VOT vs. VXF
Compare and contrast key facts about Vanguard Mid-Cap Growth ETF (VOT) and Vanguard Extended Market ETF (VXF).
VOT and VXF 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. VXF is a passively managed fund by Vanguard that tracks the performance of the S&P Completion Index. It was launched on Dec 27, 2001. Both VOT and VXF 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 VXF.
Performance
VOT vs. VXF - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with VOT having a 17.81% return and VXF slightly higher at 18.37%. Over the past 10 years, VOT has outperformed VXF with an annualized return of 10.65%, while VXF has yielded a comparatively lower 9.79% annualized return.
VOT
17.81%
2.45%
10.41%
30.36%
11.66%
10.65%
VXF
18.37%
2.91%
11.93%
35.13%
11.05%
9.79%
Key characteristics
| VOT | VXF | |
|---|---|---|
| Sharpe Ratio | 2.05 | 1.87 |
| Sortino Ratio | 2.78 | 2.60 |
| Omega Ratio | 1.35 | 1.32 |
| Calmar Ratio | 1.24 | 1.30 |
| Martin Ratio | 11.89 | 10.63 |
| Ulcer Index | 2.51% | 3.16% |
| Daily Std Dev | 14.62% | 17.97% |
| Max Drawdown | -60.17% | -58.04% |
| Current Drawdown | -2.74% | -4.22% |
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VOT vs. VXF - Expense Ratio Comparison
VOT has a 0.07% expense ratio, which is higher than VXF'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 VXF 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.
Risk-Adjusted Performance
VOT vs. VXF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap Growth ETF (VOT) and Vanguard Extended Market ETF (VXF). 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. VXF - Dividend Comparison
VOT's dividend yield for the trailing twelve months is around 0.68%, less than VXF's 1.13% 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% |
VXF Vanguard Extended Market ETF | 1.13% | 1.27% | 1.15% | 1.13% | 1.07% | 1.30% | 1.66% | 1.25% | 1.43% | 1.35% | 1.32% | 1.14% |
Drawdowns
VOT vs. VXF - Drawdown Comparison
The maximum VOT drawdown since its inception was -60.17%, roughly equal to the maximum VXF drawdown of -58.04%. Use the drawdown chart below to compare losses from any high point for VOT and VXF. For additional features, visit the drawdowns tool.
Volatility
VOT vs. VXF - Volatility Comparison
The current volatility for Vanguard Mid-Cap Growth ETF (VOT) is 4.92%, while Vanguard Extended Market ETF (VXF) has a volatility of 6.33%. This indicates that VOT experiences smaller price fluctuations and is considered to be less risky than VXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.