Vanguard Morningstar Mid-Cap Value ETF (VOE) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Vanguard Morningstar Mid-Cap Value ETF (VOE): 1Y return 22.3%, Sharpe ratio 1.85, volatility 10.8%, 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 Morningstar Mid-Cap Value ETF (VOE) Overview
- Type: ETF
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
VOE Performance
- MTD
- Return: 3.9%, Sharpe: 12.57, Volatility: 9.6%, Max Drawdown: -0.9%
- YTD
- Return: 16.3%, Sharpe: 1.79, Volatility: 10.8%, Max Drawdown: -6.9%
- 1Y
- Return: 22.3%, Sharpe: 1.85, Volatility: 10.8%, Max Drawdown: -6.9%
- 5Y
- Return: 59.2%, Sharpe: 0.66, Volatility: 15.5%, Max Drawdown: -19.7%
- 10Y
- Return: 177.1%, Sharpe: 0.63, Volatility: 18.3%, Max Drawdown: -43.2%
Frequently Asked Questions
- What is Vanguard Morningstar Mid-Cap Value ETF (VOE)?
- Vanguard Morningstar Mid-Cap Value ETF (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.