VMVIX vs. IXUS
VMVIX (Vanguard Mid-Cap Value Index Fund) and IXUS (iShares Core MSCI Total International Stock ETF) are both funds - VMVIX is a Mid Cap Value Equities fund managed by Vanguard, while IXUS is a Foreign Large Cap Equities fund tracking the MSCI ACWI ex USA IMI Index (Net). Over the past 10 years, VMVIX returned 10.74%/yr vs 10.21%/yr for IXUS. A 0.75 correlation means they provide meaningful diversification when combined. VMVIX charges 0.19%/yr vs 0.07%/yr for IXUS.
Performance
VMVIX vs. IXUS - Performance Comparison
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Returns By Period
In the year-to-date period, VMVIX achieves a 11.61% return, which is significantly lower than IXUS's 12.74% return. Both investments have delivered pretty close results over the past 10 years, with VMVIX having a 10.74% annualized return and IXUS not far behind at 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
- 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 vs. IXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Correlation
The correlation between VMVIX and IXUS 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 VMVIX and IXUS 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
VMVIX vs. IXUS — Risk / Return Rank
VMVIX
IXUS
VMVIX vs. IXUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap Value Index Fund (VMVIX) and iShares Core MSCI Total International Stock ETF (IXUS). 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.
| VMVIX | IXUS | 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 | 1.36 | 1.33 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.44 | 2.60 | +0.84 |
| Martin ratioReturn relative to average drawdown | 13.09 | 10.00 | +3.09 |
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Drawdowns
VMVIX vs. IXUS - Drawdown Comparison
The maximum VMVIX drawdown since its inception was -61.61%, which is greater than IXUS's maximum drawdown of -36.22%. Use the drawdown chart below to compare losses from any high point for VMVIX and IXUS.
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Drawdown Indicators
| VMVIX | IXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.61% | -36.22% | -25.39% |
Max Drawdown (1Y)Largest decline over 1 year | -6.96% | -11.36% | +4.40% |
Max Drawdown (3Y)Largest decline over 3 years | -18.94% | -13.75% | -5.19% |
Max Drawdown (5Y)Largest decline over 5 years | -19.81% | -30.03% | +10.22% |
Max Drawdown (10Y)Largest decline over 10 years | -43.08% | -36.22% | -6.86% |
Current DrawdownCurrent decline from peak | -1.15% | -3.08% | +1.93% |
Average DrawdownAverage peak-to-trough decline | -8.44% | -7.48% | -0.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 2.95% | -1.12% |
Volatility
VMVIX vs. IXUS - Volatility Comparison
The current volatility for Vanguard Mid-Cap Value Index Fund (VMVIX) is 3.39%, while iShares Core MSCI Total International Stock ETF (IXUS) has a volatility of 7.22%. This indicates that VMVIX experiences smaller price fluctuations and is considered to be less risky than IXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VMVIX | IXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 7.22% | -3.83% |
Volatility (6M)Calculated over the trailing 6-month period | 8.40% | 14.64% | -6.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.65% | 16.56% | -4.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.00% | 16.45% | -0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.80% | 16.97% | +1.83% |
VMVIX vs. IXUS - Expense Ratio Comparison
VMVIX has a 0.19% expense ratio, which is higher than IXUS's 0.07% 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%.
Dividends
VMVIX vs. IXUS - Dividend Comparison
VMVIX's dividend yield for the trailing twelve months is around 1.75%, less than IXUS's 2.98% 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
VMVIX and IXUS 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, VMVIX dropped -61.61% vs IXUS's -36.22%.
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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