IVVD vs. VUG
IVVD (Invivyd Inc.) is a stock, while VUG (Vanguard Growth ETF) is Large Cap Growth Equities fund tracking the CRSP US Large Cap Growth Index. Over the past 3 years, IVVD returned -4.41%/yr vs 22.74%/yr for VUG. At a 0.26 correlation, their price movements are largely independent.
Performance
IVVD vs. VUG - Performance Comparison
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Returns By Period
In the year-to-date period, IVVD achieves a -62.16% return, which is significantly lower than VUG's 3.52% return.
IVVD
- 1D
- 2.21%
- 1M
- -15.04%
- YTD
- -62.16%
- 6M
- -66.62%
- 1Y
- 33.29%
- 3Y*
- -4.41%
- 5Y*
- —
- 10Y*
- —
VUG
- 1D
- -2.12%
- 1M
- -3.95%
- YTD
- 3.52%
- 6M
- 2.23%
- 1Y
- 20.05%
- 3Y*
- 22.74%
- 5Y*
- 12.80%
- 10Y*
- 18.02%
IVVD vs. VUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IVVD Invivyd Inc. | -62.16% | 457.44% | -88.75% | 162.67% | -79.34% | -65.43% |
VUG Vanguard Growth ETF | 3.52% | 19.40% | 32.69% | 46.83% | -33.16% | 7.34% |
Correlation
The correlation between IVVD and VUG is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Aug 6, 2021 | 0.26 |
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Return for Risk
IVVD vs. VUG — Risk / Return Rank
IVVD
VUG
IVVD vs. VUG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invivyd Inc. (IVVD) and Vanguard Growth ETF (VUG). 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.
| IVVD | VUG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.46 | 1.22 | -0.76 |
| Martin ratioReturn relative to average drawdown | 0.97 | 4.15 | -3.18 |
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Drawdowns
IVVD vs. VUG - Drawdown Comparison
The maximum IVVD drawdown since its inception was -99.36%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for IVVD and VUG.
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Drawdown Indicators
| IVVD | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.36% | -50.68% | -48.68% |
Max Drawdown (1Y)Largest decline over 1 year | -73.26% | -16.53% | -56.73% |
Max Drawdown (3Y)Largest decline over 3 years | -92.90% | -22.85% | -70.05% |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.61% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.61% | — |
Current DrawdownCurrent decline from peak | -98.33% | -6.88% | -91.45% |
Average DrawdownAverage peak-to-trough decline | -91.13% | -7.09% | -84.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.53% | 4.84% | +29.69% |
Volatility
IVVD vs. VUG - Volatility Comparison
Invivyd Inc. (IVVD) has a higher volatility of 25.46% compared to Vanguard Growth ETF (VUG) at 6.86%. This indicates that IVVD's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IVVD | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.46% | 6.86% | +18.60% |
Volatility (6M)Calculated over the trailing 6-month period | 69.43% | 13.44% | +55.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 141.07% | 16.91% | +124.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 178.37% | 22.39% | +155.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 178.37% | 21.51% | +156.86% |
Dividends
IVVD vs. VUG - Dividend Comparison
IVVD has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.39%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVVD Invivyd Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUG Vanguard Growth ETF | 0.39% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
Frequently Asked Questions
IVVD and VUG have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IVVD has higher volatility (25.46%) compared to VUG (6.86%). In terms of maximum drawdown, IVVD dropped -99.36% vs VUG's -50.68%.
VUG currently has the higher Sharpe Ratio (1.19 vs 0.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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