ETF Comparison: VOE vs EFV
ETF 说明
VOE - Vanguard Mid-Cap Value ETF
The Vanguard Mid-Cap Value ETF is an exchange-traded fund that tracks the CRSP US Mid Cap Value Index, providing investors with exposure to mid-cap stocks that exhibit value characteristics in the US market. The fund offers a diversified portfolio of 197 holdings, with a focus on value investing and a multi-factor weighting scheme.
EFV - iShares MSCI EAFE Value ETF
The iShares MSCI EAFE Value ETF is an exchange-traded fund that tracks the performance of the MSCI EAFE Value Index, providing investors with exposure to large-cap value stocks in developed markets outside of North America. The fund's value investment style focuses on stocks with lower pricing multiples and higher dividend yields, offering a potentially attractive option for those seeking to maintain a value bias in their international equity portfolio.
比较表
| VOE | EFV | |
|---|---|---|
| 基金名称 | Vanguard Mid-Cap Value ETF | iShares MSCI EAFE Value ETF |
| Fund Provider | Vanguard | BlackRock |
| Index | CRSP US Mid Cap Value Index | MSCI EAFE Value |
| Asset Class | Equity | Equity |
| Listing | US-listed | US-listed |
| Expense Ratio | 0.07% | 0.34% |
| Inception Date | 2006-08-17 | 2005-08-01 |
| Number Of Holdings | 197 | 471 |
| Currency | USD | USD |
| Region | United States | Developed Markets |
| Investment Style | Value | Value |
| Market Cap | Mid-Cap | Large-Cap |
| Leveraged | Non-leveraged | Non-leveraged |
回测选项
摘要
关键指标
绩效指标
风险指标
详细报酬
绩效分析
绩效分析透过累积报酬、年底（EoY）报酬及 Sharpe 比率、Sortino 比率等风险调整指标，评估历史资料以衡量投资策略报酬。这有助于投资人在不同市场條件下评估绝对和相对绩效。
累积报酬
年底报酬表
年底报酬
风险分析
风险分析是指对可能导致资本损失的潜在负面事件进行评估。进行风险分析有助于决定是否应进行投资。这是透过回撤、波动率和 Beta 等风险指标来完成的，这些指标反映了利益相关者对投资策略一致性的信心。
回撤
回撤表
Monte Carlo 模拟
Monte Carlo 模拟是一种统计方法，透过从历史资产价格资料中随机抽样产生大量潜在结果，用以预测投资组合报酬。它协助投资人评估各种市场條件下投资组合的潜在风险和报酬。模拟考虑初始投资，并可选择性地模拟现金流情境，如固定投入、固定提款或比例提款。
重要提示：透过 Monte Carlo 模拟产生的预测纯屬假设性質，不保证未来报酬。投资决策应考量多种因素，过去表现不代表未来结果。