Vanguard Morningstar Mid-Cap ETF (VO) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Vanguard Morningstar Mid-Cap ETF (VO): 1Y return 14.3%, Sharpe ratio 1.11, volatility 12.3%, max drawdown -8.2%. A ETF in the Equity asset class. Compare VO with other assets and invest through your own broker with pfolio.
Vanguard Morningstar Mid-Cap ETF (VO) Overview
- Type: ETF
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
VO Performance
- MTD
- Return: 3.2%, Sharpe: 8.83, Volatility: 11.3%, Max Drawdown: -1.0%
- YTD
- Return: 12.3%, Sharpe: 1.23, Volatility: 12.4%, Max Drawdown: -8.2%
- 1Y
- Return: 14.3%, Sharpe: 1.11, Volatility: 12.3%, Max Drawdown: -8.2%
- 5Y
- Return: 44.5%, Sharpe: 0.50, Volatility: 17.2%, Max Drawdown: -27.6%
- 10Y
- Return: 197.6%, Sharpe: 0.66, Volatility: 18.5%, Max Drawdown: -39.4%
Frequently Asked Questions
- What is Vanguard Morningstar Mid-Cap ETF (VO)?
- Vanguard Morningstar Mid-Cap ETF (VO) is a ETF in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does VO compare to other assets?
- You can compare VO with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in VO through pfolio?
- pfolio helps you build diversified portfolios that may include VO. You invest through your own broker — pfolio provides the analytics.