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IVOG vs. IJK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IVOG vs. IJK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P Mid-Cap 400 Growth ETF (IVOG) and iShares S&P MidCap 400 Growth ETF (IJK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with IVOG having a 18.76% return and IJK slightly lower at 18.49%. Both investments have delivered pretty close results over the past 10 years, with IVOG having a 11.91% annualized return and IJK not far behind at 11.86%.


IVOG

1D
-1.58%
1M
2.55%
YTD
18.76%
6M
16.00%
1Y
29.76%
3Y*
17.78%
5Y*
8.30%
10Y*
11.91%

IJK

1D
-1.55%
1M
2.54%
YTD
18.49%
6M
15.93%
1Y
29.42%
3Y*
17.67%
5Y*
8.23%
10Y*
11.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVOG vs. IJK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IVOG
Vanguard S&P Mid-Cap 400 Growth ETF
18.76%7.34%15.62%17.36%-19.08%18.85%22.60%26.13%-10.58%19.90%
IJK
iShares S&P MidCap 400 Growth ETF
18.49%7.28%15.68%17.41%-19.03%18.68%22.45%25.96%-10.53%19.64%

Correlation

The correlation between IVOG and IJK is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2010

0.98

The correlation between IVOG and IJK has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

IVOG vs. IJK — Risk / Return Rank

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

IVOG
IVOG Risk / Return Rank: 5757
Overall Rank
IVOG Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IVOG Sortino Ratio Rank: 5252
Sortino Ratio Rank
IVOG Omega Ratio Rank: 4949
Omega Ratio Rank
IVOG Calmar Ratio Rank: 6565
Calmar Ratio Rank
IVOG Martin Ratio Rank: 6969
Martin Ratio Rank

IJK
IJK Risk / Return Rank: 5656
Overall Rank
IJK Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IJK Sortino Ratio Rank: 5151
Sortino Ratio Rank
IJK Omega Ratio Rank: 4848
Omega Ratio Rank
IJK Calmar Ratio Rank: 6363
Calmar Ratio Rank
IJK Martin Ratio Rank: 6767
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.

IVOG vs. IJK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Mid-Cap 400 Growth ETF (IVOG) and iShares S&P MidCap 400 Growth ETF (IJK). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IVOGIJKDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.30

1.29

0.00

Calmar ratioReturn relative to maximum drawdown

3.09

2.98

+0.11

Martin ratioReturn relative to average drawdown

12.01

11.68

+0.33

IVOG vs. IJK - Sharpe Ratio Comparison

The current IVOG Sharpe Ratio is 1.69, which is comparable to the IJK Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of IVOG and IJK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IVOG vs. IJK - Drawdown Comparison

The maximum IVOG drawdown since its inception was -39.32%, smaller than the maximum IJK drawdown of -54.47%. Use the drawdown chart below to compare losses from any high point for IVOG and IJK.


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Drawdown Indicators


IVOGIJKDifference

Max Drawdown

Largest peak-to-trough decline

-39.32%

-54.47%

+15.15%

Max Drawdown (1Y)

Largest decline over 1 year

-9.69%

-9.92%

+0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-25.61%

-25.63%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-29.31%

-29.24%

-0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-39.32%

-39.25%

-0.07%

Current Drawdown

Current decline from peak

-1.58%

-1.55%

-0.03%

Average Drawdown

Average peak-to-trough decline

-5.86%

-10.78%

+4.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

2.52%

-0.04%

Volatility

IVOG vs. IJK - Volatility Comparison

Vanguard S&P Mid-Cap 400 Growth ETF (IVOG) and iShares S&P MidCap 400 Growth ETF (IJK) have volatilities of 5.83% and 5.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IVOGIJKDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.83%

5.85%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

13.89%

13.85%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

17.69%

17.61%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.70%

20.78%

-0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.61%

21.08%

-0.47%

IVOG vs. IJK - Expense Ratio Comparison

IVOG has a 0.15% expense ratio, which is lower than IJK's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IVOG vs. IJK - Dividend Comparison

IVOG's dividend yield for the trailing twelve months is around 0.54%, more than IJK's 0.53% yield.


PositionTTM20252024202320222021202020192018201720162015
IJK
iShares S&P MidCap 400 Growth ETF
0.53%0.66%0.79%1.13%1.08%0.50%0.70%1.09%1.13%0.93%1.15%1.12%
IVOG
Vanguard S&P Mid-Cap 400 Growth ETF
0.54%0.64%0.79%1.15%1.05%0.47%0.74%1.17%1.01%0.93%1.11%1.04%

Frequently Asked Questions


With a correlation of 0.99, IVOG and IJK move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IJK has higher volatility (5.85%) compared to IVOG (5.83%). In terms of maximum drawdown, IVOG dropped -39.32% vs IJK's -54.47%.

On 10-year performance, IVOG leads with 11.91% vs 11.86% for IJK. On fees, IVOG is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IVOG has performed better with a 11.91% return vs 11.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IVOG is cheaper with a 0.15% expense ratio, compared with 0.17% for IJK.

IVOG has the higher dividend yield at 0.54%, compared with 0.53% for IJK.

IVOG is categorized as Small Cap Growth Equities, while IJK is Mid Cap Growth Equities. Both ETFs track S&P MidCap 400 Growth Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.15% for IVOG and 0.17% for IJK.

IVOG currently has the higher Sharpe Ratio (1.69 vs 1.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for IVOG and IJK

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