VOE

Vanguard Mid-Cap Value ETF
*Unless otherwise stated, data provided by FactSet.

VOE Fund Description

VOE tracks the CRSP US Mid Cap Value Index which classifies stocks based on five value factors.

VOE Factset Analytics Insight

VOE captures the broad US midcap value market. It doesn't stray into small-caps as many peers do, although it does emphasize different sectors than its MSCI benchmark. The underlying index is constructed using a multi-factor model that classifies value securities in the midcap market based on book to price, forward earnings to price, historic earnings to price, dividend-to-price ratio and sales-to-price ratio. Securities are scored and ranked based on the composite of these five factors. As with all Vanguard ETFs, transparency is a slight concern - holdings are only disclosed monthly, with a lag.

VOE MSCI ESG Analytics Insight

Vanguard Mid-Cap Value ETF has an MSCI ESG Fund Rating of A based on a score of 6.89 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Vanguard Mid-Cap Value ETF ranks in the 75th percentile within its peer group and in the 97th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

VOE MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 06/18/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VOE -2.42% 2.44% 18.58% 46.02% 10.34% 12.15% 12.27%
VOE (NAV) -3.55% 1.20% 16.16% 43.25% 9.54% 11.67% 12.03%
CRSP US Mid Value -3.55% 1.22% 16.19% 43.30% 9.57% 11.71% 12.09%
MSCI USA Mid Cap Value Index -2.93% 2.55% 17.05% 45.64% 9.70% 11.97% 12.08%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

VOE Summary Data

Vanguard
08/17/06
Open-Ended Fund
0.07%
$14.58B
$50.07M
0.02%

VOE Portfolio Data

$24.00B
72.20
2.50
1.84%
N/A
193

VOE Index Data

CRSP US Mid Value
Multi-Factor
Multi-Factor
MSCI USA Mid Cap Value Index

VOE Portfolio Management

0.07%
0.00%
0.06%
-0.07%

VOE Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

VOE Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Monthly

VOE Factset Analytics Block Liquidity

As of 06/21/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of VOE. VOE is rated a 5 out of 5.

VOE Tradability

351,669
$50.07M
329,875
$47.21M
0.02%
$0.03
0.01%
0.15% / -0.11%
None
99.00%
25,000
13.20
0.00%
0.02%
862
$137.58
5

VOE Sector/Industry Breakdown


VOE
Segment Benchmark
29.16%
32.45%
14.86%
15.13%
11.37%
7.37%
10.57%
13.34%
7.61%
3.23%
7.53%
8.01%
7.29%
9.91%
5.26%
4.22%
5.09%
5.24%

VOE Countries


VOE
Segment Benchmark
100.00%
100.00%

VOE Regions


VOE
Segment Benchmark
100.00%
100.00%

VOE Economic Development


VOE
Segment Benchmark
100.00%
100.00%

VOE Performance Statistics

0.99
0.99
0.99
0.98
0.13%
MSCI USA Mid Cap Value Index

VOE MSCI ESG Ratings

6.89 / 10
97.49
74.51
7.31%
5.44%
411.77

VOE Benchmark Comparison Holdings

193
227
132
61.32%

VOE Benchmark Comparison Summary


VOE
Segment Benchmark
193
227
$24.00B
$19.51B
72.20
41.38
2.50
2.51
1.94%
1.71%
Low
Low

VOE Benchmark Comparison Market Cap Size


VOE
Segment Benchmark
92.49%
79.77%
7.51%
20.23%
0.00%
0.00%
0.00%
0.00%