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Vanguard Mid-Cap Value Index Fund ETF Shares (VOE)

149.90 -0.48 (-0.32%)
As of 12:44 PM EDT. Market Open.

ETF Summary

The fund employs an indexing investment approach designed to track the performance of the CRSP US Mid Cap Value Index, a broadly diversified index of value stocks of mid-size U.S. companies. The advisor attempts to replicate the target index by investing all, or substantially all, of its assets in the stocks that make up the index, holding each stock in approximately the same proportion as its weighting in the index.

Risk Overview

Performance & Risk

YTD Return 4.20%
5y Average Return 8.57%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.94
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
VOECategory AverageVOECategory AverageVOECategory Average
Alpha -3.08 -2.28 -4.56 -4.13 -3.86 -4.54
BETA 0.94 0.92 1.06 1.08 1.05 1.07
Mean Annual Return 0.73 0.79 1 1.06 0.84 0.8
R-squared 79.8 73.89 83.24 78.08 84.6 78.2
Standard Deviation 18.46 18.89 21.3 22.38 17.22 18.28
Sharpe Ratio 0.32 0.34 0.46 0.47 0.5 0.45
Treynor Ratio 4.69 5.42 7.55 7.91 7.12 6.4

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