VRTS vs. VO
VRTS (Virtus Investment Partners, Inc.) is a stock, while VO (Vanguard Mid-Cap ETF) is Mid Cap Blend Equities fund tracking the CRSP US Mid Cap Index. Over the past 10 years, VRTS returned 9.39%/yr vs 11.50%/yr for VO. Their 0.60 correlation means they have sometimes moved together and sometimes differently.
Performance
VRTS vs. VO - Performance Comparison
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Returns By Period
In the year-to-date period, VRTS achieves a 2.29% return, which is significantly lower than VO's 12.35% return. Over the past 10 years, VRTS has underperformed VO with an annualized return of 9.39%, while VO has yielded a comparatively higher 11.50% annualized return.
VRTS
- 1D
- -1.09%
- 1M
- 6.65%
- 6M
- 0.75%
- YTD
- 2.29%
- 1Y
- -10.69%
- 3Y*
- -3.61%
- 5Y*
- -6.67%
- 10Y*
- 9.39%
- ALL TIME*
- 20.02%
VO
- 1D
- -0.05%
- 1M
- 0.55%
- 6M
- 10.12%
- YTD
- 12.35%
- 1Y
- 16.51%
- 3Y*
- 14.32%
- 5Y*
- 7.77%
- 10Y*
- 11.50%
- ALL TIME*
- 10.33%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $194.51M | $293.72M | $235.90M | |
| $25.59M | $23.35M | $18.95M |
VRTS vs. VO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VRTS Virtus Investment Partners, Inc. | 2.29% | -22.12% | -5.56% | 30.90% | -33.50% | 38.98% | 82.52% | 56.62% | -29.81% | -0.99% |
VO Vanguard Mid-Cap ETF | 12.35% | 11.62% | 15.31% | 16.03% | -18.73% | 24.70% | 18.10% | 30.98% | -9.24% | 19.28% |
Correlation
The correlation between VRTS and VO is 0.48, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.48 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.67 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2009 | 0.60 |
The correlation between VRTS and VO shifts across timeframes, from 0.48 (1 year) to 0.67 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
VRTS vs. VO — Risk / Return Rank
VRTS
VO
VRTS vs. VO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Investment Partners, Inc. (VRTS) and Vanguard Mid-Cap ETF (VO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VRTS | VO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.54 | ||
| Sortino ratioReturn per unit of downside risk | -2.02 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.21 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.35 | 1.83 | -2.17 |
| Martin ratioReturn relative to average drawdown | -0.59 | 6.99 | -7.58 |
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Drawdowns
VRTS vs. VO - Drawdown Comparison
The maximum VRTS drawdown since its inception was -74.36%, which is greater than VO's maximum drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for VRTS and VO.
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Drawdown Indicators
| VRTS | VO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.36% | -58.87% | -15.49% |
Max Drawdown (1Y)Largest decline over 1 year | -35.94% | -8.17% | -27.77% |
Max Drawdown (3Y)Largest decline over 3 years | -46.59% | -19.02% | -27.57% |
Max Drawdown (5Y)Largest decline over 5 years | -55.50% | -27.57% | -27.93% |
Max Drawdown (10Y)Largest decline over 10 years | -58.70% | -39.37% | -19.33% |
Current DrawdownCurrent decline from peak | -41.65% | -0.49% | -41.16% |
Average DrawdownAverage peak-to-trough decline | -31.57% | -7.81% | -23.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.00% | 2.13% | +18.87% |
Volatility
VRTS vs. VO - Volatility Comparison
Virtus Investment Partners, Inc. (VRTS) has a higher volatility of 9.43% compared to Vanguard Mid-Cap ETF (VO) at 2.09%. This indicates that VRTS's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VRTS | VO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.43% | 2.09% | +7.34% |
Volatility (6M)Calculated over the trailing 6-month period | 27.87% | 9.44% | +18.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.86% | 12.61% | +22.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.11% | 17.59% | +18.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.65% | 18.86% | +19.79% |
Dividends
VRTS vs. VO - Dividend Comparison
VRTS's dividend yield for the trailing twelve months is around 6.02%, more than VO's 1.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VO Vanguard Mid-Cap ETF | 1.32% | 1.52% | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% |
VRTS Virtus Investment Partners, Inc. | 6.02% | 5.61% | 3.60% | 2.83% | 3.21% | 1.33% | 1.30% | 1.91% | 2.39% | 1.56% | 1.52% | 1.53% |
Frequently Asked Questions
VRTS and VO have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VRTS has higher volatility (9.43%) compared to VO (2.09%). In terms of maximum drawdown, VRTS dropped -74.36% vs VO's -58.87%.
VO currently has the higher Sharpe Ratio (1.18 vs -0.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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