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IVOV vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

IVOV vs. USD=X - 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 USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IVOV

1D
1.80%
1M
4.00%
YTD
10.95%
6M
8.24%
1Y
21.29%
3Y*
13.74%
5Y*
7.86%
10Y*
10.71%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVOV vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IVOV
Vanguard S&P Mid-Cap 400 Value ETF
10.95%7.61%11.53%15.38%-7.20%30.50%3.70%25.91%-12.13%12.22%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

IVOV vs. USD=X — Risk / Return Rank

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

IVOV
IVOV Risk / Return Rank: 4848
Overall Rank
IVOV Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
IVOV Sortino Ratio Rank: 5151
Sortino Ratio Rank
IVOV Omega Ratio Rank: 4545
Omega Ratio Rank
IVOV Calmar Ratio Rank: 4848
Calmar Ratio Rank
IVOV Martin Ratio Rank: 4949
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. USD=X - 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 USD Cash (USD=X). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IVOVUSD=XDifference
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

2.02

Martin ratioReturn relative to average drawdown

6.96

IVOV vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

IVOV vs. USD=X - Drawdown Comparison

The maximum IVOV drawdown since its inception was -45.99%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for IVOV and USD=X.


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Drawdown Indicators


IVOVUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-45.99%

0.00%

-45.99%

Max Drawdown (1Y)

Largest decline over 1 year

-10.58%

0.00%

-10.58%

Max Drawdown (3Y)

Largest decline over 3 years

-22.61%

0.00%

-22.61%

Max Drawdown (5Y)

Largest decline over 5 years

-22.61%

0.00%

-22.61%

Max Drawdown (10Y)

Largest decline over 10 years

-45.99%

0.00%

-45.99%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.42%

0.00%

-5.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

0.00%

+3.07%

Volatility

IVOV vs. USD=X - Volatility Comparison

Vanguard S&P Mid-Cap 400 Value ETF (IVOV) has a higher volatility of 4.08% compared to USD Cash (USD=X) at 0.00%. This indicates that IVOV's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IVOVUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

0.00%

+4.08%

Volatility (6M)

Calculated over the trailing 6-month period

10.83%

0.00%

+10.83%

Volatility (1Y)

Calculated over the trailing 1-year period

15.33%

0.00%

+15.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.51%

0.00%

+19.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.73%

0.00%

+21.73%

Frequently Asked Questions


IVOV has higher volatility (4.08%) compared to USD=X (0.00%). In terms of maximum drawdown, IVOV dropped -45.99% vs USD=X's 0.00%.

Portfolio Optimizer

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