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VONV vs. VOE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VONV and VOE is 0.94, 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

VONV vs. VOE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 1000 Value ETF (VONV) and Vanguard Mid-Cap Value ETF (VOE). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
6.85%
8.24%
VONV
VOE

Key characteristics

Sharpe Ratio

VONV:

1.52

VOE:

1.38

Sortino Ratio

VONV:

2.17

VOE:

1.96

Omega Ratio

VONV:

1.27

VOE:

1.24

Calmar Ratio

VONV:

2.11

VOE:

1.87

Martin Ratio

VONV:

8.14

VOE:

7.21

Ulcer Index

VONV:

2.01%

VOE:

2.25%

Daily Std Dev

VONV:

10.81%

VOE:

11.73%

Max Drawdown

VONV:

-38.21%

VOE:

-61.55%

Current Drawdown

VONV:

-7.01%

VOE:

-7.70%

Returns By Period

The year-to-date returns for both stocks are quite close, with VONV having a 14.07% return and VOE slightly lower at 13.89%. Both investments have delivered pretty close results over the past 10 years, with VONV having a 8.31% annualized return and VOE not far ahead at 8.47%.


VONV

YTD

14.07%

1M

-3.91%

6M

6.85%

1Y

16.40%

5Y*

8.63%

10Y*

8.31%

VOE

YTD

13.89%

1M

-4.41%

6M

8.24%

1Y

16.24%

5Y*

8.82%

10Y*

8.47%

Compare stocks, funds, or ETFs

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


VONV vs. VOE - Expense Ratio Comparison

VONV has a 0.08% expense ratio, which is higher than VOE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VONV
Vanguard Russell 1000 Value ETF
Expense ratio chart for VONV: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for VOE: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VONV vs. VOE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 Value ETF (VONV) and Vanguard Mid-Cap Value ETF (VOE). 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 VONV, currently valued at 1.52, compared to the broader market0.002.004.001.521.38
The chart of Sortino ratio for VONV, currently valued at 2.17, compared to the broader market-2.000.002.004.006.008.0010.002.171.96
The chart of Omega ratio for VONV, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.24
The chart of Calmar ratio for VONV, currently valued at 2.11, compared to the broader market0.005.0010.0015.002.111.87
The chart of Martin ratio for VONV, currently valued at 8.14, compared to the broader market0.0020.0040.0060.0080.00100.008.147.21
VONV
VOE

The current VONV Sharpe Ratio is 1.52, which is comparable to the VOE Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of VONV and VOE, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.52
1.38
VONV
VOE

Dividends

VONV vs. VOE - Dividend Comparison

VONV's dividend yield for the trailing twelve months is around 1.42%, less than VOE's 2.17% yield.


TTM20232022202120202019201820172016201520142013
VONV
Vanguard Russell 1000 Value ETF
1.42%2.09%2.23%1.67%2.25%2.30%2.56%2.18%2.39%2.38%2.10%1.92%
VOE
Vanguard Mid-Cap Value ETF
1.49%2.27%2.27%1.78%2.36%2.05%2.75%1.86%1.92%2.05%1.67%1.53%

Drawdowns

VONV vs. VOE - Drawdown Comparison

The maximum VONV drawdown since its inception was -38.21%, smaller than the maximum VOE drawdown of -61.55%. Use the drawdown chart below to compare losses from any high point for VONV and VOE. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.01%
-7.70%
VONV
VOE

Volatility

VONV vs. VOE - Volatility Comparison

The current volatility for Vanguard Russell 1000 Value ETF (VONV) is 3.53%, while Vanguard Mid-Cap Value ETF (VOE) has a volatility of 4.00%. This indicates that VONV experiences smaller price fluctuations and is considered to be less risky than VOE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.53%
4.00%
VONV
VOE
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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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