IVOG vs. VOT
Compare and contrast key facts about Vanguard S&P Mid-Cap 400 Growth ETF (IVOG) and Vanguard Mid-Cap Growth ETF (VOT).
IVOG and VOT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IVOG is a passively managed fund by Vanguard that tracks the performance of the S&P MidCap 400 Growth Index. It was launched on Sep 7, 2010. VOT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Mid Cap Growth Index. It was launched on Aug 17, 2006. Both IVOG and VOT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IVOG or VOT.
Performance
IVOG vs. VOT - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with IVOG having a 22.11% return and VOT slightly lower at 21.39%. Over the past 10 years, IVOG has underperformed VOT with an annualized return of 10.26%, while VOT has yielded a comparatively higher 10.82% annualized return.
IVOG
22.11%
4.26%
8.61%
31.73%
11.95%
10.26%
VOT
21.39%
6.63%
14.95%
32.26%
12.26%
10.82%
Key characteristics
| IVOG | VOT | |
|---|---|---|
| Sharpe Ratio | 1.99 | 2.24 |
| Sortino Ratio | 2.78 | 3.01 |
| Omega Ratio | 1.34 | 1.39 |
| Calmar Ratio | 2.19 | 1.43 |
| Martin Ratio | 10.40 | 13.02 |
| Ulcer Index | 3.13% | 2.52% |
| Daily Std Dev | 16.35% | 14.65% |
| Max Drawdown | -39.32% | -60.17% |
| Current Drawdown | -1.37% | 0.00% |
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IVOG vs. VOT - Expense Ratio Comparison
IVOG has a 0.15% expense ratio, which is higher than VOT's 0.07% 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%.
Correlation
The correlation between IVOG and VOT is 0.91, 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.
Risk-Adjusted Performance
IVOG vs. VOT - 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 Mid-Cap Growth ETF (VOT). 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.
Dividends
IVOG vs. VOT - Dividend Comparison
IVOG's dividend yield for the trailing twelve months is around 0.94%, more than VOT's 0.66% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVOG Vanguard S&P Mid-Cap 400 Growth ETF | 0.94% | 1.15% | 1.05% | 0.47% | 0.74% | 1.17% | 1.01% | 0.93% | 1.03% | 1.04% | 0.81% | 0.66% |
VOT Vanguard Mid-Cap Growth ETF | 0.66% | 0.71% | 0.78% | 0.34% | 0.56% | 0.78% | 0.84% | 0.72% | 0.81% | 0.81% | 0.79% | 0.61% |
Drawdowns
IVOG vs. VOT - Drawdown Comparison
The maximum IVOG drawdown since its inception was -39.32%, smaller than the maximum VOT drawdown of -60.17%. Use the drawdown chart below to compare losses from any high point for IVOG and VOT. For additional features, visit the drawdowns tool.
Volatility
IVOG vs. VOT - Volatility Comparison
Vanguard S&P Mid-Cap 400 Growth ETF (IVOG) has a higher volatility of 5.20% compared to Vanguard Mid-Cap Growth ETF (VOT) at 4.83%. This indicates that IVOG's price experiences larger fluctuations and is considered to be riskier than VOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.