IVOG vs. VXUS
IVOG (Vanguard S&P Mid-Cap 400 Growth ETF) and VXUS (Vanguard Total International Stock ETF) are both exchange-traded funds - IVOG is a Small Cap Growth Equities fund tracking the S&P MidCap 400 Growth Index, while VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index. Both are passively managed. Over the past 10 years, IVOG returned 11.91%/yr vs 10.23%/yr for VXUS. A 0.75 correlation means they provide meaningful diversification when combined. IVOG charges 0.15%/yr vs 0.05%/yr for VXUS.
Performance
IVOG vs. VXUS - Performance Comparison
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Returns By Period
In the year-to-date period, IVOG achieves a 18.76% return, which is significantly higher than VXUS's 12.51% return. Over the past 10 years, IVOG has outperformed VXUS with an annualized return of 11.91%, while VXUS has yielded a comparatively lower 10.23% annualized return.
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%
VXUS
- 1D
- -3.04%
- 1M
- 0.39%
- YTD
- 12.51%
- 6M
- 12.35%
- 1Y
- 29.41%
- 3Y*
- 18.90%
- 5Y*
- 8.35%
- 10Y*
- 10.23%
IVOG vs. VXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VXUS Vanguard Total International Stock ETF | 12.51% | 32.35% | 5.08% | 15.86% | -16.08% | 8.98% | 10.66% | 21.75% | -14.43% | 27.46% |
Correlation
The correlation between IVOG and VXUS is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2011 | 0.75 |
The correlation between IVOG and VXUS has been stable across timeframes, ranging from 0.71 to 0.75 - a consistent structural relationship.
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Return for Risk
IVOG vs. VXUS — Risk / Return Rank
IVOG
VXUS
IVOG vs. VXUS - 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 Total International Stock ETF (VXUS). 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.
| IVOG | VXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.34 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 2.62 | +0.47 |
| Martin ratioReturn relative to average drawdown | 12.01 | 10.07 | +1.94 |
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Drawdowns
IVOG vs. VXUS - Drawdown Comparison
The maximum IVOG drawdown since its inception was -39.32%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for IVOG and VXUS.
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Drawdown Indicators
| IVOG | VXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.32% | -35.97% | -3.35% |
Max Drawdown (1Y)Largest decline over 1 year | -9.69% | -11.27% | +1.58% |
Max Drawdown (3Y)Largest decline over 3 years | -25.61% | -13.58% | -12.03% |
Max Drawdown (5Y)Largest decline over 5 years | -29.31% | -29.44% | +0.13% |
Max Drawdown (10Y)Largest decline over 10 years | -39.32% | -35.97% | -3.35% |
Current DrawdownCurrent decline from peak | -1.58% | -3.04% | +1.46% |
Average DrawdownAverage peak-to-trough decline | -5.86% | -8.20% | +2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 2.93% | -0.45% |
Volatility
IVOG vs. VXUS - Volatility Comparison
The current volatility for Vanguard S&P Mid-Cap 400 Growth ETF (IVOG) is 5.83%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 7.07%. This indicates that IVOG experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IVOG | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.83% | 7.07% | -1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 13.89% | 14.44% | -0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.69% | 16.36% | +1.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.70% | 16.27% | +4.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.61% | 17.03% | +3.58% |
IVOG vs. VXUS - Expense Ratio Comparison
IVOG has a 0.15% expense ratio, which is higher than VXUS's 0.05% 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. VXUS - Dividend Comparison
IVOG's dividend yield for the trailing twelve months is around 0.54%, less than VXUS's 2.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VXUS Vanguard Total International Stock ETF | 2.59% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
Frequently Asked Questions
IVOG and VXUS have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VXUS has higher volatility (7.07%) compared to IVOG (5.83%). In terms of maximum drawdown, IVOG dropped -39.32% vs VXUS's -35.97%.
On 10-year performance, IVOG leads with 11.91% vs 10.23% for VXUS. On fees, VXUS is cheaper at 0.05% per year. On volatility, IVOG has been the lower-risk option at 5.83%. 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 10.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VXUS is cheaper with a 0.05% expense ratio, compared with 0.15% for IVOG.
VXUS has the higher dividend yield at 2.59%, compared with 0.54% for IVOG.
IVOG is categorized as Small Cap Growth Equities, while VXUS is Global Equities. IVOG tracks S&P MidCap 400 Growth Index, while VXUS tracks FTSE Global All Cap ex US Index. Their fees differ too: 0.15% for IVOG and 0.05% for VXUS.
VXUS currently has the higher Sharpe Ratio (1.81 vs 1.69), 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.
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