VOLMX vs. VOOG
Compare and contrast key facts about Volumetric Fund (VOLMX) and Vanguard S&P 500 Growth ETF (VOOG).
VOLMX is managed by Volumetric. It was launched on Jan 2, 1979. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VOLMX or VOOG.
Key characteristics
| VOLMX | VOOG | |
|---|---|---|
| YTD Return | 19.44% | 35.27% |
| 1Y Return | 26.22% | 46.56% |
| 3Y Return (Ann) | -0.46% | 8.15% |
| 5Y Return (Ann) | 4.57% | 18.15% |
| 10Y Return (Ann) | 3.25% | 15.25% |
| Sharpe Ratio | 2.12 | 2.66 |
| Sortino Ratio | 2.89 | 3.40 |
| Omega Ratio | 1.39 | 1.49 |
| Calmar Ratio | 1.15 | 2.74 |
| Martin Ratio | 11.99 | 14.13 |
| Ulcer Index | 2.14% | 3.21% |
| Daily Std Dev | 12.11% | 17.04% |
| Max Drawdown | -49.43% | -32.73% |
| Current Drawdown | -2.07% | 0.00% |
Correlation
The correlation between VOLMX and VOOG is 0.87, 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.
Performance
VOLMX vs. VOOG - Performance Comparison
In the year-to-date period, VOLMX achieves a 19.44% return, which is significantly lower than VOOG's 35.27% return. Over the past 10 years, VOLMX has underperformed VOOG with an annualized return of 3.25%, while VOOG has yielded a comparatively higher 15.25% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VOLMX vs. VOOG - Expense Ratio Comparison
VOLMX has a 1.89% expense ratio, which is higher than VOOG's 0.10% expense ratio.
Risk-Adjusted Performance
VOLMX vs. VOOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Volumetric Fund (VOLMX) and Vanguard S&P 500 Growth ETF (VOOG). 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.
Dividends
VOLMX vs. VOOG - Dividend Comparison
VOLMX has not paid dividends to shareholders, while VOOG's dividend yield for the trailing twelve months is around 0.59%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOLMX Volumetric Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 10.48% | 6.56% | 0.00% |
VOOG Vanguard S&P 500 Growth ETF | 0.59% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Drawdowns
VOLMX vs. VOOG - Drawdown Comparison
The maximum VOLMX drawdown since its inception was -49.43%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for VOLMX and VOOG. For additional features, visit the drawdowns tool.
Volatility
VOLMX vs. VOOG - Volatility Comparison
The current volatility for Volumetric Fund (VOLMX) is 4.12%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 5.25%. This indicates that VOLMX experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.