Summary
VOE
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 25.43% Volatility 16.53% Sharpe 0.76
Official loaded data — not a live quote.

VANGUARD MID-CAP VALUE INDEX FUND ETF SHARES

Symbol: VOE

Exchange: NYSE

Sector: Financial_Services

Category: Mid-Cap Value

Inception date: 17/08/2006

Latest date: 16/07/2026

Current price: $203.41

Expense ratio: 0.05%

Assets under management
$37.2B
1.04% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

2.56%

Ann. -40.87% (Sharpe / Sortino numerator)

Volatility

14.83%

Sharpe ratio

-3.001

VaR 95%

-1.40%

CVaR 95%: -1.75%
Max drawdown: -5.65%
Sortino ratio: -4.608
Calmar ratio: -7.23

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

7.16%

Ann. 14.89% (Sharpe / Sortino numerator)

Volatility

13.49%

Sharpe ratio

0.835

VaR 95%

-1.38%

CVaR 95%: -1.57%
Max drawdown: -7.43%
Sortino ratio: 1.259
Calmar ratio: 2.00

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

10.90%

Ann. 14.27% (Sharpe / Sortino numerator)

Volatility

12.62%

Sharpe ratio

0.843

VaR 95%

-1.35%

CVaR 95%: -1.59%
Max drawdown: -7.43%
Sortino ratio: 1.254
Calmar ratio: 1.92

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

25.43%

Ann. 16.21% (Sharpe / Sortino numerator)

Volatility

16.53%

Sharpe ratio

0.761

VaR 95%

-1.37%

CVaR 95%: -2.32%
Max drawdown: -8.38%
Sortino ratio: 0.958
Calmar ratio: 1.94

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

34.49%

Ann. 12.05% (Sharpe / Sortino numerator)

Volatility

14.54%

Sharpe ratio

0.579

VaR 95%

-1.26%

CVaR 95%: -2.01%
Max drawdown: -18.45%
Sortino ratio: 0.787
Calmar ratio: 0.65

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

53.83%

Ann. 13.78% (Sharpe / Sortino numerator)

Volatility

14.01%

Sharpe ratio

0.724

VaR 95%

-1.32%

CVaR 95%: -1.89%
Max drawdown: -18.45%
Sortino ratio: 1.036
Calmar ratio: 0.75

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.093%

Best day

2.138%

06/02/2026
Worst day

-1.994%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $201.31 $203.47 $201.31 $203.41 405,500
15/07/2026 $202.09 $202.28 $200.79 $201.12 219,900
14/07/2026 $202.87 $203.40 $201.45 $201.79 226,900
13/07/2026 $201.99 $203.37 $201.99 $202.28 302,800
10/07/2026 $200.80 $201.73 $200.33 $201.35 193,100
09/07/2026 $199.96 $200.95 $199.38 $200.10 215,200
08/07/2026 $200.40 $200.40 $199.05 $199.37 188,000
07/07/2026 $200.97 $201.70 $200.58 $200.70 288,100
06/07/2026 $199.81 $200.53 $199.26 $200.05 405,200
02/07/2026 $199.40 $200.39 $198.72 $200.16 548,000