that VOE experiences smaller price fluctuations and is considered to be less risky than XSVM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VOEXSVMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.01%

5.34%

-1.33%

Volatility (6M)

Calculated over the trailing 6-month period

8.77%

13.20%

-4.43%

Volatility (1Y)

Calculated over the trailing 1-year period

16.46%

22.34%

-5.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.11%

22.98%

-6.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

25.07%

-6.23%