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IVOV vs. TMVE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IVOV vs. TMVE - 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 Thrivent Mid Cap Value ETF (TMVE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IVOV achieves a 8.98% return, which is significantly lower than TMVE's 14.73% return.


IVOV

1D
-0.30%
1M
1.86%
YTD
8.98%
6M
9.21%
1Y
20.80%
3Y*
13.95%
5Y*
7.51%
10Y*
10.41%

TMVE

1D
-0.23%
1M
2.73%
YTD
14.73%
6M
15.49%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVOV vs. TMVE - Yearly Performance Comparison


2026 (YTD)2025
IVOV
Vanguard S&P Mid-Cap 400 Value ETF
8.98%6.11%
TMVE
Thrivent Mid Cap Value ETF
14.73%6.04%

Correlation

The correlation between IVOV and TMVE is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 18, 2025

0.95

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Return for Risk

IVOV vs. TMVE — Risk / Return Rank

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

IVOV
IVOV Risk / Return Rank: 3939
Overall Rank
IVOV Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IVOV Sortino Ratio Rank: 4040
Sortino Ratio Rank
IVOV Omega Ratio Rank: 3636
Omega Ratio Rank
IVOV Calmar Ratio Rank: 4040
Calmar Ratio Rank
IVOV Martin Ratio Rank: 4242
Martin Ratio Rank

TMVE
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. TMVE - 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 Thrivent Mid Cap Value ETF (TMVE). 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.


IVOVTMVEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

1.97

Martin ratioReturn relative to average drawdown

6.80

IVOV vs. TMVE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IVOVTMVEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

3.18

-2.61

Drawdowns

IVOV vs. TMVE - Drawdown Comparison

The maximum IVOV drawdown since its inception was -45.99%, which is greater than TMVE's maximum drawdown of -8.21%. Use the drawdown chart below to compare losses from any high point for IVOV and TMVE.


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Drawdown Indicators


IVOVTMVEDifference

Max Drawdown

Largest peak-to-trough decline

-45.99%

-8.21%

-37.78%

Max Drawdown (1Y)

Largest decline over 1 year

-10.58%

Max Drawdown (3Y)

Largest decline over 3 years

-22.61%

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

-0.31%

-0.23%

-0.08%

Average Drawdown

Average peak-to-trough decline

-5.43%

-1.54%

-3.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

Volatility

IVOV vs. TMVE - Volatility Comparison


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Volatility by Period


IVOVTMVEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.07%

Volatility (6M)

Calculated over the trailing 6-month period

10.61%

Volatility (1Y)

Calculated over the trailing 1-year period

15.27%

13.94%

+1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.48%

13.94%

+5.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.73%

13.94%

+7.79%

IVOV vs. TMVE - Expense Ratio Comparison

IVOV has a 0.10% expense ratio, which is lower than TMVE's 0.55% expense ratio.


Dividends

IVOV vs. TMVE - Dividend Comparison

IVOV's dividend yield for the trailing twelve months is around 1.67%, more than TMVE's 0.10% yield.


PositionTTM20252024202320222021202020192018201720162015
IVOV
Vanguard S&P Mid-Cap 400 Value ETF
1.67%1.82%1.74%1.52%1.97%1.78%2.42%1.75%1.87%1.55%1.51%1.66%
TMVE
Thrivent Mid Cap Value ETF
0.10%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.95, IVOV and TMVE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, IVOV is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IVOV is cheaper with a 0.10% expense ratio, compared with 0.55% for TMVE.

IVOV has the higher dividend yield at 1.67%, compared with 0.10% for TMVE.

IVOV tracks S&P MidCap 400 Value Index, while TMVE tracks Actively Managed. They also come from different issuers: Vanguard and Thrivent. Their fees differ too: 0.10% for IVOV and 0.55% for TMVE.

Portfolio Optimizer

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