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IMCG vs. DFVEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IMCG vs. DFVEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Morningstar Mid-Cap Growth ETF (IMCG) and DFA U.S. Vector Equity Fund (DFVEX). The values are adjusted to include any dividend payments, if applicable.

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IMCG vs. DFVEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IMCG
iShares Morningstar Mid-Cap Growth ETF
-1.19%6.55%18.14%20.73%-25.79%15.39%45.64%35.70%-3.68%25.57%
DFVEX
DFA U.S. Vector Equity Fund
-2.83%13.66%14.36%17.60%-9.96%32.10%7.53%26.11%-13.24%14.15%

Returns By Period

In the year-to-date period, IMCG achieves a -1.19% return, which is significantly higher than DFVEX's -2.83% return. Over the past 10 years, IMCG has outperformed DFVEX with an annualized return of 12.58%, while DFVEX has yielded a comparatively lower 10.94% annualized return.


IMCG

1D
3.63%
1M
-6.39%
YTD
-1.19%
6M
-4.39%
1Y
11.14%
3Y*
11.94%
5Y*
5.08%
10Y*
12.58%

DFVEX

1D
-0.47%
1M
-7.12%
YTD
-2.83%
6M
-0.17%
1Y
16.05%
3Y*
13.21%
5Y*
8.70%
10Y*
10.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IMCG vs. DFVEX - Expense Ratio Comparison

IMCG has a 0.06% expense ratio, which is lower than DFVEX's 0.28% expense ratio.


Return for Risk

IMCG vs. DFVEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IMCG
IMCG Risk / Return Rank: 3535
Overall Rank
IMCG Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
IMCG Sortino Ratio Rank: 3434
Sortino Ratio Rank
IMCG Omega Ratio Rank: 3333
Omega Ratio Rank
IMCG Calmar Ratio Rank: 3737
Calmar Ratio Rank
IMCG Martin Ratio Rank: 4141
Martin Ratio Rank

DFVEX
DFVEX Risk / Return Rank: 4444
Overall Rank
DFVEX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
DFVEX Sortino Ratio Rank: 5151
Sortino Ratio Rank
DFVEX Omega Ratio Rank: 5151
Omega Ratio Rank
DFVEX Calmar Ratio Rank: 3333
Calmar Ratio Rank
DFVEX Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IMCG vs. DFVEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Mid-Cap Growth ETF (IMCG) and DFA U.S. Vector Equity Fund (DFVEX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


IMCGDFVEXDifference

Sharpe ratio

Return per unit of total volatility

0.55

0.91

-0.36

Sortino ratio

Return per unit of downside risk

0.92

1.40

-0.47

Omega ratio

Gain probability vs. loss probability

1.12

1.21

-0.08

Calmar ratio

Return relative to maximum drawdown

0.87

0.91

-0.04

Martin ratio

Return relative to average drawdown

3.61

4.13

-0.52

IMCG vs. DFVEX - Sharpe Ratio Comparison

The current IMCG Sharpe Ratio is 0.55, which is lower than the DFVEX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of IMCG and DFVEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IMCGDFVEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.91

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.48

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.55

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.39

+0.11

Correlation

The correlation between IMCG and DFVEX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IMCG vs. DFVEX - Dividend Comparison

IMCG's dividend yield for the trailing twelve months is around 0.80%, less than DFVEX's 1.24% yield.


TTM20252024202320222021202020192018201720162015
IMCG
iShares Morningstar Mid-Cap Growth ETF
0.80%0.78%0.78%0.85%0.91%0.41%0.09%0.30%0.35%0.45%0.52%0.38%
DFVEX
DFA U.S. Vector Equity Fund
1.24%0.91%1.26%3.33%4.94%9.56%1.28%2.98%4.09%4.41%3.46%4.59%

Drawdowns

IMCG vs. DFVEX - Drawdown Comparison

The maximum IMCG drawdown since its inception was -58.96%, smaller than the maximum DFVEX drawdown of -62.71%. Use the drawdown chart below to compare losses from any high point for IMCG and DFVEX.


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Drawdown Indicators


IMCGDFVEXDifference

Max Drawdown

Largest peak-to-trough decline

-58.96%

-62.71%

+3.75%

Max Drawdown (1Y)

Largest decline over 1 year

-12.99%

-13.24%

+0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-35.08%

-21.20%

-13.88%

Max Drawdown (10Y)

Largest decline over 10 years

-35.08%

-42.20%

+7.12%

Current Drawdown

Current decline from peak

-6.90%

-8.45%

+1.55%

Average Drawdown

Average peak-to-trough decline

-9.29%

-9.19%

-0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

3.09%

+0.05%

Volatility

IMCG vs. DFVEX - Volatility Comparison

iShares Morningstar Mid-Cap Growth ETF (IMCG) has a higher volatility of 7.19% compared to DFA U.S. Vector Equity Fund (DFVEX) at 4.30%. This indicates that IMCG's price experiences larger fluctuations and is considered to be riskier than DFVEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IMCGDFVEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.19%

4.30%

+2.89%

Volatility (6M)

Calculated over the trailing 6-month period

12.08%

8.94%

+3.14%

Volatility (1Y)

Calculated over the trailing 1-year period

20.27%

18.50%

+1.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.09%

18.29%

+1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.44%

20.15%

+0.29%