MSCGX vs. IVOG
Compare and contrast key facts about Mercer US Small/Mid Cap Equity Fund (MSCGX) and Vanguard S&P Mid-Cap 400 Growth ETF (IVOG).
MSCGX is managed by Mercer Funds. It was launched on Aug 15, 2005. IVOG is a passively managed fund by Vanguard that tracks the performance of the S&P MidCap 400 Growth Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSCGX or IVOG.
Performance
MSCGX vs. IVOG - Performance Comparison
Returns By Period
In the year-to-date period, MSCGX achieves a 21.30% return, which is significantly lower than IVOG's 24.35% return.
MSCGX
21.30%
8.37%
14.37%
33.41%
5.27%
N/A
IVOG
24.35%
7.09%
9.71%
34.15%
12.35%
10.46%
Key characteristics
MSCGX | IVOG | |
---|---|---|
Sharpe Ratio | 2.09 | 2.08 |
Sortino Ratio | 2.96 | 2.89 |
Omega Ratio | 1.37 | 1.35 |
Calmar Ratio | 0.97 | 2.29 |
Martin Ratio | 11.03 | 10.90 |
Ulcer Index | 3.03% | 3.13% |
Daily Std Dev | 15.97% | 16.43% |
Max Drawdown | -41.30% | -39.32% |
Current Drawdown | -12.12% | 0.00% |
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MSCGX vs. IVOG - Expense Ratio Comparison
MSCGX has a 0.48% expense ratio, which is higher than IVOG's 0.15% expense ratio.
Correlation
The correlation between MSCGX and IVOG is 0.95, 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.
Risk-Adjusted Performance
MSCGX vs. IVOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Mercer US Small/Mid Cap Equity Fund (MSCGX) and Vanguard S&P Mid-Cap 400 Growth ETF (IVOG). 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.
Dividends
MSCGX vs. IVOG - Dividend Comparison
MSCGX's dividend yield for the trailing twelve months is around 0.83%, less than IVOG's 0.92% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Mercer US Small/Mid Cap Equity Fund | 0.83% | 1.00% | 1.04% | 0.69% | 0.55% | 0.59% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Vanguard S&P Mid-Cap 400 Growth ETF | 0.92% | 1.15% | 1.05% | 0.47% | 0.74% | 1.17% | 1.01% | 0.93% | 1.03% | 1.04% | 0.81% | 0.66% |
Drawdowns
MSCGX vs. IVOG - Drawdown Comparison
The maximum MSCGX drawdown since its inception was -41.30%, which is greater than IVOG's maximum drawdown of -39.32%. Use the drawdown chart below to compare losses from any high point for MSCGX and IVOG. For additional features, visit the drawdowns tool.
Volatility
MSCGX vs. IVOG - Volatility Comparison
Mercer US Small/Mid Cap Equity Fund (MSCGX) has a higher volatility of 6.02% compared to Vanguard S&P Mid-Cap 400 Growth ETF (IVOG) at 5.42%. This indicates that MSCGX's price experiences larger fluctuations and is considered to be riskier than IVOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.