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IWR vs. VO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IWR and VO is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

IWR vs. VO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell Midcap ETF (IWR) and Vanguard Mid-Cap ETF (VO). The values are adjusted to include any dividend payments, if applicable.

500.00%550.00%600.00%650.00%NovemberDecember2025FebruaryMarchApril
568.06%
600.90%
IWR
VO

Key characteristics

Sharpe Ratio

IWR:

0.26

VO:

0.46

Sortino Ratio

IWR:

0.51

VO:

0.76

Omega Ratio

IWR:

1.07

VO:

1.11

Calmar Ratio

IWR:

0.24

VO:

0.44

Martin Ratio

IWR:

0.90

VO:

1.68

Ulcer Index

IWR:

5.71%

VO:

4.94%

Daily Std Dev

IWR:

19.44%

VO:

18.11%

Max Drawdown

IWR:

-58.79%

VO:

-58.88%

Current Drawdown

IWR:

-12.15%

VO:

-10.09%

Returns By Period

In the year-to-date period, IWR achieves a -5.40% return, which is significantly lower than VO's -3.51% return. Both investments have delivered pretty close results over the past 10 years, with IWR having a 8.39% annualized return and VO not far ahead at 8.70%.


IWR

YTD

-5.40%

1M

-3.81%

6M

-4.96%

1Y

5.26%

5Y*

13.54%

10Y*

8.39%

VO

YTD

-3.51%

1M

-3.22%

6M

-3.47%

1Y

7.90%

5Y*

13.60%

10Y*

8.70%

*Annualized

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IWR vs. VO - Expense Ratio Comparison

IWR has a 0.19% expense ratio, which is higher than VO's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for IWR: current value is 0.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IWR: 0.19%
Expense ratio chart for VO: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VO: 0.04%

Risk-Adjusted Performance

IWR vs. VO — Risk-Adjusted Performance Rank

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

IWR
The Risk-Adjusted Performance Rank of IWR is 3939
Overall Rank
The Sharpe Ratio Rank of IWR is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of IWR is 3939
Sortino Ratio Rank
The Omega Ratio Rank of IWR is 3838
Omega Ratio Rank
The Calmar Ratio Rank of IWR is 4040
Calmar Ratio Rank
The Martin Ratio Rank of IWR is 3838
Martin Ratio Rank

VO
The Risk-Adjusted Performance Rank of VO is 5454
Overall Rank
The Sharpe Ratio Rank of VO is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of VO is 5353
Sortino Ratio Rank
The Omega Ratio Rank of VO is 5353
Omega Ratio Rank
The Calmar Ratio Rank of VO is 5555
Calmar Ratio Rank
The Martin Ratio Rank of VO is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IWR vs. VO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Midcap ETF (IWR) and Vanguard Mid-Cap ETF (VO). 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.


The chart of Sharpe ratio for IWR, currently valued at 0.26, compared to the broader market-1.000.001.002.003.004.00
IWR: 0.26
VO: 0.46
The chart of Sortino ratio for IWR, currently valued at 0.51, compared to the broader market-2.000.002.004.006.008.00
IWR: 0.51
VO: 0.76
The chart of Omega ratio for IWR, currently valued at 1.07, compared to the broader market0.501.001.502.002.50
IWR: 1.07
VO: 1.11
The chart of Calmar ratio for IWR, currently valued at 0.24, compared to the broader market0.002.004.006.008.0010.0012.00
IWR: 0.24
VO: 0.44
The chart of Martin ratio for IWR, currently valued at 0.90, compared to the broader market0.0020.0040.0060.00
IWR: 0.90
VO: 1.68

The current IWR Sharpe Ratio is 0.26, which is lower than the VO Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of IWR and VO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.26
0.46
IWR
VO

Dividends

IWR vs. VO - Dividend Comparison

IWR's dividend yield for the trailing twelve months is around 1.40%, less than VO's 1.63% yield.


TTM20242023202220212020201920182017201620152014
IWR
iShares Russell Midcap ETF
1.40%1.27%1.43%1.59%1.04%1.28%1.43%1.98%1.52%1.72%1.59%1.45%
VO
Vanguard Mid-Cap ETF
1.63%1.49%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%1.29%

Drawdowns

IWR vs. VO - Drawdown Comparison

The maximum IWR drawdown since its inception was -58.79%, roughly equal to the maximum VO drawdown of -58.88%. Use the drawdown chart below to compare losses from any high point for IWR and VO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.15%
-10.09%
IWR
VO

Volatility

IWR vs. VO - Volatility Comparison

iShares Russell Midcap ETF (IWR) has a higher volatility of 13.91% compared to Vanguard Mid-Cap ETF (VO) at 12.96%. This indicates that IWR's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.91%
12.96%
IWR
VO