IVOO vs. BRK-B
Compare and contrast key facts about Vanguard S&P Mid-Cap 400 ETF (IVOO) and Berkshire Hathaway Inc. (BRK-B).
IVOO is a passively managed fund by Vanguard that tracks the performance of the S&P MidCap 400 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IVOO or BRK-B.
Performance
IVOO vs. BRK-B - Performance Comparison
Returns By Period
In the year-to-date period, IVOO achieves a 16.69% return, which is significantly lower than BRK-B's 31.86% return. Over the past 10 years, IVOO has underperformed BRK-B with an annualized return of 10.01%, while BRK-B has yielded a comparatively higher 12.47% annualized return.
IVOO
16.69%
0.50%
6.99%
29.34%
11.56%
10.01%
BRK-B
31.86%
1.18%
12.79%
31.02%
16.57%
12.47%
Key characteristics
| IVOO | BRK-B | |
|---|---|---|
| Sharpe Ratio | 1.75 | 2.22 |
| Sortino Ratio | 2.50 | 3.12 |
| Omega Ratio | 1.30 | 1.40 |
| Calmar Ratio | 2.59 | 4.20 |
| Martin Ratio | 10.10 | 10.96 |
| Ulcer Index | 2.77% | 2.90% |
| Daily Std Dev | 15.98% | 14.33% |
| Max Drawdown | -42.33% | -53.86% |
| Current Drawdown | -3.54% | -1.73% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between IVOO and BRK-B is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
IVOO vs. BRK-B - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Mid-Cap 400 ETF (IVOO) and Berkshire Hathaway Inc. (BRK-B). 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
IVOO vs. BRK-B - Dividend Comparison
IVOO's dividend yield for the trailing twelve months is around 1.29%, while BRK-B has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVOO Vanguard S&P Mid-Cap 400 ETF | 1.29% | 1.25% | 1.58% | 1.14% | 1.23% | 1.49% | 1.56% | 1.22% | 1.37% | 1.45% | 1.26% | 0.92% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IVOO vs. BRK-B - Drawdown Comparison
The maximum IVOO drawdown since its inception was -42.33%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for IVOO and BRK-B. For additional features, visit the drawdowns tool.
Volatility
IVOO vs. BRK-B - Volatility Comparison
The current volatility for Vanguard S&P Mid-Cap 400 ETF (IVOO) is 5.46%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.62%. This indicates that IVOO experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.