Vanguard Morningstar Mid-Cap ETF (VO) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Vanguard Morningstar Mid-Cap ETF (VO): 1Y return 16.1%, Sharpe ratio 1.24, volatility 12.2%, 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: 2.6%, Sharpe: 3.54, Volatility: 9.9%, Max Drawdown: -2.3%
- YTD
- Return: 15.3%, Sharpe: 1.73, Volatility: 12.6%, Max Drawdown: -8.2%
- 1Y
- Return: 16.1%, Sharpe: 1.24, Volatility: 12.2%, Max Drawdown: -8.2%
- 5Y
- Return: 44.8%, Sharpe: 0.50, Volatility: 17.3%, Max Drawdown: -27.6%
- 10Y
- Return: 199.9%, Sharpe: 0.67, 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.