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

Correlation

The correlation between IVOG and VOOG is 0.87, 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.


Performance

IVOG vs. VOOG - 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 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

IVOG:

-0.10

VOOG:

0.71

Sortino Ratio

IVOG:

0.04

VOOG:

1.18

Omega Ratio

IVOG:

1.01

VOOG:

1.17

Calmar Ratio

IVOG:

-0.08

VOOG:

0.85

Martin Ratio

IVOG:

-0.23

VOOG:

2.84

Ulcer Index

IVOG:

8.57%

VOOG:

6.64%

Daily Std Dev

IVOG:

23.27%

VOOG:

25.12%

Max Drawdown

IVOG:

-39.32%

VOOG:

-32.73%

Current Drawdown

IVOG:

-11.34%

VOOG:

-4.32%

Returns By Period

In the year-to-date period, IVOG achieves a -3.22% return, which is significantly lower than VOOG's 0.63% return. Over the past 10 years, IVOG has underperformed VOOG with an annualized return of 8.44%, while VOOG has yielded a comparatively higher 14.61% annualized return.


IVOG

YTD

-3.22%

1M

13.56%

6M

-6.99%

1Y

-2.32%

3Y*

10.53%

5Y*

11.43%

10Y*

8.44%

VOOG

YTD

0.63%

1M

18.67%

6M

2.72%

1Y

17.61%

3Y*

19.30%

5Y*

16.77%

10Y*

14.61%

*Annualized

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Vanguard S&P 500 Growth ETF

IVOG vs. VOOG - Expense Ratio Comparison

IVOG has a 0.15% expense ratio, which is higher than VOOG's 0.10% 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%.


Risk-Adjusted Performance

IVOG vs. VOOG — 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 1313
Overall Rank
The Sharpe Ratio Rank of IVOG is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of IVOG is 1414
Sortino Ratio Rank
The Omega Ratio Rank of IVOG is 1414
Omega Ratio Rank
The Calmar Ratio Rank of IVOG is 1313
Calmar Ratio Rank
The Martin Ratio Rank of IVOG is 1313
Martin Ratio Rank

VOOG
The Risk-Adjusted Performance Rank of VOOG is 7070
Overall Rank
The Sharpe Ratio Rank of VOOG is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VOOG is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VOOG is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VOOG is 7575
Calmar Ratio Rank
The Martin Ratio Rank of VOOG is 6969
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. VOOG - 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 500 Growth ETF (VOOG). 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 current IVOG Sharpe Ratio is -0.10, which is lower than the VOOG Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of IVOG and VOOG, 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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Dividends

IVOG vs. VOOG - Dividend Comparison

IVOG's dividend yield for the trailing twelve months is around 0.81%, more than VOOG's 0.55% yield.


TTM20242023202220212020201920182017201620152014
IVOG
Vanguard S&P Mid-Cap 400 Growth ETF
0.81%0.79%1.15%1.05%0.47%0.74%1.17%1.01%0.93%1.03%1.04%0.81%
VOOG
Vanguard S&P 500 Growth ETF
0.55%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%

Drawdowns

IVOG vs. VOOG - Drawdown Comparison

The maximum IVOG drawdown since its inception was -39.32%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for IVOG and VOOG. For additional features, visit the drawdowns tool.


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Volatility

IVOG vs. VOOG - Volatility Comparison

Vanguard S&P Mid-Cap 400 Growth ETF (IVOG) and Vanguard S&P 500 Growth ETF (VOOG) have volatilities of 6.12% 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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