IVOV vs. USD=X
IVOV (Vanguard S&P Mid-Cap 400 Value ETF) is Mid Cap Value Equities fund tracking the S&P MidCap 400 Value Index, while USD=X (USD Cash) is a currency. Over the past 10 years, IVOV returned 10.71%/yr vs 0.00%/yr for USD=X.
Performance
IVOV vs. USD=X - Performance Comparison
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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%
IVOV vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
IVOV
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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.
| IVOV | USD=X | Difference | |
|---|---|---|---|
| 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 | — | — |
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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
| IVOV | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.42% | 0.00% | -5.42% |
Ulcer IndexDepth 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
| IVOV | USD=X | Difference | |
|---|---|---|---|
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%.
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