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 | 10.34% | 24.37% |
1Y Return | 16.49% | 32.34% |
3Y Return (Ann) | 4.09% | 7.44% |
5Y Return (Ann) | 7.71% | 16.51% |
10Y Return (Ann) | 4.56% | 14.54% |
Sharpe Ratio | 1.45 | 1.93 |
Daily Std Dev | 11.47% | 16.80% |
Max Drawdown | -49.43% | -32.73% |
Current Drawdown | -0.92% | -4.11% |
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 10.34% return, which is significantly lower than VOOG's 24.37% return. Over the past 10 years, VOLMX has underperformed VOOG with an annualized return of 4.56%, while VOOG has yielded a comparatively higher 14.54% 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's dividend yield for the trailing twelve months is around 2.98%, more than VOOG's 0.71% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Volumetric Fund | 2.98% | 3.28% | 5.47% | 8.02% | 1.03% | 3.36% | 0.00% | 0.00% | 0.00% | 10.48% | 6.56% | 0.00% |
Vanguard S&P 500 Growth ETF | 0.71% | 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 3.75%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 5.56%. 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.