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IVOG vs. VO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IVOG vs. VO - 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 Mid-Cap ETF (VO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IVOG achieves a 20.66% return, which is significantly higher than VO's 11.30% return. Both investments have delivered pretty close results over the past 10 years, with IVOG having a 12.09% annualized return and VO not far behind at 12.03%.


IVOG

1D
0.63%
1M
4.20%
YTD
20.66%
6M
17.87%
1Y
32.69%
3Y*
18.41%
5Y*
8.84%
10Y*
12.09%

VO

1D
0.44%
1M
3.04%
YTD
11.30%
6M
9.77%
1Y
19.89%
3Y*
16.59%
5Y*
8.06%
10Y*
12.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVOG vs. VO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IVOG
Vanguard S&P Mid-Cap 400 Growth ETF
20.66%7.34%15.62%17.36%-19.08%18.85%22.60%26.13%-10.58%19.90%
VO
Vanguard Mid-Cap ETF
11.30%11.62%15.31%16.03%-18.73%24.70%18.10%30.98%-9.24%19.28%

Correlation

The correlation between IVOG and VO is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.89

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

0.92

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

0.94

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

0.94

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

0.94

The correlation between IVOG and VO has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.

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Return for Risk

IVOG vs. VO — Risk / Return Rank

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

IVOG
IVOG Risk / Return Rank: 6262
Overall Rank
IVOG Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IVOG Sortino Ratio Rank: 5858
Sortino Ratio Rank
IVOG Omega Ratio Rank: 5454
Omega Ratio Rank
IVOG Calmar Ratio Rank: 7070
Calmar Ratio Rank
IVOG Martin Ratio Rank: 7373
Martin Ratio Rank

VO
VO Risk / Return Rank: 4848
Overall Rank
VO Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
VO Sortino Ratio Rank: 4646
Sortino Ratio Rank
VO Omega Ratio Rank: 4343
Omega Ratio Rank
VO Calmar Ratio Rank: 5151
Calmar Ratio Rank
VO Martin Ratio Rank: 5555
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. VO - 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 Vanguard Mid-Cap ETF (VO). 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.


IVOGVODifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.33

1.27

+0.05

Calmar ratioReturn relative to maximum drawdown

3.39

2.45

+0.94

Martin ratioReturn relative to average drawdown

13.20

9.23

+3.98

IVOG vs. VO - Sharpe Ratio Comparison

The current IVOG Sharpe Ratio is 1.87, which is comparable to the VO Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of IVOG and VO, 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. VO - Drawdown Comparison

The maximum IVOG drawdown since its inception was -39.32%, smaller than the maximum VO drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for IVOG and VO.


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Drawdown Indicators


IVOGVODifference

Max Drawdown

Largest peak-to-trough decline

-39.32%

-58.87%

+19.55%

Max Drawdown (1Y)

Largest decline over 1 year

-9.69%

-8.17%

-1.52%

Max Drawdown (3Y)

Largest decline over 3 years

-25.61%

-19.02%

-6.59%

Max Drawdown (5Y)

Largest decline over 5 years

-29.31%

-27.57%

-1.74%

Max Drawdown (10Y)

Largest decline over 10 years

-39.32%

-39.37%

+0.05%

Current Drawdown

Current decline from peak

0.00%

-0.45%

+0.45%

Average Drawdown

Average peak-to-trough decline

-5.87%

-7.85%

+1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

2.16%

+0.32%

Volatility

IVOG vs. VO - Volatility Comparison

Vanguard S&P Mid-Cap 400 Growth ETF (IVOG) has a higher volatility of 5.53% compared to Vanguard Mid-Cap ETF (VO) at 4.35%. This indicates that IVOG's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IVOGVODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.53%

4.35%

+1.18%

Volatility (6M)

Calculated over the trailing 6-month period

13.79%

9.80%

+3.99%

Volatility (1Y)

Calculated over the trailing 1-year period

17.64%

12.80%

+4.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.69%

17.66%

+3.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.64%

18.98%

+1.66%

IVOG vs. VO - Expense Ratio Comparison

IVOG has a 0.15% expense ratio, which is higher than VO's 0.03% expense ratio. However, 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. VO - Dividend Comparison

IVOG's dividend yield for the trailing twelve months is around 0.53%, less than VO's 1.35% yield.


PositionTTM20252024202320222021202020192018201720162015
IVOG
Vanguard S&P Mid-Cap 400 Growth ETF
0.53%0.64%0.79%1.15%1.05%0.47%0.74%1.17%1.01%0.93%1.11%1.04%
VO
Vanguard Mid-Cap ETF
1.35%1.52%1.49%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%

Frequently Asked Questions


IVOG and VO have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IVOG has higher volatility (5.53%) compared to VO (4.35%). In terms of maximum drawdown, IVOG dropped -39.32% vs VO's -58.87%.

On 10-year performance, IVOG leads with 12.09% vs 12.03% for VO. On fees, VO is cheaper at 0.03% per year. On volatility, VO has been the lower-risk option at 4.35%. 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 12.09% return vs 12.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VO is cheaper with a 0.03% expense ratio, compared with 0.15% for IVOG.

VO has the higher dividend yield at 1.35%, compared with 0.53% for IVOG.

IVOG is categorized as Small Cap Growth Equities, while VO is Mid Cap Blend Equities. IVOG tracks S&P MidCap 400 Growth Index, while VO tracks CRSP US Mid Cap Index. Their fees differ too: 0.15% for IVOG and 0.03% for VO.

IVOG currently has the higher Sharpe Ratio (1.86 vs 1.56), 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 VO

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