VTMGX vs. VOO
Compare and contrast key facts about Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) and Vanguard S&P 500 ETF (VOO).
VTMGX is managed by Vanguard. It was launched on Aug 17, 1999. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTMGX or VOO.
Key characteristics
| VTMGX | VOO | |
|---|---|---|
| YTD Return | 1.55% | 5.63% |
| 1Y Return | 9.27% | 23.68% |
| 3Y Return (Ann) | 1.66% | 7.89% |
| 5Y Return (Ann) | 5.99% | 13.12% |
| 10Y Return (Ann) | 4.48% | 12.38% |
| Sharpe Ratio | 0.69 | 1.91 |
| Daily Std Dev | 12.21% | 11.70% |
| Max Drawdown | -60.58% | -33.99% |
| Current Drawdown | -3.66% | -4.45% |
Correlation
The correlation between VTMGX and VOO is 0.82, 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.
Performance
VTMGX vs. VOO - Performance Comparison
In the year-to-date period, VTMGX achieves a 1.55% return, which is significantly lower than VOO's 5.63% return. Over the past 10 years, VTMGX has underperformed VOO with an annualized return of 4.48%, while VOO has yielded a comparatively higher 12.38% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VTMGX vs. VOO - Expense Ratio Comparison
VTMGX has a 0.07% expense ratio, which is higher than VOO's 0.03% 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%.
Risk-Adjusted Performance
VTMGX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) and Vanguard S&P 500 ETF (VOO). 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
VTMGX vs. VOO - Dividend Comparison
VTMGX's dividend yield for the trailing twelve months is around 3.37%, more than VOO's 1.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 3.37% | 3.14% | 2.88% | 3.14% | 2.02% | 3.03% | 3.33% | 2.77% | 3.06% | 2.91% | 3.70% | 2.61% |
VOO Vanguard S&P 500 ETF | 1.39% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
VTMGX vs. VOO - Drawdown Comparison
The maximum VTMGX drawdown since its inception was -60.58%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VTMGX and VOO. For additional features, visit the drawdowns tool.
Volatility
VTMGX vs. VOO - Volatility Comparison
The current volatility for Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) is 3.66%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.89%. This indicates that VTMGX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.