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Vanguard S&P Mid-Cap 400 Value ETF (IVOV)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US9219328443

CUSIP

921932844

Issuer

Vanguard

Inception Date

Sep 7, 2010

Region

North America (U.S.)

Leveraged

1x

Index Tracked

S&P MidCap 400 Value Index

Asset Class

Equity

Asset Class Size

Mid-Cap

Asset Class Style

Value

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
IVOV vs. VOE IVOV vs. IVOG IVOV vs. MDYG IVOV vs. MDYV IVOV vs. VO IVOV vs. VIOV IVOV vs. VBR IVOV vs. SLYV IVOV vs. JEPI IVOV vs. SCHD
Popular comparisons:
IVOV vs. VOE IVOV vs. IVOG IVOV vs. MDYG IVOV vs. MDYV IVOV vs. VO IVOV vs. VIOV IVOV vs. VBR IVOV vs. SLYV IVOV vs. JEPI IVOV vs. SCHD

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.97%
12.14%
IVOV (Vanguard S&P Mid-Cap 400 Value ETF)
Benchmark (^GSPC)

Returns By Period

Vanguard S&P Mid-Cap 400 Value ETF had a return of 16.74% year-to-date (YTD) and 29.70% in the last 12 months. Over the past 10 years, Vanguard S&P Mid-Cap 400 Value ETF had an annualized return of 9.58%, while the S&P 500 had an annualized return of 11.16%, indicating that Vanguard S&P Mid-Cap 400 Value ETF did not perform as well as the benchmark.


IVOV

YTD

16.74%

1M

5.19%

6M

15.86%

1Y

29.70%

5Y (annualized)

12.03%

10Y (annualized)

9.58%

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.14%1.91%5.52%-6.07%4.64%-1.88%7.55%0.52%1.12%0.01%16.74%
202311.45%-2.64%-5.50%-1.05%-3.59%9.70%4.30%-3.71%-5.76%-5.90%9.57%10.18%15.38%
2022-4.03%1.17%2.31%-6.73%2.21%-9.51%9.46%-2.86%-9.70%11.75%6.27%-5.02%-7.20%
20211.06%9.69%7.05%4.58%1.86%-2.78%-0.30%2.49%-3.77%4.51%-2.48%5.96%30.50%
2020-4.08%-10.88%-24.13%14.51%5.41%0.98%2.57%4.06%-4.48%3.41%16.71%6.63%3.70%
201911.80%3.87%-1.82%4.71%-9.68%8.38%0.94%-5.25%4.98%1.29%2.78%3.07%25.91%
20181.17%-5.02%0.84%0.90%3.98%0.36%2.06%2.65%-1.02%-8.94%2.90%-11.36%-12.13%
20171.41%1.93%-0.82%-0.14%-1.52%2.56%0.61%-2.06%4.36%1.04%3.85%0.56%12.22%
2016-5.55%2.49%9.83%1.71%1.39%0.44%4.11%0.36%-0.02%-1.93%9.85%1.92%26.32%
2015-3.06%5.75%0.13%-0.40%0.95%-1.79%-2.06%-4.66%-4.25%6.56%1.51%-5.11%-6.98%
2014-1.49%4.27%1.25%-0.32%1.62%4.52%-4.46%5.18%-5.19%3.89%1.21%1.65%12.12%
20137.92%1.72%4.94%-0.53%2.76%-0.78%5.80%-3.98%4.86%4.36%0.67%2.78%34.40%

Expense Ratio

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


Expense ratio chart for IVOV: 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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IVOV is 65, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of IVOV is 6565
Combined Rank
The Sharpe Ratio Rank of IVOV is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of IVOV is 6262
Sortino Ratio Rank
The Omega Ratio Rank of IVOV is 6161
Omega Ratio Rank
The Calmar Ratio Rank of IVOV is 7575
Calmar Ratio Rank
The Martin Ratio Rank of IVOV is 6363
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 Value ETF (IVOV) 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 IVOV, currently valued at 1.86, compared to the broader market0.002.004.001.862.54
The chart of Sortino ratio for IVOV, currently valued at 2.66, compared to the broader market-2.000.002.004.006.008.0010.002.663.40
The chart of Omega ratio for IVOV, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.331.47
The chart of Calmar ratio for IVOV, currently valued at 3.04, compared to the broader market0.005.0010.0015.003.043.66
The chart of Martin ratio for IVOV, currently valued at 10.29, compared to the broader market0.0020.0040.0060.0080.00100.0010.2916.26
IVOV
^GSPC

The current Vanguard S&P Mid-Cap 400 Value ETF Sharpe ratio is 1.86. 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 Value 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.86
2.54
IVOV (Vanguard S&P Mid-Cap 400 Value ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard S&P Mid-Cap 400 Value ETF provided a 1.31% dividend yield over the last twelve months, with an annual payout of $1.33 per share.


1.00%1.50%2.00%2.50%$0.00$0.50$1.00$1.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.33$1.33$1.51$1.50$1.59$1.14$0.98$0.94$0.75$0.74$0.71$0.37

Dividend yield

1.31%1.52%1.97%1.78%2.42%1.75%1.87%1.55%1.36%1.66%1.47%0.85%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard S&P Mid-Cap 400 Value 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
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.33$1.33
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.51$1.51
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.50$1.50
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.59$1.59
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.14$1.14
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.98$0.98
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.94$0.94
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.75$0.75
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.74$0.74
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.71$0.71
2013$0.37$0.37

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.99%
-0.88%
IVOV (Vanguard S&P Mid-Cap 400 Value ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard S&P Mid-Cap 400 Value 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 Value ETF was 45.99%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.

The current Vanguard S&P Mid-Cap 400 Value ETF drawdown is 0.99%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.99%Jan 17, 202045Mar 23, 2020179Dec 4, 2020224
-27.43%May 2, 201178Oct 3, 201193Mar 19, 2012171
-22.75%Aug 30, 201880Dec 24, 2018218Nov 5, 2019298
-21.23%Jun 24, 2015145Jan 20, 2016120Jul 12, 2016265
-19.29%Jan 5, 2022186Sep 30, 202281Jan 27, 2023267

Volatility

Volatility Chart

The current Vanguard S&P Mid-Cap 400 Value ETF volatility is 5.76%, 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%JuneJulyAugustSeptemberOctoberNovember
5.76%
3.96%
IVOV (Vanguard S&P Mid-Cap 400 Value ETF)
Benchmark (^GSPC)