IVOO vs. FAMVX
Compare and contrast key facts about Vanguard S&P Mid-Cap 400 ETF (IVOO) and FAM Value Fund (FAMVX).
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. FAMVX is managed by FAM. It was launched on Jan 2, 1987.
Performance
IVOO vs. FAMVX - Performance Comparison
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IVOO vs. FAMVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IVOO Vanguard S&P Mid-Cap 400 ETF | 2.57% | 7.47% | 13.77% | 16.45% | -13.17% | 24.61% | 13.61% | 26.18% | -11.33% | 16.38% |
FAMVX FAM Value Fund | -3.79% | 4.90% | 15.51% | 16.09% | -14.06% | 25.65% | 6.81% | 30.31% | -6.15% | 17.34% |
Returns By Period
In the year-to-date period, IVOO achieves a 2.57% return, which is significantly higher than FAMVX's -3.79% return. Over the past 10 years, IVOO has outperformed FAMVX with an annualized return of 10.44%, while FAMVX has yielded a comparatively lower 9.45% annualized return.
IVOO
- 1D
- 2.97%
- 1M
- -5.28%
- YTD
- 2.57%
- 6M
- 4.28%
- 1Y
- 17.42%
- 3Y*
- 12.05%
- 5Y*
- 6.55%
- 10Y*
- 10.44%
FAMVX
- 1D
- -0.15%
- 1M
- -9.42%
- YTD
- -3.79%
- 6M
- -4.93%
- 1Y
- 2.02%
- 3Y*
- 9.63%
- 5Y*
- 6.04%
- 10Y*
- 9.45%
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IVOO vs. FAMVX - Expense Ratio Comparison
IVOO has a 0.10% expense ratio, which is lower than FAMVX's 1.19% expense ratio.
Return for Risk
IVOO vs. FAMVX — Risk / Return Rank
IVOO
FAMVX
IVOO vs. FAMVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Mid-Cap 400 ETF (IVOO) and FAM Value Fund (FAMVX). 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.
| IVOO | FAMVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.15 | +0.67 |
Sortino ratioReturn per unit of downside risk | 1.30 | 0.35 | +0.95 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.05 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 0.10 | +1.15 |
Martin ratioReturn relative to average drawdown | 5.38 | 0.34 | +5.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IVOO | FAMVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.15 | +0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.36 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.52 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.57 | +0.01 |
Correlation
The correlation between IVOO and FAMVX 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.
Dividends
IVOO vs. FAMVX - Dividend Comparison
IVOO's dividend yield for the trailing twelve months is around 1.32%, less than FAMVX's 5.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVOO Vanguard S&P Mid-Cap 400 ETF | 1.32% | 1.35% | 1.30% | 1.25% | 1.58% | 1.14% | 1.23% | 1.49% | 1.56% | 1.22% | 1.37% | 1.45% |
FAMVX FAM Value Fund | 5.09% | 4.90% | 6.28% | 5.01% | 3.67% | 4.99% | 3.69% | 6.80% | 4.09% | 5.06% | 5.21% | 9.06% |
Drawdowns
IVOO vs. FAMVX - Drawdown Comparison
The maximum IVOO drawdown since its inception was -42.33%, smaller than the maximum FAMVX drawdown of -51.12%. Use the drawdown chart below to compare losses from any high point for IVOO and FAMVX.
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Drawdown Indicators
| IVOO | FAMVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.33% | -51.12% | +8.79% |
Max Drawdown (1Y)Largest decline over 1 year | -14.17% | -11.38% | -2.79% |
Max Drawdown (5Y)Largest decline over 5 years | -24.22% | -22.77% | -1.45% |
Max Drawdown (10Y)Largest decline over 10 years | -42.33% | -37.73% | -4.60% |
Current DrawdownCurrent decline from peak | -6.10% | -9.47% | +3.37% |
Average DrawdownAverage peak-to-trough decline | -5.31% | -6.45% | +1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 3.22% | +0.05% |
Volatility
IVOO vs. FAMVX - Volatility Comparison
Vanguard S&P Mid-Cap 400 ETF (IVOO) has a higher volatility of 6.56% compared to FAM Value Fund (FAMVX) at 4.62%. This indicates that IVOO's price experiences larger fluctuations and is considered to be riskier than FAMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IVOO | FAMVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.56% | 4.62% | +1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 11.90% | 9.88% | +2.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.22% | 17.77% | +3.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.73% | 17.05% | +2.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.17% | 18.13% | +3.04% |