IVOO vs. SWMCX

In the year-to-date period, IVOO achieves a -1.51% return, which is significantly lower than SWMCX's 1.96% return.

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IVOO has a 0.10% expense ratio, which is higher than SWMCX's 0.04% 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%.

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Mid-Cap 400 ETF (IVOO) and Schwab U.S. Mid-Cap Index Fund (SWMCX). 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 IVOO Sharpe Ratio is 0.10, which is lower than the SWMCX Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of IVOO and SWMCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IVOO's dividend yield for the trailing twelve months is around 1.62%, more than SWMCX's 1.39% yield.

The maximum IVOO drawdown since its inception was -42.33%, roughly equal to the maximum SWMCX drawdown of -40.34%. Use the drawdown chart below to compare losses from any high point for IVOO and SWMCX. For additional features, visit the drawdowns tool.

Vanguard S&P Mid-Cap 400 ETF (IVOO) and Schwab U.S. Mid-Cap Index Fund (SWMCX) have volatilities of 6.04% and 5.92%, 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.