PortfoliosLab logoPortfoliosLab logo
VO vs. IWR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VO vs. IWR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mid-Cap ETF (VO) and iShares Russell Midcap ETF (IWR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VO achieves a 10.05% return, which is significantly lower than IWR's 12.43% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: VO at 11.55% and IWR at 11.55%.


VO

1D
-0.45%
1M
3.20%
YTD
10.05%
6M
9.73%
1Y
18.13%
3Y*
16.69%
5Y*
7.87%
10Y*
11.55%

IWR

1D
-0.26%
1M
3.79%
YTD
12.43%
6M
12.21%
1Y
21.66%
3Y*
17.25%
5Y*
8.00%
10Y*
11.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VO vs. IWR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VO
Vanguard Mid-Cap ETF
10.05%11.62%15.31%16.03%-18.73%24.70%18.10%30.98%-9.24%19.28%
IWR
iShares Russell Midcap ETF
12.43%10.37%15.21%17.05%-17.48%22.44%16.93%30.23%-9.10%18.25%

Correlation

The correlation between VO and IWR is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2004

0.98

The correlation between VO and IWR has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

VO vs. IWR - Sectors Allocation Comparison


Sectors
VO
IWR

Technology

18.6%
17.2%

Industrials

17.9%
18.4%

Financial Services

12.8%
12.5%

Consumer Cyclical

8.6%
11.2%

Energy

8.5%
7.2%

Utilities

8.3%
6.1%

Healthcare

7.6%
8.7%

Real Estate

5.4%
7.0%

Consumer Defensive

4.8%
4.1%

Basic Materials

4.2%
4.3%

Communication Services

3.1%
3.4%

Technology

VO
18.6%
IWR
17.2%

Industrials

VO
17.9%
IWR
18.4%

Financial Services

VO
12.8%
IWR
12.5%

Consumer Cyclical

VO
8.6%
IWR
11.2%

Energy

VO
8.5%
IWR
7.2%

Utilities

VO
8.3%
IWR
6.1%

Healthcare

VO
7.6%
IWR
8.7%

Real Estate

VO
5.4%
IWR
7.0%

Consumer Defensive

VO
4.8%
IWR
4.1%

Basic Materials

VO
4.2%
IWR
4.3%

Communication Services

VO
3.1%
IWR
3.4%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VO vs. IWR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VO
VO Risk / Return Rank: 4343
Overall Rank
VO Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VO Sortino Ratio Rank: 4141
Sortino Ratio Rank
VO Omega Ratio Rank: 3838
Omega Ratio Rank
VO Calmar Ratio Rank: 4444
Calmar Ratio Rank
VO Martin Ratio Rank: 5050
Martin Ratio Rank

IWR
IWR Risk / Return Rank: 4949
Overall Rank
IWR Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
IWR Sortino Ratio Rank: 4747
Sortino Ratio Rank
IWR Omega Ratio Rank: 4444
Omega Ratio Rank
IWR Calmar Ratio Rank: 5353
Calmar Ratio Rank
IWR Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VO vs. IWR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap ETF (VO) and iShares Russell Midcap ETF (IWR). 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.


VOIWRDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.26

1.28

-0.03

Calmar ratioReturn relative to maximum drawdown

2.23

2.66

-0.43

Martin ratioReturn relative to average drawdown

8.50

10.28

-1.78

VO vs. IWR - Sharpe Ratio Comparison

The current VO Sharpe Ratio is 1.48, which is comparable to the IWR Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of VO and IWR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


VOIWRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

1.63

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.44

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.60

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.49

+0.01

Drawdowns

VO vs. IWR - Drawdown Comparison

The maximum VO drawdown since its inception was -58.87%, roughly equal to the maximum IWR drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for VO and IWR.


Loading charts...

Drawdown Indicators


VOIWRDifference

Max Drawdown

Largest peak-to-trough decline

-58.87%

-58.78%

-0.09%

Max Drawdown (1Y)

Largest decline over 1 year

-8.17%

-8.17%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-19.02%

-21.09%

+2.07%

Max Drawdown (5Y)

Largest decline over 5 years

-27.57%

-26.18%

-1.39%

Max Drawdown (10Y)

Largest decline over 10 years

-39.37%

-40.59%

+1.22%

Current Drawdown

Current decline from peak

-0.45%

-0.26%

-0.19%

Average Drawdown

Average peak-to-trough decline

-7.86%

-7.80%

-0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

2.11%

+0.03%

Volatility

VO vs. IWR - Volatility Comparison

The current volatility for Vanguard Mid-Cap ETF (VO) is 2.99%, while iShares Russell Midcap ETF (IWR) has a volatility of 3.26%. This indicates that VO experiences smaller price fluctuations and is considered to be less risky than IWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VOIWRDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.99%

3.26%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

9.21%

9.84%

-0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

12.34%

13.39%

-1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.59%

18.23%

-0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.95%

19.36%

-0.41%

VO vs. IWR - Expense Ratio Comparison

VO has a 0.03% expense ratio, which is lower than IWR'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

VO vs. IWR - