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VXF vs. VO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VXF and VO 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.


-0.50.00.51.01.0

Performance

VXF vs. VO - Performance Comparison

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

500.00%550.00%600.00%650.00%JulyAugustSeptemberOctoberNovemberDecember
596.30%
633.81%
VXF
VO

Key characteristics

Sharpe Ratio

VXF:

1.16

VO:

1.56

Sortino Ratio

VXF:

1.66

VO:

2.15

Omega Ratio

VXF:

1.21

VO:

1.27

Calmar Ratio

VXF:

1.12

VO:

1.88

Martin Ratio

VXF:

6.38

VO:

8.76

Ulcer Index

VXF:

3.31%

VO:

2.23%

Daily Std Dev

VXF:

18.18%

VO:

12.55%

Max Drawdown

VXF:

-58.04%

VO:

-58.88%

Current Drawdown

VXF:

-6.86%

VO:

-5.87%

Returns By Period

In the year-to-date period, VXF achieves a 18.36% return, which is significantly higher than VO's 16.91% return. Both investments have delivered pretty close results over the past 10 years, with VXF having a 9.58% annualized return and VO not far ahead at 9.64%.


VXF

YTD

18.36%

1M

-3.53%

6M

15.70%

1Y

18.32%

5Y*

10.18%

10Y*

9.58%

VO

YTD

16.91%

1M

-4.07%

6M

11.14%

1Y

17.45%

5Y*

10.28%

10Y*

9.64%

Compare stocks, funds, or ETFs

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


VXF vs. VO - Expense Ratio Comparison

VXF has a 0.06% expense ratio, which is higher than VO's 0.04% 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%.


VXF
Vanguard Extended Market ETF
Expense ratio chart for VXF: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for VO: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

VXF vs. VO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market ETF (VXF) 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.


Sharpe ratio
The chart of Sharpe ratio for VXF, currently valued at 1.16, compared to the broader market0.002.004.001.161.56
The chart of Sortino ratio for VXF, currently valued at 1.66, compared to the broader market-2.000.002.004.006.008.0010.001.662.15
The chart of Omega ratio for VXF, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.27
The chart of Calmar ratio for VXF, currently valued at 1.12, compared to the broader market0.005.0010.0015.001.121.88
The chart of Martin ratio for VXF, currently valued at 6.38, compared to the broader market0.0020.0040.0060.0080.00100.006.388.76
VXF
VO

The current VXF Sharpe Ratio is 1.16, which is comparable to the VO Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of VXF and VO, 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
1.16
1.56
VXF
VO

Dividends

VXF vs. VO - Dividend Comparison

VXF's dividend yield for the trailing twelve months is around 0.78%, less than VO's 1.42% yield.


TTM20232022202120202019201820172016201520142013
VXF
Vanguard Extended Market ETF
0.78%1.27%1.15%1.13%1.07%1.30%1.66%1.25%1.43%1.35%1.32%1.14%
VO
Vanguard Mid-Cap ETF
1.42%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%1.29%1.18%

Drawdowns

VXF vs. VO - Drawdown Comparison

The maximum VXF drawdown since its inception was -58.04%, roughly equal to the maximum VO drawdown of -58.88%. Use the drawdown chart below to compare losses from any high point for VXF and VO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.86%
-5.87%
VXF
VO

Volatility

VXF vs. VO - Volatility Comparison

Vanguard Extended Market ETF (VXF) has a higher volatility of 6.36% compared to Vanguard Mid-Cap ETF (VO) at 4.72%. This indicates that VXF'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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
6.36%
4.72%
VXF
VO
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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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