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IVOO vs. VO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IVOO and VO is 0.94, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

IVOO vs. VO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P Mid-Cap 400 ETF (IVOO) and Vanguard Mid-Cap ETF (VO). The values are adjusted to include any dividend payments, if applicable.

360.00%380.00%400.00%420.00%440.00%460.00%NovemberDecember2025FebruaryMarchApril
383.87%
417.62%
IVOO
VO

Key characteristics

Sharpe Ratio

IVOO:

0.01

VO:

0.57

Sortino Ratio

IVOO:

0.13

VO:

0.87

Omega Ratio

IVOO:

1.02

VO:

1.11

Calmar Ratio

IVOO:

0.01

VO:

0.68

Martin Ratio

IVOO:

0.04

VO:

2.09

Ulcer Index

IVOO:

5.29%

VO:

3.63%

Daily Std Dev

IVOO:

16.72%

VO:

13.39%

Max Drawdown

IVOO:

-42.33%

VO:

-58.88%

Current Drawdown

IVOO:

-11.55%

VO:

-7.20%

Returns By Period

In the year-to-date period, IVOO achieves a -4.06% return, which is significantly lower than VO's -0.40% return. Over the past 10 years, IVOO has underperformed VO with an annualized return of 8.59%, while VO has yielded a comparatively higher 9.10% annualized return.


IVOO

YTD

-4.06%

1M

-1.27%

6M

-2.89%

1Y

1.56%

5Y*

19.24%

10Y*

8.59%

VO

YTD

-0.40%

1M

-1.41%

6M

0.65%

1Y

8.64%

5Y*

18.02%

10Y*

9.10%

*Annualized

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IVOO vs. VO - Expense Ratio Comparison

IVOO has a 0.10% expense ratio, which is higher than VO'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%.


Expense ratio chart for IVOO: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IVOO: 0.10%
Expense ratio chart for VO: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VO: 0.04%

Risk-Adjusted Performance

IVOO vs. VO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IVOO
The Risk-Adjusted Performance Rank of IVOO is 2020
Overall Rank
The Sharpe Ratio Rank of IVOO is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of IVOO is 1919
Sortino Ratio Rank
The Omega Ratio Rank of IVOO is 1919
Omega Ratio Rank
The Calmar Ratio Rank of IVOO is 2020
Calmar Ratio Rank
The Martin Ratio Rank of IVOO is 2020
Martin Ratio Rank

VO
The Risk-Adjusted Performance Rank of VO is 5454
Overall Rank
The Sharpe Ratio Rank of VO is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of VO is 5454
Sortino Ratio Rank
The Omega Ratio Rank of VO is 5151
Omega Ratio Rank
The Calmar Ratio Rank of VO is 6060
Calmar Ratio Rank
The Martin Ratio Rank of VO is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IVOO vs. VO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Mid-Cap 400 ETF (IVOO) and Vanguard Mid-Cap ETF (VO). 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 chart of Sharpe ratio for IVOO, currently valued at 0.01, compared to the broader market-1.000.001.002.003.004.005.00
IVOO: 0.01
VO: 0.57
The chart of Sortino ratio for IVOO, currently valued at 0.13, compared to the broader market-2.000.002.004.006.008.0010.0012.00
IVOO: 0.13
VO: 0.87
The chart of Omega ratio for IVOO, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.00
IVOO: 1.02
VO: 1.11
The chart of Calmar ratio for IVOO, currently valued at 0.01, compared to the broader market0.005.0010.0015.00
IVOO: 0.01
VO: 0.68
The chart of Martin ratio for IVOO, currently valued at 0.04, compared to the broader market0.0020.0040.0060.0080.00100.00
IVOO: 0.04
VO: 2.09

The current IVOO Sharpe Ratio is 0.01, which is lower than the VO Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of IVOO and VO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.01
0.57
IVOO
VO

Dividends

IVOO vs. VO - Dividend Comparison

IVOO's dividend yield for the trailing twelve months is around 1.66%, less than VO's 1.94% yield.


TTM20242023202220212020201920182017201620152014
IVOO
Vanguard S&P Mid-Cap 400 ETF
1.66%1.48%1.25%1.58%1.14%1.23%1.49%1.56%1.22%1.37%1.45%1.26%
VO
Vanguard Mid-Cap ETF
1.94%1.85%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%1.29%

Drawdowns

IVOO vs. VO - Drawdown Comparison

The maximum IVOO drawdown since its inception was -42.33%, smaller than the maximum VO drawdown of -58.88%. Use the drawdown chart below to compare losses from any high point for IVOO and VO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.55%
-7.20%
IVOO
VO

Volatility

IVOO vs. VO - Volatility Comparison

Vanguard S&P Mid-Cap 400 ETF (IVOO) has a higher volatility of 6.16% compared to Vanguard Mid-Cap ETF (VO) at 5.39%. This indicates that IVOO's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%NovemberDecember2025FebruaryMarchApril
6.16%
5.39%
IVOO
VO