Vanguard S&P Mid-Cap 400 Value ETF chart

Last update: 2022-12-30
Key statistics and financials
Three year average return 18.43%
YTD return 0.91%
Beta 3Y 1.33
Total Assets 983.79M
Annual report expense ratio 0.15%

Company description

The investment seeks to track the performance of a benchmark index that measures the investment return of mid-capitalization value stocks in the United States. The fund employs an indexing investment approach designed to track the performance of the S&P MidCap 400® Value Index, which represents the value companies, as determined by the index sponsor, of the S&P MidCap 400 Index. 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.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to Vanguard S&P Mid-Cap 400 Value ETF:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to Vanguard S&P Mid-Cap 400 Value ETF. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on Vanguard S&P Mid-Cap 400 Value ETF

Here is the result of two systematic investment strategies applied to Vanguard S&P Mid-Cap 400 Value ETF. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on Vanguard S&P Mid-Cap 400 Value ETF

The following chart shows the equity curve of the two systematic investment strategies applied to Vanguard S&P Mid-Cap 400 Value ETF:

Vanguard S&P Mid-Cap 400 Value ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 29.92% on the backtest period.

Performance at glance

Performance

29.92 %

Latent gain

715.05 $

Invested capital

2389.55 $

Annualized return

7.3 %
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Momentum strategy results on Vanguard S&P Mid-Cap 400 Value ETF

This is the result of two momentum investment strategies applied to Vanguard S&P Mid-Cap 400 Value ETF. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on Vanguard S&P Mid-Cap 400 Value ETF

The following chart shows all the entries opened by the momentum investment system on Vanguard S&P Mid-Cap 400 Value ETF:

Vanguard S&P Mid-Cap 400 Value ETF momentum entries
  • The first momentum investment strategy would give 31.76% of return on Vanguard S&P Mid-Cap 400 Value ETF. That represents 1772.32$ of latent gain with 5580.68$ of employed capital.
  • The second momentum investment strategy would give 37.06% of return on Vanguard S&P Mid-Cap 400 Value ETF. That represents 927.77$ of latent gain with 2503.63$ of employed capital.
Performance at glance (1Q Momentum)

Performance

31.76 %

Latent gain

1772.32 $

Invested capital

5580.68 $

Annualized return

19.52 %
Performance at glance (2Q Momentum)

Performance

37.06 %

Latent gain

927.77 $

Invested capital

2503.63 $

Annualized return

10.24 %

Momentum equity curve on Vanguard S&P Mid-Cap 400 Value ETF

The following chart shows the equity curve of the two momentum strategies applied to Vanguard S&P Mid-Cap 400 Value ETF:

Vanguard S&P Mid-Cap 400 Value ETF momentum equity

Note: the dividends potentially given by Vanguard S&P Mid-Cap 400 Value ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Vanguard S&P Mid-Cap 400 Value ETF

The following chart shows the employed capital evolution of the two momentum strategies on Vanguard S&P Mid-Cap 400 Value ETF since the beginning:

Vanguard S&P Mid-Cap 400 Value ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Buy the dip strategy result on Vanguard S&P Mid-Cap 400 Value ETF

Buy the dip entry openings on Vanguard S&P Mid-Cap 400 Value ETF

Vanguard S&P Mid-Cap 400 Value ETF

The performance achieved by the robo-advisor on Vanguard S&P Mid-Cap 400 Value ETF is 41.0%. That represents 190.05$ of latent gain with 463.55$ of employed capital. The following chart shows Vanguard S&P Mid-Cap 400 Value ETF stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of Vanguard S&P Mid-Cap 400 Value ETF, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

41.0 %

Latent gain

190.05 $

Invested capital

463.55 $

Annualized return

19.52 %

Equity curve of the strategy applied to Vanguard S&P Mid-Cap 400 Value ETF

The following chart shows the result of the investment strategy applied to Vanguard S&P Mid-Cap 400 Value ETF:

Vanguard S&P Mid-Cap 400 Value ETF

Note: the dividends potentially given by Vanguard S&P Mid-Cap 400 Value ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Vanguard S&P Mid-Cap 400 Value ETF

The following chart shows the employed capital evolution since the beginning of the investment strategy on Vanguard S&P Mid-Cap 400 Value ETF:

Vanguard S&P Mid-Cap 400 Value ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on Vanguard S&P Mid-Cap 400 Value ETF

In this section, I will compare the three previous investment strategies applied to Vanguard S&P Mid-Cap 400 Value ETF.

Equity curve comparison on Vanguard S&P Mid-Cap 400 Value ETF

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

Vanguard S&P Mid-Cap 400 Value ETF investment strategy comparison

Employed capital comparison on Vanguard S&P Mid-Cap 400 Value ETF

Vanguard S&P Mid-Cap 400 Value ETF investment comparison

Performance comparison on Vanguard S&P Mid-Cap 400 Value ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 29.92% 715.05$ 2389.55$ 7.3%
Momentum 1 quarter 31.76% 1772.32$ 5580.68$ 8.23%
Momentum 2 quarters 37.06% 927.77$ 2503.63$ 10.24%
Non-directional 41.0% 190.05$ 463.55$ 19.52%
Annualized return comparison

Automatic investment

7.3 %

Momentum 1Q

10.24 %

Momentum 2Q

10.24 %

Non-directional

19.52 %

Correlated stocks

Here are the most positively and negatively correlated stocks with Vanguard S&P Mid-Cap 400 Value ETF:

Negative correlation

Most negatively correlated stocks this year


Most negatively correlated stocks last 3 months

  • RICH GOLDMAN
  • SOLOCAL GROUP

  • Note: The algorithm computes the probability of correlation between Vanguard S&P Mid-Cap 400 Value ETF and the other stocks. There may be false positives or some missing correlated stocks. If the price of Vanguard S&P Mid-Cap 400 Value ETF does not vary for 36 weeks, the correlation calculation result will be wrong.


    Company information

    Company name Vanguard S&P Mid-Cap 400 Value ETF
    Country
    City
    Address
    Phone
    Website
    FullTime employees
    Industry
    Sector
    Exchange ARCX
    Ticker IVOV
    Market

    Vanguard S&P Mid-Cap 400 Value ETF ESG Scores

    Environment scores

    Environment ESG Factors Scores
    Environment Score 0
    Peer Environment Performance unknown
    Environment Percentile unknown
    Palm Oil unknown
    Nuclear unknown
    Fur Leather unknown
    GMO unknown
    Coal unknown
    Pesticides unknown
    Animal Testing unknown

    Social scores

    Social ESG Factors Scores
    Social Score 0
    Peer Social Performance unknown
    Social Percentile unknown
    Highest Controversy unknown
    Peer Highest Controversy Performance unknown
    Adult unknown
    Gambling unknown
    Alcoholic unknown
    Tobacco unknown
    Catholic unknown
    Controversial Weapons unknown
    Small Arms unknown
    Military Contract unknown
    Peer Count unknown

    Related Controversy:


    Governance scores

    Governance ESG Factors Scores
    Governance Score 0
    Peer Governance Performance unknown
    Governance Percentile unknown

    ESG at glance
    Total ESG Scores: unknown
    Environment Score: 0
    Social Score: 0
    Governance Score: 0

    ESG Performance: unknown

    Peer Group: unknown

    Peer Esg Score Performance: unknown

    Rating Year: unknown

    Rating Month: unknown

    Max Age: unknown

    Percentile: unknown