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

Correlation

The correlation between VOT and VOE 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.


-0.50.00.51.00.9

Performance

VOT vs. VOE - Performance Comparison

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

350.00%400.00%450.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
478.26%
371.82%
VOT
VOE

Key characteristics

Sharpe Ratio

VOT:

1.45

VOE:

1.42

Sortino Ratio

VOT:

1.99

VOE:

2.01

Omega Ratio

VOT:

1.26

VOE:

1.25

Calmar Ratio

VOT:

1.16

VOE:

1.93

Martin Ratio

VOT:

8.29

VOE:

7.46

Ulcer Index

VOT:

2.64%

VOE:

2.25%

Daily Std Dev

VOT:

15.09%

VOE:

11.77%

Max Drawdown

VOT:

-60.17%

VOE:

-61.55%

Current Drawdown

VOT:

-5.42%

VOE:

-7.30%

Returns By Period

In the year-to-date period, VOT achieves a 19.01% return, which is significantly higher than VOE's 14.38% return. Over the past 10 years, VOT has outperformed VOE with an annualized return of 10.56%, while VOE has yielded a comparatively lower 8.45% annualized return.


VOT

YTD

19.01%

1M

-1.96%

6M

12.90%

1Y

19.37%

5Y*

11.16%

10Y*

10.56%

VOE

YTD

14.38%

1M

-5.64%

6M

8.71%

1Y

15.12%

5Y*

8.94%

10Y*

8.45%

Compare stocks, funds, or ETFs

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


VOT vs. VOE - Expense Ratio Comparison

Both VOT and VOE have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


VOT
Vanguard Mid-Cap Growth ETF
Expense ratio chart for VOT: 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%
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

VOT vs. VOE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap Growth ETF (VOT) 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 VOT, currently valued at 1.45, compared to the broader market0.002.004.001.451.42
The chart of Sortino ratio for VOT, currently valued at 1.99, compared to the broader market-2.000.002.004.006.008.0010.001.992.01
The chart of Omega ratio for VOT, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.25
The chart of Calmar ratio for VOT, currently valued at 1.16, compared to the broader market0.005.0010.0015.001.161.93
The chart of Martin ratio for VOT, currently valued at 8.29, compared to the broader market0.0020.0040.0060.0080.00100.008.297.46
VOT
VOE

The current VOT Sharpe Ratio is 1.45, which is comparable to the VOE Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of VOT 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.45
1.42
VOT
VOE

Dividends

VOT vs. VOE - Dividend Comparison

VOT's dividend yield for the trailing twelve months is around 0.46%, less than VOE's 1.48% yield.


TTM20232022202120202019201820172016201520142013
VOT
Vanguard Mid-Cap Growth ETF
0.46%0.71%0.78%0.34%0.56%0.78%0.84%0.72%0.81%0.81%0.79%0.61%
VOE
Vanguard Mid-Cap Value ETF
1.48%2.27%2.27%1.78%2.36%2.05%2.75%1.86%1.92%2.05%1.67%1.53%

Drawdowns

VOT vs. VOE - Drawdown Comparison

The maximum VOT drawdown since its inception was -60.17%, roughly equal to the maximum VOE drawdown of -61.55%. Use the drawdown chart below to compare losses from any high point for VOT and VOE. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.42%
-7.30%
VOT
VOE

Volatility

VOT vs. VOE - Volatility Comparison

Vanguard Mid-Cap Growth ETF (VOT) has a higher volatility of 5.62% compared to Vanguard Mid-Cap Value ETF (VOE) at 4.17%. This indicates that VOT's price experiences larger fluctuations and is considered to be riskier 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%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
5.62%
4.17%
VOT
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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