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IVOV vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IVOV and SCHD is 0.79, 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: 0.8

Performance

IVOV vs. SCHD - 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 Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
306.47%
369.64%
IVOV
SCHD

Key characteristics

Sharpe Ratio

IVOV:

0.16

SCHD:

0.18

Sortino Ratio

IVOV:

0.38

SCHD:

0.35

Omega Ratio

IVOV:

1.05

SCHD:

1.05

Calmar Ratio

IVOV:

0.15

SCHD:

0.18

Martin Ratio

IVOV:

0.54

SCHD:

0.64

Ulcer Index

IVOV:

6.39%

SCHD:

4.44%

Daily Std Dev

IVOV:

20.96%

SCHD:

15.99%

Max Drawdown

IVOV:

-45.99%

SCHD:

-33.37%

Current Drawdown

IVOV:

-14.93%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, IVOV achieves a -8.15% return, which is significantly lower than SCHD's -5.19% return. Over the past 10 years, IVOV has underperformed SCHD with an annualized return of 7.67%, while SCHD has yielded a comparatively higher 10.28% annualized return.


IVOV

YTD

-8.15%

1M

-6.34%

6M

-6.75%

1Y

3.97%

5Y*

16.66%

10Y*

7.67%

SCHD

YTD

-5.19%

1M

-7.66%

6M

-7.13%

1Y

3.11%

5Y*

13.15%

10Y*

10.28%

*Annualized

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IVOV vs. SCHD - Expense Ratio Comparison

IVOV has a 0.15% expense ratio, which is higher than SCHD's 0.06% 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 IVOV: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IVOV: 0.15%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

IVOV vs. SCHD — Risk-Adjusted Performance Rank

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

IVOV
The Risk-Adjusted Performance Rank of IVOV is 3131
Overall Rank
The Sharpe Ratio Rank of IVOV is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of IVOV is 3232
Sortino Ratio Rank
The Omega Ratio Rank of IVOV is 3131
Omega Ratio Rank
The Calmar Ratio Rank of IVOV is 3232
Calmar Ratio Rank
The Martin Ratio Rank of IVOV is 3131
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3131
Overall Rank
The Sharpe Ratio Rank of SCHD is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3232
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.

IVOV vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Mid-Cap 400 Value ETF (IVOV) and Schwab US Dividend Equity ETF (SCHD). 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 IVOV, currently valued at 0.16, compared to the broader market-1.000.001.002.003.004.00
IVOV: 0.16
SCHD: 0.18
The chart of Sortino ratio for IVOV, currently valued at 0.38, compared to the broader market-2.000.002.004.006.008.00
IVOV: 0.38
SCHD: 0.35
The chart of Omega ratio for IVOV, currently valued at 1.05, compared to the broader market0.501.001.502.00
IVOV: 1.05
SCHD: 1.05
The chart of Calmar ratio for IVOV, currently valued at 0.15, compared to the broader market0.002.004.006.008.0010.0012.00
IVOV: 0.15
SCHD: 0.18
The chart of Martin ratio for IVOV, currently valued at 0.54, compared to the broader market0.0020.0040.0060.00
IVOV: 0.54
SCHD: 0.64

The current IVOV Sharpe Ratio is 0.16, which is comparable to the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of IVOV and SCHD, 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.16
0.18
IVOV
SCHD

Dividends

IVOV vs. SCHD - Dividend Comparison

IVOV's dividend yield for the trailing twelve months is around 1.90%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
IVOV
Vanguard S&P Mid-Cap 400 Value ETF
1.90%1.74%1.52%1.97%1.78%2.42%1.75%1.87%1.55%1.36%1.66%1.47%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

IVOV vs. SCHD - Drawdown Comparison

The maximum IVOV drawdown since its inception was -45.99%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for IVOV and SCHD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.93%
-11.47%
IVOV
SCHD

Volatility

IVOV vs. SCHD - Volatility Comparison

Vanguard S&P Mid-Cap 400 Value ETF (IVOV) has a higher volatility of 14.22% compared to Schwab US Dividend Equity ETF (SCHD) at 11.20%. This indicates that IVOV's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.22%
11.20%
IVOV
SCHD