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VOLMX vs. VOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.9

Performance

VOLMX vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Volumetric Fund (VOLMX) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
100.42%
774.07%
VOLMX
VOOG

Key characteristics

Sharpe Ratio

VOLMX:

0.95

VOOG:

2.24

Sortino Ratio

VOLMX:

1.34

VOOG:

2.88

Omega Ratio

VOLMX:

1.18

VOOG:

1.41

Calmar Ratio

VOLMX:

0.60

VOOG:

3.05

Martin Ratio

VOLMX:

5.11

VOOG:

12.09

Ulcer Index

VOLMX:

2.31%

VOOG:

3.24%

Daily Std Dev

VOLMX:

12.43%

VOOG:

17.50%

Max Drawdown

VOLMX:

-49.43%

VOOG:

-32.73%

Current Drawdown

VOLMX:

-6.80%

VOOG:

-2.43%

Returns By Period

In the year-to-date period, VOLMX achieves a 13.67% return, which is significantly lower than VOOG's 37.61% return. Over the past 10 years, VOLMX has underperformed VOOG with an annualized return of 2.54%, while VOOG has yielded a comparatively higher 15.20% annualized return.


VOLMX

YTD

13.67%

1M

-3.43%

6M

5.43%

1Y

10.44%

5Y*

3.00%

10Y*

2.54%

VOOG

YTD

37.61%

1M

3.33%

6M

11.61%

1Y

37.72%

5Y*

17.40%

10Y*

15.20%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VOLMX vs. VOOG - Expense Ratio Comparison

VOLMX has a 1.89% expense ratio, which is higher than VOOG's 0.10% expense ratio.


VOLMX
Volumetric Fund
Expense ratio chart for VOLMX: current value at 1.89% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.89%
Expense ratio chart for VOOG: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

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.


Sharpe ratio
The chart of Sharpe ratio for VOLMX, currently valued at 0.95, compared to the broader market-1.000.001.002.003.004.000.952.24
The chart of Sortino ratio for VOLMX, currently valued at 1.34, compared to the broader market-2.000.002.004.006.008.0010.001.342.88
The chart of Omega ratio for VOLMX, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.003.501.181.41
The chart of Calmar ratio for VOLMX, currently valued at 0.60, compared to the broader market0.002.004.006.008.0010.0012.0014.000.603.05
The chart of Martin ratio for VOLMX, currently valued at 5.11, compared to the broader market0.0020.0040.0060.005.1112.09
VOLMX
VOOG

The current VOLMX Sharpe Ratio is 0.95, which is lower than the VOOG Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of VOLMX and VOOG, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.95
2.24
VOLMX
VOOG

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 0.34%.


TTM20232022202120202019201820172016201520142013
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
0.34%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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.80%
-2.43%
VOLMX
VOOG

Volatility

VOLMX vs. VOOG - Volatility Comparison

The current volatility for Volumetric Fund (VOLMX) is 4.02%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 4.77%. 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.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.02%
4.77%
VOLMX
VOOG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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