IXUS vs. VMVIX
IXUS (iShares Core MSCI Total International Stock ETF) and VMVIX (Vanguard Mid-Cap Value Index Fund) are both funds - IXUS is a Foreign Large Cap Equities fund tracking the MSCI ACWI ex USA IMI Index (Net), while VMVIX is a Mid Cap Value Equities fund managed by Vanguard. Over the past 10 years, IXUS returned 10.21%/yr vs 10.74%/yr for VMVIX. A 0.75 correlation means they provide meaningful diversification when combined. IXUS charges 0.07%/yr vs 0.19%/yr for VMVIX.
Performance
IXUS vs. VMVIX - Performance Comparison
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Returns By Period
In the year-to-date period, IXUS achieves a 12.74% return, which is significantly higher than VMVIX's 11.61% return. Over the past 10 years, IXUS has underperformed VMVIX with an annualized return of 10.21%, while VMVIX has yielded a comparatively higher 10.74% annualized return.
IXUS
- 1D
- -3.08%
- 1M
- 0.45%
- YTD
- 12.74%
- 6M
- 12.52%
- 1Y
- 29.41%
- 3Y*
- 19.01%
- 5Y*
- 8.29%
- 10Y*
- 10.21%
VMVIX
- 1D
- 0.53%
- 1M
- 1.27%
- YTD
- 11.61%
- 6M
- 10.74%
- 1Y
- 22.77%
- 3Y*
- 15.81%
- 5Y*
- 9.14%
- 10Y*
- 10.74%
IXUS vs. VMVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IXUS iShares Core MSCI Total International Stock ETF | 12.74% | 32.40% | 5.19% | 15.83% | -16.47% | 8.86% | 10.80% | 21.71% | -14.41% | 28.12% |
VMVIX Vanguard Mid-Cap Value Index Fund | 11.61% | 11.22% | 13.48% | 10.00% | -8.00% | 28.60% | 2.33% | 27.85% | -12.57% | 16.91% |
Correlation
The correlation between IXUS and VMVIX is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2012 | 0.75 |
The correlation between IXUS and VMVIX shifts across timeframes, from 0.62 (1 year) to 0.75 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IXUS vs. VMVIX — Risk / Return Rank
IXUS
VMVIX
IXUS vs. VMVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Total International Stock ETF (IXUS) and Vanguard Mid-Cap Value Index Fund (VMVIX). 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.
| IXUS | VMVIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.36 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | 3.44 | -0.84 |
| Martin ratioReturn relative to average drawdown | 10.00 | 13.09 | -3.09 |
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Drawdowns
IXUS vs. VMVIX - Drawdown Comparison
The maximum IXUS drawdown since its inception was -36.22%, smaller than the maximum VMVIX drawdown of -61.61%. Use the drawdown chart below to compare losses from any high point for IXUS and VMVIX.
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Drawdown Indicators
| IXUS | VMVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.22% | -61.61% | +25.39% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -6.96% | -4.40% |
Max Drawdown (3Y)Largest decline over 3 years | -13.75% | -18.94% | +5.19% |
Max Drawdown (5Y)Largest decline over 5 years | -30.03% | -19.81% | -10.22% |
Max Drawdown (10Y)Largest decline over 10 years | -36.22% | -43.08% | +6.86% |
Current DrawdownCurrent decline from peak | -3.08% | -1.15% | -1.93% |
Average DrawdownAverage peak-to-trough decline | -7.48% | -8.44% | +0.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 1.83% | +1.12% |
Volatility
IXUS vs. VMVIX - Volatility Comparison
iShares Core MSCI Total International Stock ETF (IXUS) has a higher volatility of 7.22% compared to Vanguard Mid-Cap Value Index Fund (VMVIX) at 3.39%. This indicates that IXUS's price experiences larger fluctuations and is considered to be riskier than VMVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IXUS | VMVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.22% | 3.39% | +3.83% |
Volatility (6M)Calculated over the trailing 6-month period | 14.64% | 8.40% | +6.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.56% | 11.65% | +4.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.45% | 16.00% | +0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.97% | 18.80% | -1.83% |
IXUS vs. VMVIX - Expense Ratio Comparison
IXUS has a 0.07% expense ratio, which is lower than VMVIX's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IXUS vs. VMVIX - Dividend Comparison
IXUS's dividend yield for the trailing twelve months is around 2.98%, more than VMVIX's 1.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXUS iShares Core MSCI Total International Stock ETF | 2.98% | 3.24% | 3.33% | 3.13% | 2.48% | 3.12% | 1.85% | 3.09% | 3.00% | 2.41% | 2.58% | 2.81% |
VMVIX Vanguard Mid-Cap Value Index Fund | 1.75% | 1.42% | 1.99% | 2.15% | 2.15% | 1.67% | 2.26% | 1.95% | 2.60% | 1.75% | 1.81% | 1.91% |
Frequently Asked Questions
IXUS and VMVIX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IXUS has higher volatility (7.22%) compared to VMVIX (3.39%). In terms of maximum drawdown, IXUS dropped -36.22% vs VMVIX's -61.61%.
VMVIX currently has the higher Sharpe Ratio (2.06 vs 1.79), 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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