VOT vs. IMCG
Compare and contrast key facts about Vanguard Mid-Cap Growth ETF (VOT) and iShares Morningstar Mid-Cap Growth ETF (IMCG).
VOT and IMCG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VOT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Mid Cap Growth Index. It was launched on Aug 17, 2006. IMCG is a passively managed fund by iShares that tracks the performance of the Morningstar US Mid Cap Broad Growth Index. It was launched on Jun 28, 2004. Both VOT and IMCG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VOT or IMCG.
Performance
VOT vs. IMCG - Performance Comparison
Returns By Period
In the year-to-date period, VOT achieves a 18.49% return, which is significantly lower than IMCG's 20.27% return. Over the past 10 years, VOT has underperformed IMCG with an annualized return of 10.62%, while IMCG has yielded a comparatively higher 12.06% annualized return.
VOT
18.49%
2.87%
10.53%
30.51%
11.64%
10.62%
IMCG
20.27%
2.75%
11.00%
32.22%
13.31%
12.06%
Key characteristics
| VOT | IMCG | |
|---|---|---|
| Sharpe Ratio | 2.13 | 2.34 |
| Sortino Ratio | 2.88 | 3.20 |
| Omega Ratio | 1.37 | 1.40 |
| Calmar Ratio | 1.31 | 1.53 |
| Martin Ratio | 12.35 | 12.15 |
| Ulcer Index | 2.52% | 2.73% |
| Daily Std Dev | 14.64% | 14.18% |
| Max Drawdown | -60.17% | -58.96% |
| Current Drawdown | -2.18% | -2.13% |
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VOT vs. IMCG - Expense Ratio Comparison
VOT has a 0.07% expense ratio, which is higher than IMCG's 0.06% 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%.
Correlation
The correlation between VOT and IMCG is 0.96, 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.
Risk-Adjusted Performance
VOT vs. IMCG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap Growth ETF (VOT) and iShares Morningstar Mid-Cap Growth ETF (IMCG). 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
VOT vs. IMCG - Dividend Comparison
VOT's dividend yield for the trailing twelve months is around 0.68%, less than IMCG's 0.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOT Vanguard Mid-Cap Growth ETF | 0.68% | 0.71% | 0.78% | 0.34% | 0.56% | 0.78% | 0.84% | 0.72% | 0.81% | 0.81% | 0.79% | 0.61% |
IMCG iShares Morningstar Mid-Cap Growth ETF | 0.78% | 0.85% | 0.91% | 0.41% | 0.09% | 0.30% | 0.35% | 0.45% | 0.52% | 0.38% | 0.60% | 0.36% |
Drawdowns
VOT vs. IMCG - Drawdown Comparison
The maximum VOT drawdown since its inception was -60.17%, roughly equal to the maximum IMCG drawdown of -58.96%. Use the drawdown chart below to compare losses from any high point for VOT and IMCG. For additional features, visit the drawdowns tool.
Volatility
VOT vs. IMCG - Volatility Comparison
Vanguard Mid-Cap Growth ETF (VOT) and iShares Morningstar Mid-Cap Growth ETF (IMCG) have volatilities of 4.93% and 4.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.