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IVW vs. VPMCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IVW vs. VPMCX

Last updated Aug 2, 2026
Documentation

IVW (iShares S&P 500 Growth ETF) and VPMCX (Vanguard PRIMECAP Fund Investor Shares) are both Large Cap Growth Equities funds. IVW is passively managed, while VPMCX is actively managed. Over the past 10 years, IVW returned 17.24%/yr vs 16.58%/yr for VPMCX. Their correlation of 0.91 means they have usually moved in the same direction. IVW charges 0.18%/yr vs 0.35%/yr for VPMCX.

Performance

IVW vs. VPMCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Growth ETF (IVW) and Vanguard PRIMECAP Fund Investor Shares (VPMCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IVW achieves a 9.92% return, which is significantly lower than VPMCX's 20.64% return. Both investments have delivered pretty close results over the past 10 years, with IVW having a 17.24% annualized return and VPMCX not far behind at 16.58%.

IVW

1D
1.44%
1M
-0.12%
6M
9.37%
YTD
9.92%
1Y
21.55%
3Y*
23.84%
5Y*
13.12%
10Y*
17.24%
ALL TIME*
8.83%

VPMCX

1D
2.95%
1M
-3.98%
6M
14.62%
YTD
20.64%
1Y
46.99%
3Y*
23.35%
5Y*
14.81%
10Y*
16.58%
ALL TIME*
15.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

IVW

iShares S&P 500 Growth ETF
$179.67M$190.15M$300.66M

VPMCX

Vanguard PRIMECAP Fund Investor Shares
$0.00$0.00$0.00

IVW vs. VPMCX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IVW
iShares S&P 500 Growth ETF		9.92%21.95%35.82%29.83%-29.50%31.80%33.19%30.77%-0.21%27.21%
VPMCX
Vanguard PRIMECAP Fund Investor Shares		20.64%29.60%13.23%28.16%-15.22%21.64%17.16%27.78%-1.99%28.17%

Correlation

The correlation between IVW and VPMCX is 0.81, meaning they have usually moved in the same direction, including during past declines.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.81

Correlation (3Y)
Balances recent behavior with more history.

0.83

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.88

Correlation (10Y)
Provides a long-term view across more market conditions.

0.88

Correlation (All Time)
Calculated using the full available price history since May 26, 2000

0.91

The correlation between IVW and VPMCX has been stable across timeframes, ranging from 0.81 to 0.91 - a consistent structural relationship.

IVW vs. VPMCX - Sectors Allocation Comparison

Sectors
IVW
VPMCX

Technology

52.3%
28.9%

Communication Services

15.6%
7.7%

Financial Services

8.7%
7.6%

Consumer Cyclical

8.6%
11.8%

Industrials

6.4%
13.2%

Healthcare

6.2%
25.1%

Consumer Defensive

1.0%
1.1%

Real Estate

0.6%
0.1%

Utilities

0.4%
0.0%

Basic Materials

0.3%
1.6%

Energy

0.1%
1.8%

Technology

IVW
52.3%
VPMCX
28.9%

Communication Services

IVW
15.6%
VPMCX
7.7%

Financial Services

IVW
8.7%
VPMCX
7.6%

Consumer Cyclical

IVW
8.6%
VPMCX
11.8%

Industrials

IVW
6.4%
VPMCX
13.2%

Healthcare

IVW
6.2%
VPMCX
25.1%

Consumer Defensive

IVW
1.0%
VPMCX
1.1%

Real Estate

IVW
0.6%
VPMCX
0.1%

Utilities

IVW
0.4%
VPMCX
0.0%

Basic Materials

IVW
0.3%
VPMCX
1.6%

Energy

IVW
0.1%
VPMCX
1.8%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares S&P 500 Growth ETF

Vanguard PRIMECAP Fund Investor Shares

Often compared with IVW:
IVW vs. IVVIVW vs. IVEIVW vs. QQQIVW vs. SPYIVW vs. VOOIVW vs. VOOGIVW vs. SPYG
Often compared with VPMCX:
VPMCX vs. VOOVPMCX vs. SPYVPMCX vs. VUGVPMCX vs. VPCCXVPMCX vs. VHCOXVPMCX vs. VGHCXVPMCX vs. VWELX

