VYMSX vs. VOO
Compare and contrast key facts about Voya Mid Cap Research Enhanced Index Fund (VYMSX) and Vanguard S&P 500 ETF (VOO).
VYMSX is managed by Voya. It was launched on Feb 3, 1998. 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.
Performance
VYMSX vs. VOO - Performance Comparison
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VYMSX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VYMSX Voya Mid Cap Research Enhanced Index Fund | -1.68% | 6.79% | 14.92% | 17.35% | -14.63% | 27.47% | 8.26% | 28.18% | -14.55% | 13.43% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, VYMSX achieves a -1.68% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, VYMSX has underperformed VOO with an annualized return of 9.09%, while VOO has yielded a comparatively higher 14.14% annualized return.
VYMSX
- 1D
- 3.34%
- 1M
- -6.41%
- YTD
- -1.68%
- 6M
- -0.85%
- 1Y
- 11.50%
- 3Y*
- 10.97%
- 5Y*
- 6.00%
- 10Y*
- 9.09%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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VYMSX vs. VOO - Expense Ratio Comparison
VYMSX has a 0.82% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
VYMSX vs. VOO — Risk / Return Rank
VYMSX
VOO
VYMSX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Mid Cap Research Enhanced Index Fund (VYMSX) 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.
| VYMSX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.56 | 1.01 | -0.44 |
Sortino ratioReturn per unit of downside risk | 0.98 | 1.53 | -0.56 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.23 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.05 | 1.55 | -1.50 |
Martin ratioReturn relative to average drawdown | 0.19 | 7.31 | -7.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VYMSX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 1.01 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.71 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.79 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.83 | -0.46 |
Correlation
The correlation between VYMSX and VOO 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.
Dividends
VYMSX vs. VOO - Dividend Comparison
VYMSX's dividend yield for the trailing twelve months is around 30.28%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VYMSX Voya Mid Cap Research Enhanced Index Fund | 30.28% | 29.77% | 11.50% | 0.96% | 6.78% | 14.81% | 0.79% | 2.00% | 13.24% | 7.58% | 1.83% | 6.83% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
VYMSX vs. VOO - Drawdown Comparison
The maximum VYMSX drawdown since its inception was -57.85%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VYMSX and VOO.
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Drawdown Indicators
| VYMSX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.85% | -33.99% | -23.86% |
Max Drawdown (1Y)Largest decline over 1 year | -14.15% | -11.98% | -2.17% |
Max Drawdown (5Y)Largest decline over 5 years | -31.71% | -24.52% | -7.19% |
Max Drawdown (10Y)Largest decline over 10 years | -43.69% | -33.99% | -9.70% |
Current DrawdownCurrent decline from peak | -7.34% | -5.55% | -1.79% |
Average DrawdownAverage peak-to-trough decline | -9.21% | -3.72% | -5.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.73% | 2.55% | +3.18% |
Volatility
VYMSX vs. VOO - Volatility Comparison
Voya Mid Cap Research Enhanced Index Fund (VYMSX) has a higher volatility of 7.17% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that VYMSX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VYMSX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.17% | 5.34% | +1.83% |
Volatility (6M)Calculated over the trailing 6-month period | 12.74% | 9.47% | +3.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.41% | 18.11% | +6.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.28% | 16.82% | +6.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.84% | 17.99% | +4.85% |