VIOG vs. IVOO
Compare and contrast key facts about Vanguard S&P Small-Cap 600 Growth ETF (VIOG) and Vanguard S&P Mid-Cap 400 ETF (IVOO).
VIOG and IVOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VIOG is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Growth Index. It was launched on Sep 7, 2010. IVOO is a passively managed fund by Vanguard that tracks the performance of the S&P MidCap 400 Index. It was launched on Sep 7, 2010. Both VIOG and IVOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VIOG or IVOO.
Performance
VIOG vs. IVOO - Performance Comparison
Returns By Period
In the year-to-date period, VIOG achieves a 15.23% return, which is significantly lower than IVOO's 17.06% return. Both investments have delivered pretty close results over the past 10 years, with VIOG having a 10.31% annualized return and IVOO not far behind at 9.99%.
VIOG
15.23%
2.15%
9.32%
28.50%
10.57%
10.31%
IVOO
17.06%
0.72%
7.51%
28.24%
11.87%
9.99%
Key characteristics
| VIOG | IVOO | |
|---|---|---|
| Sharpe Ratio | 1.48 | 1.81 |
| Sortino Ratio | 2.20 | 2.57 |
| Omega Ratio | 1.26 | 1.31 |
| Calmar Ratio | 1.39 | 2.83 |
| Martin Ratio | 8.91 | 10.32 |
| Ulcer Index | 3.26% | 2.79% |
| Daily Std Dev | 19.68% | 15.93% |
| Max Drawdown | -41.73% | -42.33% |
| Current Drawdown | -4.11% | -3.23% |
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VIOG vs. IVOO - Expense Ratio Comparison
VIOG has a 0.15% expense ratio, which is higher than IVOO's 0.10% 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%.
Correlation
The correlation between VIOG and IVOO is 0.91, 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
VIOG vs. IVOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Small-Cap 600 Growth ETF (VIOG) and Vanguard S&P Mid-Cap 400 ETF (IVOO). 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
VIOG vs. IVOO - Dividend Comparison
VIOG's dividend yield for the trailing twelve months is around 1.06%, less than IVOO's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIOG Vanguard S&P Small-Cap 600 Growth ETF | 1.06% | 1.15% | 1.17% | 0.69% | 0.68% | 1.09% | 0.76% | 0.87% | 0.92% | 1.04% | 0.72% | 0.52% |
IVOO Vanguard S&P Mid-Cap 400 ETF | 1.29% | 1.25% | 1.58% | 1.14% | 1.23% | 1.49% | 1.56% | 1.22% | 1.37% | 1.45% | 1.26% | 0.92% |
Drawdowns
VIOG vs. IVOO - Drawdown Comparison
The maximum VIOG drawdown since its inception was -41.73%, roughly equal to the maximum IVOO drawdown of -42.33%. Use the drawdown chart below to compare losses from any high point for VIOG and IVOO. For additional features, visit the drawdowns tool.
Volatility
VIOG vs. IVOO - Volatility Comparison
Vanguard S&P Small-Cap 600 Growth ETF (VIOG) has a higher volatility of 7.60% compared to Vanguard S&P Mid-Cap 400 ETF (IVOO) at 5.32%. This indicates that VIOG's price experiences larger fluctuations and is considered to be riskier than IVOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.