Return for Risk

IVW vs. VPMCX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
IVW
IVW Risk / Return Rank: 4242
Overall Rank
IVW Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IVW Sortino Ratio Rank: 4343
Sortino Ratio Rank
IVW Omega Ratio Rank: 4141
Omega Ratio Rank
IVW Calmar Ratio Rank: 4040
Calmar Ratio Rank
IVW Martin Ratio Rank: 4646
Martin Ratio Rank
VPMCX
VPMCX Risk / Return Rank: 9090
Overall Rank
VPMCX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VPMCX Sortino Ratio Rank: 8787
Sortino Ratio Rank
VPMCX Omega Ratio Rank: 8484
Omega Ratio Rank
VPMCX Calmar Ratio Rank: 9393
Calmar Ratio Rank
VPMCX Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IVW vs. VPMCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Growth ETF (IVW) and Vanguard PRIMECAP Fund Investor Shares (VPMCX). 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.

IVWVPMCXDifference
Sharpe ratioReturn per unit of total volatility
1.07
2.28

-1.21

Sortino ratioReturn per unit of downside risk
1.56
3.12

-1.56

Omega ratioGain probability vs. loss probability

1.19

1.40

-0.21

Calmar ratioReturn relative to maximum drawdown

1.40

3.71

-2.31

Martin ratioReturn relative to average drawdown

5.09

13.96

-8.87

IVW vs. VPMCX - Sharpe Ratio Comparison

The current IVW Sharpe Ratio is 1.07, which is lower than the VPMCX Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of IVW and VPMCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

IVW vs. VPMCX - Drawdown Comparison

The maximum IVW drawdown since its inception was -57.33%, which is greater than VPMCX's maximum drawdown of -50.45%. Use the drawdown chart below to compare losses from any high point for IVW and VPMCX.

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Drawdown Indicators

IVWVPMCXDifference

Max Drawdown

Largest peak-to-trough decline

-57.33%

-50.45%

-6.88%

Max Drawdown (1Y)

Largest decline over 1 year

-13.75%

-11.73%

-2.02%

Max Drawdown (3Y)

Largest decline over 3 years

-22.15%

-20.56%

-1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-32.72%

-25.25%

-7.47%

Max Drawdown (10Y)

Largest decline over 10 years

-32.72%

-32.65%

-0.07%

Current Drawdown

Current decline from peak

-4.39%

-7.53%

+3.14%

Average Drawdown

Average peak-to-trough decline

-17.53%

-7.39%

-10.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.79%

3.12%

+0.67%

Volatility

IVW vs. VPMCX - Volatility Comparison

iShares S&P 500 Growth ETF (IVW) and Vanguard PRIMECAP Fund Investor Shares (VPMCX) have volatilities of 6.01% and 6.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IVWVPMCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.01%

6.29%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

14.74%

16.18%

-1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

17.98%

19.07%

-1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.48%

18.81%

+2.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.76%

19.39%

+1.37%

IVW vs. VPMCX - Expense Ratio Comparison

IVW has a 0.18% expense ratio, which is lower than VPMCX's 0.35% expense ratio.

Dividends

IVW vs. VPMCX - Dividend Comparison

IVW's dividend yield for the trailing twelve months is around 0.37%, less than VPMCX's 13.56% yield.

PositionTTM20252024202320222021202020192018201720162015
IVW
iShares S&P 500 Growth ETF		0.37%0.40%0.43%1.03%0.92%0.46%0.82%1.63%1.28%1.30%1.51%1.51%
VPMCX
Vanguard PRIMECAP Fund Investor Shares		13.56%16.36%6.62%7.16%9.85%10.08%9.74%7.15%8.32%4.53%5.05%5.91%

Frequently Asked Questions

IVW and VPMCX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VPMCX has higher volatility (6.29%) compared to IVW (6.01%). In terms of maximum drawdown, IVW dropped -57.33% vs VPMCX's -50.45%.

VPMCX currently has the higher Sharpe Ratio (2.28 vs 1.07), 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.

Portfolio Optimizer

Find the right allocation for IVW and VPMCX

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