Vanguard SAMPP Information Ratio
| VOOG ETF | | | USD 80.73 1.77 2.24% |
The Information Ratio measures excess return (alpha) per unit of tracking error relative to a benchmark. Unlike the Sharpe Ratio, which uses total volatility, the Information Ratio isolates only the variability of the alpha component — the return attributable to active decisions rather than passive market exposure. Below is Vanguard SAMPP's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
A Information Ratio of 0.1496 for Vanguard SAMPP signals positive but modest excess return per unit of tracking risk. Vanguard SAMPP has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.1496 | |
Information Ratio Peers Comparison
Relative to peers, Vanguard SAMPP's Information Ratio is above the group average of 0.09. Peer readings range from -0.0469 (iShares MSCI USA) to 0.2163 (iShares Technology ETF), reflecting wide dispersion across the sector. Vanguard SAMPP's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Information Ratio Relative To Other Indicators
The chart below plots Information Ratio against Maximum Drawdown for Vanguard SAMPP and its peers. Each point represents one equity — position along the horizontal axis shows Information Ratio while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Vanguard SAMPP records a Information Ratio of
0.15 and a Maximum Drawdown of
5.35 , yielding roughly
35.79 units of Maximum Drawdown per Information Ratio. This indicates Maximum Drawdown substantially exceeds Information Ratio for Vanguard SAMPP.
Methodology, Assumptions & Data Sources
Vanguard SAMPP's Information Ratio currently stands at 0.1496. The Information Ratio for Vanguard SAMPP applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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