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IVOG vs. IVOV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IVOG and IVOV is 0.78, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

IVOG vs. IVOV - 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 Vanguard S&P Mid-Cap 400 Value ETF (IVOV). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%450.00%NovemberDecember2025FebruaryMarchApril
356.63%
337.99%
IVOG
IVOV

Key characteristics

Sharpe Ratio

IVOG:

-0.22

IVOV:

0.16

Sortino Ratio

IVOG:

-0.16

IVOV:

0.38

Omega Ratio

IVOG:

0.98

IVOV:

1.05

Calmar Ratio

IVOG:

-0.19

IVOV:

0.15

Martin Ratio

IVOG:

-0.63

IVOV:

0.54

Ulcer Index

IVOG:

7.90%

IVOV:

6.39%

Daily Std Dev

IVOG:

22.84%

IVOV:

20.96%

Max Drawdown

IVOG:

-39.32%

IVOV:

-45.99%

Current Drawdown

IVOG:

-17.22%

IVOV:

-14.93%

Returns By Period

In the year-to-date period, IVOG achieves a -9.64% return, which is significantly lower than IVOV's -8.15% return. Both investments have delivered pretty close results over the past 10 years, with IVOG having a 7.86% annualized return and IVOV not far behind at 7.67%.


IVOG

YTD

-9.64%

1M

-4.31%

6M

-9.80%

1Y

-4.68%

5Y*

12.15%

10Y*

7.86%

IVOV

YTD

-8.15%

1M

-6.34%

6M

-6.75%

1Y

3.97%

5Y*

16.66%

10Y*

7.67%

*Annualized

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IVOG vs. IVOV - Expense Ratio Comparison

Both IVOG and IVOV have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for IVOG: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IVOG: 0.15%
Expense ratio chart for IVOV: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IVOV: 0.15%

Risk-Adjusted Performance

IVOG vs. IVOV — Risk-Adjusted Performance Rank

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

IVOG
The Risk-Adjusted Performance Rank of IVOG is 1010
Overall Rank
The Sharpe Ratio Rank of IVOG is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of IVOG is 1010
Sortino Ratio Rank
The Omega Ratio Rank of IVOG is 1010
Omega Ratio Rank
The Calmar Ratio Rank of IVOG is 99
Calmar Ratio Rank
The Martin Ratio Rank of IVOG is 99
Martin Ratio Rank

IVOV
The Risk-Adjusted Performance Rank of IVOV is 3131
Overall Rank
The Sharpe Ratio Rank of IVOV is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of IVOV is 3232
Sortino Ratio Rank
The Omega Ratio Rank of IVOV is 3131
Omega Ratio Rank
The Calmar Ratio Rank of IVOV is 3232
Calmar Ratio Rank
The Martin Ratio Rank of IVOV is 3131
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.

IVOG vs. IVOV - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for IVOG, currently valued at -0.22, compared to the broader market-1.000.001.002.003.004.005.00
IVOG: -0.22
IVOV: 0.16
The chart of Sortino ratio for IVOG, currently valued at -0.16, compared to the broader market-2.000.002.004.006.008.00
IVOG: -0.16
IVOV: 0.38
The chart of Omega ratio for IVOG, currently valued at 0.98, compared to the broader market0.501.001.502.002.50
IVOG: 0.98
IVOV: 1.05
The chart of Calmar ratio for IVOG, currently valued at -0.19, compared to the broader market0.002.004.006.008.0010.0012.00
IVOG: -0.19
IVOV: 0.15
The chart of Martin ratio for IVOG, currently valued at -0.63, compared to the broader market0.0020.0040.0060.00
IVOG: -0.63
IVOV: 0.54

The current IVOG Sharpe Ratio is -0.22, which is lower than the IVOV Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of IVOG and IVOV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.22
0.16
IVOG
IVOV

Dividends

IVOG vs. IVOV - Dividend Comparison

IVOG's dividend yield for the trailing twelve months is around 0.87%, less than IVOV's 1.90% yield.


TTM20242023202220212020201920182017201620152014
IVOG
Vanguard S&P Mid-Cap 400 Growth ETF
0.87%0.79%1.15%1.05%0.47%0.74%1.17%1.01%0.93%1.03%1.04%0.81%
IVOV
Vanguard S&P Mid-Cap 400 Value ETF
1.90%1.74%1.52%1.97%1.78%2.42%1.75%1.87%1.55%1.36%1.66%1.47%

Drawdowns

IVOG vs. IVOV - Drawdown Comparison

The maximum IVOG drawdown since its inception was -39.32%, smaller than the maximum IVOV drawdown of -45.99%. Use the drawdown chart below to compare losses from any high point for IVOG and IVOV. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.22%
-14.93%
IVOG
IVOV

Volatility

IVOG vs. IVOV - Volatility Comparison

Vanguard S&P Mid-Cap 400 Growth ETF (IVOG) has a higher volatility of 15.18% compared to Vanguard S&P Mid-Cap 400 Value ETF (IVOV) at 14.22%. This indicates that IVOG's price experiences larger fluctuations and is considered to be riskier than IVOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.18%
14.22%
IVOG
IVOV