PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Vanguard S&P Mid-Cap 400 Growth ETF (IVOG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US9219328690

CUSIP

921932869

Issuer

Vanguard

Inception Date

Sep 7, 2010

Region

North America (U.S.)

Leveraged

1x

Index Tracked

S&P MidCap 400 Growth Index

Asset Class

Equity

Asset Class Size

Mid-Cap

Asset Class Style

Growth

Expense Ratio

IVOG has an expense ratio of 0.15%, which is considered low compared to other funds.


Expense ratio chart for IVOG: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
IVOG vs. VO IVOG vs. VOT IVOG vs. IVOV IVOG vs. AIVSX IVOG vs. FCNTX IVOG vs. VOO IVOG vs. VONG IVOG vs. VOOG IVOG vs. IVV IVOG vs. MSCGX
Popular comparisons:
IVOG vs. VO IVOG vs. VOT IVOG vs. IVOV IVOG vs. AIVSX IVOG vs. FCNTX IVOG vs. VOO IVOG vs. VONG IVOG vs. VOOG IVOG vs. IVV IVOG vs. MSCGX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard S&P Mid-Cap 400 Growth ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


360.00%380.00%400.00%420.00%440.00%460.00%JulyAugustSeptemberOctoberNovemberDecember
409.69%
437.13%
IVOG (Vanguard S&P Mid-Cap 400 Growth ETF)
Benchmark (^GSPC)

Returns By Period

Vanguard S&P Mid-Cap 400 Growth ETF had a return of 16.61% year-to-date (YTD) and 16.71% in the last 12 months. Over the past 10 years, Vanguard S&P Mid-Cap 400 Growth ETF had an annualized return of 9.75%, while the S&P 500 had an annualized return of 11.06%, indicating that Vanguard S&P Mid-Cap 400 Growth ETF did not perform as well as the benchmark.


IVOG

YTD

16.61%

1M

-3.07%

6M

4.20%

1Y

16.71%

5Y*

10.06%

10Y*

9.75%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of IVOG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.33%9.67%5.65%-5.92%4.18%-1.49%4.40%-0.81%1.06%-1.32%8.93%16.61%
20236.94%-0.54%-1.33%-0.56%-2.97%9.06%3.54%-1.89%-4.93%-4.83%7.62%7.43%17.36%
2022-10.45%0.92%0.66%-7.84%-0.62%-10.28%13.06%-3.32%-8.92%9.45%5.53%-5.85%-19.08%
20211.93%4.19%2.38%4.03%-1.82%1.09%0.86%1.48%-4.15%7.52%-3.56%4.07%18.85%
2020-1.13%-8.58%-16.90%14.38%8.90%1.28%5.88%3.59%-2.35%1.04%12.50%6.29%22.60%
20199.28%4.56%0.56%3.39%-6.41%7.06%1.17%-3.02%1.25%0.93%3.21%2.39%26.13%
20184.24%-3.82%1.20%-1.26%4.07%0.37%1.31%3.77%-1.20%-10.13%3.28%-11.38%-10.58%
20172.12%3.16%-0.17%1.55%0.49%1.12%0.90%-1.21%3.55%3.42%3.65%-0.13%19.90%
2016-5.80%0.51%6.84%0.73%3.27%0.33%4.46%0.71%-1.42%-3.38%5.80%2.16%14.35%
20150.41%4.56%2.19%-2.42%2.63%-0.91%2.22%-6.60%-2.69%5.28%1.11%-3.32%1.80%
2014-2.59%5.31%-0.45%-2.92%1.87%4.04%-4.18%4.75%-3.81%2.99%2.36%0.48%7.46%
20137.13%0.17%4.49%0.82%2.68%-2.54%6.84%-4.29%5.72%3.62%1.29%3.32%32.63%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IVOG is 58, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of IVOG is 5858
Overall Rank
The Sharpe Ratio Rank of IVOG is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of IVOG is 5656
Sortino Ratio Rank
The Omega Ratio Rank of IVOG is 5454
Omega Ratio Rank
The Calmar Ratio Rank of IVOG is 6565
Calmar Ratio Rank
The Martin Ratio Rank of IVOG is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard S&P Mid-Cap 400 Growth ETF (IVOG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for IVOG, currently valued at 1.12, compared to the broader market0.002.004.001.122.10
The chart of Sortino ratio for IVOG, currently valued at 1.62, compared to the broader market-2.000.002.004.006.008.0010.001.622.80
The chart of Omega ratio for IVOG, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.39
The chart of Calmar ratio for IVOG, currently valued at 1.76, compared to the broader market0.005.0010.0015.001.763.09
The chart of Martin ratio for IVOG, currently valued at 5.63, compared to the broader market0.0020.0040.0060.0080.00100.005.6313.49
IVOG
^GSPC

The current Vanguard S&P Mid-Cap 400 Growth ETF Sharpe ratio is 1.12. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard S&P Mid-Cap 400 Growth ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.12
2.10
IVOG (Vanguard S&P Mid-Cap 400 Growth ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard S&P Mid-Cap 400 Growth ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share. The fund has been increasing its distributions for 2 consecutive years.


0.40%0.60%0.80%1.00%1.20%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.00$1.13$0.89$0.50$0.66$0.86$0.60$0.62$0.58$0.52$0.40$0.30

Dividend yield

0.00%1.15%1.05%0.47%0.74%1.17%1.01%0.93%1.03%1.04%0.81%0.66%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard S&P Mid-Cap 400 Growth ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.13$1.13
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.89$0.89
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.50$0.50
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.66$0.66
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.86$0.86
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.60$0.60
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.62$0.62
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.58$0.58
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.52$0.52
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.40$0.40
2013$0.30$0.30

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.60%
-2.62%
IVOG (Vanguard S&P Mid-Cap 400 Growth ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard S&P Mid-Cap 400 Growth ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard S&P Mid-Cap 400 Growth ETF was 39.32%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current Vanguard S&P Mid-Cap 400 Growth ETF drawdown is 7.60%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.32%Feb 21, 202022Mar 23, 202099Aug 12, 2020121
-29.31%Nov 17, 2021146Jun 16, 2022427Feb 29, 2024573
-25.89%Jul 8, 201162Oct 4, 2011237Sep 13, 2012299
-23.78%Sep 17, 201869Dec 24, 2018234Nov 27, 2019303
-18.23%Aug 18, 2015123Feb 11, 2016102Jul 8, 2016225

Volatility

Volatility Chart

The current Vanguard S&P Mid-Cap 400 Growth ETF volatility is 5.36%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.36%
3.79%
IVOG (Vanguard S&P Mid-Cap 400 Growth ETF)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab