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 Apr 5, 2019.
Performance
VOLMX vs. VOOG - Performance Comparison
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VOLMX vs. VOOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VOLMX Volumetric Fund | -3.33% | 1.52% | 5.77% | 12.57% | -14.29% | 17.79% | 10.05% | 20.13% | -10.31% | 9.08% |
VOOG Vanguard S&P 500 Growth ETF | -6.97% | 22.11% | 35.89% | 29.96% | -29.48% | 31.95% | 33.35% | 30.93% | -0.21% | 27.19% |
Returns By Period
In the year-to-date period, VOLMX achieves a -3.33% return, which is significantly higher than VOOG's -6.97% return. Over the past 10 years, VOLMX has underperformed VOOG with an annualized return of 4.44%, while VOOG has yielded a comparatively higher 15.86% annualized return.
VOLMX
- 1D
- 2.36%
- 1M
- -4.85%
- YTD
- -3.33%
- 6M
- -3.67%
- 1Y
- 3.12%
- 3Y*
- 4.43%
- 5Y*
- 2.10%
- 10Y*
- 4.44%
VOOG
- 1D
- 1.30%
- 1M
- -4.28%
- YTD
- -6.97%
- 6M
- -5.29%
- 1Y
- 23.21%
- 3Y*
- 22.32%
- 5Y*
- 12.46%
- 10Y*
- 15.86%
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VOLMX vs. VOOG - Expense Ratio Comparison
VOLMX has a 1.89% expense ratio, which is higher than VOOG's 0.07% expense ratio.
Return for Risk
VOLMX vs. VOOG — Risk / Return Rank
VOLMX
VOOG
VOLMX vs. VOOG - Risk-Adjusted Trends 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.
| VOLMX | VOOG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.26 | 1.05 | -0.79 |
Sortino ratioReturn per unit of downside risk | 0.46 | 1.62 | -1.16 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.23 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.44 | 1.76 | -1.32 |
Martin ratioReturn relative to average drawdown | 1.62 | 6.81 | -5.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VOLMX | VOOG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | 1.05 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.59 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.77 | -0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.84 | -0.55 |
Correlation
The correlation between VOLMX and VOOG 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
VOLMX vs. VOOG - Dividend Comparison
VOLMX's dividend yield for the trailing twelve months is around 1.96%, more than VOOG's 0.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOLMX Volumetric Fund | 1.96% | 1.89% | 0.00% | 3.28% | 5.47% | 8.02% | 1.03% | 3.36% | 2.39% | 0.00% | 0.00% | 0.00% |
VOOG Vanguard S&P 500 Growth ETF | 0.53% | 0.49% | 0.49% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% |
Drawdowns
VOLMX vs. VOOG - Drawdown Comparison
The maximum VOLMX drawdown since its inception was -49.79%, 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.
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Drawdown Indicators
| VOLMX | VOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.79% | -32.73% | -17.06% |
Max Drawdown (1Y)Largest decline over 1 year | -9.86% | -13.71% | +3.85% |
Max Drawdown (5Y)Largest decline over 5 years | -24.09% | -32.73% | +8.64% |
Max Drawdown (10Y)Largest decline over 10 years | -28.21% | -32.73% | +4.52% |
Current DrawdownCurrent decline from peak | -13.73% | -9.07% | -4.66% |
Average DrawdownAverage peak-to-trough decline | -9.51% | -5.01% | -4.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 3.54% | -0.84% |
Volatility
VOLMX vs. VOOG - Volatility Comparison
The current volatility for Volumetric Fund (VOLMX) is 4.43%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 7.28%. 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.
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Volatility by Period
| VOLMX | VOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 7.28% | -2.85% |
Volatility (6M)Calculated over the trailing 6-month period | 8.55% | 12.68% | -4.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.59% | 22.28% | -7.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.85% | 21.16% | -7.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.56% | 20.65% | -6.09% |