Vanguard Mid-Cap Value Index Fund ETF Shares (VOE) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Vanguard Mid-Cap Value Index Fund ETF Shares (VOE): 1Y return 23.3%, Sharpe ratio 1.85, volatility 11.2%, max drawdown -6.9%. A ETF in the Equity asset class. Compare VOE with other assets and invest through your own broker with pfolio.
Vanguard Mid-Cap Value Index Fund ETF Shares (VOE) Overview
- Type: ETF
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
VOE Performance
- MTD
- Return: -0.1%, Sharpe: -0.06, Volatility: 8.7%, Max Drawdown: -2.1%
- YTD
- Return: 10.3%, Sharpe: 2.02, Volatility: 11.7%, Max Drawdown: -6.9%
- 1Y
- Return: 23.3%, Sharpe: 1.85, Volatility: 11.2%, Max Drawdown: -6.9%
- 5Y
- Return: 50.8%, Sharpe: 0.58, Volatility: 15.7%, Max Drawdown: -19.7%
- 10Y
- Return: 173.7%, Sharpe: 0.62, Volatility: 18.5%, Max Drawdown: -43.2%
Frequently Asked Questions
- What is Vanguard Mid-Cap Value Index Fund ETF Shares (VOE)?
- Vanguard Mid-Cap Value Index Fund ETF Shares (VOE) 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 VOE compare to other assets?
- You can compare VOE with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in VOE through pfolio?
- pfolio helps you build diversified portfolios that may include VOE. You invest through your own broker — pfolio provides the analytics.