VMVIX vs. IXUS
Compare and contrast key facts about Vanguard Mid-Cap Value Index Fund (VMVIX) and iShares Core MSCI Total International Stock ETF (IXUS).
VMVIX is managed by Vanguard. It was launched on Aug 17, 2006. IXUS is a passively managed fund by iShares that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Oct 18, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VMVIX or IXUS.
Key characteristics
| VMVIX | IXUS | |
|---|---|---|
| YTD Return | 20.24% | 8.77% |
| 1Y Return | 36.22% | 19.96% |
| 3Y Return (Ann) | 6.98% | 0.95% |
| 5Y Return (Ann) | 10.54% | 5.65% |
| 10Y Return (Ann) | 9.21% | 5.08% |
| Sharpe Ratio | 2.90 | 1.53 |
| Sortino Ratio | 4.07 | 2.18 |
| Omega Ratio | 1.51 | 1.27 |
| Calmar Ratio | 2.69 | 1.30 |
| Martin Ratio | 18.13 | 8.93 |
| Ulcer Index | 1.94% | 2.21% |
| Daily Std Dev | 12.10% | 12.86% |
| Max Drawdown | -61.61% | -36.23% |
| Current Drawdown | 0.00% | -5.14% |
Correlation
The correlation between VMVIX and IXUS is 0.76, 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.
Performance
VMVIX vs. IXUS - Performance Comparison
In the year-to-date period, VMVIX achieves a 20.24% return, which is significantly higher than IXUS's 8.77% return. Over the past 10 years, VMVIX has outperformed IXUS with an annualized return of 9.21%, while IXUS has yielded a comparatively lower 5.08% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VMVIX vs. IXUS - Expense Ratio Comparison
VMVIX has a 0.19% expense ratio, which is higher than IXUS's 0.09% 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%.
Risk-Adjusted Performance
VMVIX vs. IXUS - Risk-Adjusted Performance 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.
Dividends
VMVIX vs. IXUS - Dividend Comparison
VMVIX's dividend yield for the trailing twelve months is around 1.95%, less than IXUS's 2.97% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VMVIX Vanguard Mid-Cap Value Index Fund | 1.95% | 2.16% | 2.15% | 1.67% | 2.26% | 1.95% | 2.60% | 1.75% | 1.81% | 1.91% | 1.51% | 1.40% |
IXUS iShares Core MSCI Total International Stock ETF | 2.97% | 3.13% | 2.48% | 3.12% | 1.85% | 3.09% | 3.00% | 2.40% | 2.58% | 2.81% | 2.95% | 2.08% |
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 -36.23%. Use the drawdown chart below to compare losses from any high point for VMVIX and IXUS. For additional features, visit the drawdowns tool.
Volatility
VMVIX vs. IXUS - Volatility Comparison
The current volatility for Vanguard Mid-Cap Value Index Fund (VMVIX) is 3.55%, while iShares Core MSCI Total International Stock ETF (IXUS) has a volatility of 3.99%. 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.