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IVOV vs. CVAR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IVOV vs. CVAR - Performance Comparison

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

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IVOV vs. CVAR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IVOV
Vanguard S&P Mid-Cap 400 Value ETF
0.93%7.61%11.53%15.38%-7.20%1.77%
CVAR
Cultivar ETF
-0.40%14.95%3.12%11.74%-5.03%0.71%

Returns By Period

In the year-to-date period, IVOV achieves a 0.93% return, which is significantly higher than CVAR's -0.40% return.


IVOV

1D
2.36%
1M
-5.27%
YTD
0.93%
6M
2.99%
1Y
12.76%
3Y*
10.87%
5Y*
7.13%
10Y*
9.96%

CVAR

1D
1.10%
1M
-7.18%
YTD
-0.40%
6M
1.93%
1Y
10.52%
3Y*
7.39%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IVOV vs. CVAR - Expense Ratio Comparison

IVOV has a 0.10% expense ratio, which is lower than CVAR's 0.87% expense ratio.


Return for Risk

IVOV vs. CVAR — Risk / Return Rank

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

IVOV
IVOV Risk / Return Rank: 3737
Overall Rank
IVOV Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IVOV Sortino Ratio Rank: 3838
Sortino Ratio Rank
IVOV Omega Ratio Rank: 3535
Omega Ratio Rank
IVOV Calmar Ratio Rank: 3838
Calmar Ratio Rank
IVOV Martin Ratio Rank: 3939
Martin Ratio Rank

CVAR
CVAR Risk / Return Rank: 3737
Overall Rank
CVAR Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
CVAR Sortino Ratio Rank: 3737
Sortino Ratio Rank
CVAR Omega Ratio Rank: 3434
Omega Ratio Rank
CVAR Calmar Ratio Rank: 3939
Calmar Ratio Rank
CVAR Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IVOV vs. CVAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Mid-Cap 400 Value ETF (IVOV) and Cultivar ETF (CVAR). 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.


IVOVCVARDifference

Sharpe ratio

Return per unit of total volatility

0.62

0.71

-0.10

Sortino ratio

Return per unit of downside risk

1.02

1.10

-0.08

Omega ratio

Gain probability vs. loss probability

1.14

1.14

-0.01

Calmar ratio

Return relative to maximum drawdown

0.90

1.01

-0.12

Martin ratio

Return relative to average drawdown

3.41

3.64

-0.23

IVOV vs. CVAR - Sharpe Ratio Comparison

The current IVOV Sharpe Ratio is 0.62, which is comparable to the CVAR Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of IVOV and CVAR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IVOVCVARDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

0.71

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.36

+0.19

Correlation

The correlation between IVOV and CVAR is 0.88, 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

IVOV vs. CVAR - Dividend Comparison

IVOV's dividend yield for the trailing twelve months is around 1.81%, more than CVAR's 1.53% yield.


TTM20252024202320222021202020192018201720162015
IVOV
Vanguard S&P Mid-Cap 400 Value ETF
1.81%1.82%1.74%1.52%1.97%1.78%2.42%1.75%1.87%1.55%1.51%1.66%
CVAR
Cultivar ETF
1.53%1.53%3.57%1.41%5.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IVOV vs. CVAR - Drawdown Comparison

The maximum IVOV drawdown since its inception was -45.99%, which is greater than CVAR's maximum drawdown of -19.39%. Use the drawdown chart below to compare losses from any high point for IVOV and CVAR.


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Drawdown Indicators


IVOVCVARDifference

Max Drawdown

Largest peak-to-trough decline

-45.99%

-19.39%

-26.60%

Max Drawdown (1Y)

Largest decline over 1 year

-14.63%

-10.62%

-4.01%

Max Drawdown (5Y)

Largest decline over 5 years

-22.61%

Max Drawdown (10Y)

Largest decline over 10 years

-45.99%

Current Drawdown

Current decline from peak

-7.64%

-7.18%

-0.46%

Average Drawdown

Average peak-to-trough decline

-5.46%

-5.49%

+0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.86%

2.97%

+0.89%

Volatility

IVOV vs. CVAR - Volatility Comparison

Vanguard S&P Mid-Cap 400 Value ETF (IVOV) has a higher volatility of 5.32% compared to Cultivar ETF (CVAR) at 3.76%. This indicates that IVOV's price experiences larger fluctuations and is considered to be riskier than CVAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IVOVCVARDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.32%

3.76%

+1.56%

Volatility (6M)

Calculated over the trailing 6-month period

11.46%

8.81%

+2.65%

Volatility (1Y)

Calculated over the trailing 1-year period

20.79%

14.80%

+5.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.56%

15.70%

+3.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.73%

15.70%

+6.03%