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IVOV vs. SYLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IVOV vs. SYLD - 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 Cambria Shareholder Yield ETF (SYLD). The values are adjusted to include any dividend payments, if applicable.

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IVOV vs. SYLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IVOV
Vanguard S&P Mid-Cap 400 Value ETF
0.93%7.61%11.53%15.38%-7.20%30.50%3.70%25.91%-12.13%12.22%
SYLD
Cambria Shareholder Yield ETF
9.10%3.94%3.37%16.46%-6.14%48.59%13.61%26.98%-13.51%20.03%

Returns By Period

In the year-to-date period, IVOV achieves a 0.93% return, which is significantly lower than SYLD's 9.10% return. Over the past 10 years, IVOV has underperformed SYLD with an annualized return of 9.96%, while SYLD has yielded a comparatively higher 12.45% annualized 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%

SYLD

1D
1.44%
1M
-0.36%
YTD
9.10%
6M
10.78%
1Y
20.74%
3Y*
10.94%
5Y*
6.86%
10Y*
12.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IVOV vs. SYLD - Expense Ratio Comparison

IVOV has a 0.10% expense ratio, which is lower than SYLD's 0.59% expense ratio.


Return for Risk

IVOV vs. SYLD — 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

SYLD
SYLD Risk / Return Rank: 5858
Overall Rank
SYLD Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SYLD Sortino Ratio Rank: 6161
Sortino Ratio Rank
SYLD Omega Ratio Rank: 5656
Omega Ratio Rank
SYLD Calmar Ratio Rank: 5959
Calmar Ratio Rank
SYLD Martin Ratio Rank: 5959
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. SYLD - 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 Cambria Shareholder Yield ETF (SYLD). 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.


IVOVSYLDDifference

Sharpe ratio

Return per unit of total volatility

0.62

0.97

-0.35

Sortino ratio

Return per unit of downside risk

1.02

1.51

-0.49

Omega ratio

Gain probability vs. loss probability

1.14

1.20

-0.06

Calmar ratio

Return relative to maximum drawdown

0.90

1.42

-0.52

Martin ratio

Return relative to average drawdown

3.41

5.52

-2.11

IVOV vs. SYLD - Sharpe Ratio Comparison

The current IVOV Sharpe Ratio is 0.62, which is lower than the SYLD Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of IVOV and SYLD, 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


IVOVSYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

0.97

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.33

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.54

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.56

-0.01

Correlation

The correlation between IVOV and SYLD 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

IVOV vs. SYLD - Dividend Comparison

IVOV's dividend yield for the trailing twelve months is around 1.81%, less than SYLD's 1.94% 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%
SYLD
Cambria Shareholder Yield ETF
1.94%2.25%2.04%1.92%2.20%2.37%1.99%2.08%2.52%1.57%1.92%6.93%

Drawdowns

IVOV vs. SYLD - Drawdown Comparison

The maximum IVOV drawdown since its inception was -45.99%, roughly equal to the maximum SYLD drawdown of -45.36%. Use the drawdown chart below to compare losses from any high point for IVOV and SYLD.


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Drawdown Indicators


IVOVSYLDDifference

Max Drawdown

Largest peak-to-trough decline

-45.99%

-45.36%

-0.63%

Max Drawdown (1Y)

Largest decline over 1 year

-14.63%

-14.90%

+0.27%

Max Drawdown (5Y)

Largest decline over 5 years

-22.61%

-26.62%

+4.01%

Max Drawdown (10Y)

Largest decline over 10 years

-45.99%

-45.36%

-0.63%

Current Drawdown

Current decline from peak

-7.64%

-3.17%

-4.47%

Average Drawdown

Average peak-to-trough decline

-5.46%

-5.72%

+0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.86%

3.83%

+0.03%

Volatility

IVOV vs. SYLD - Volatility Comparison

Vanguard S&P Mid-Cap 400 Value ETF (IVOV) has a higher volatility of 5.32% compared to Cambria Shareholder Yield ETF (SYLD) at 4.04%. This indicates that IVOV's price experiences larger fluctuations and is considered to be riskier than SYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IVOVSYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.32%

4.04%

+1.28%

Volatility (6M)

Calculated over the trailing 6-month period

11.46%

11.47%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

20.79%

21.53%

-0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.56%

20.91%

-1.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.73%

22.97%

-1.24%