See what your fund actually adds
Vanguard Morningstar Mid-Cap Value ETF VOE
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | VOE | Replication |
|---|---|---|
| Annualized growth | 9.2% | 9.7% |
| Annualized volatility | 15.5% | 15.7% |
| Sharpe ratio | 0.65 | 0.67 |
| Maximum drawdown | 18.9% | 18.3% |
| Replication fit (R²) | 0.99 · Tracking error 1.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model VOE’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IMCV | Mid-Cap · Value | 82.3% |
| XLI | Sector · Industrials | 5.2% |
| XLU | Sector · Utilities | 4.8% |
| XLF | Sector · Financials | 4.5% |
| VNQ | Sector · Real Estate | 3.2% |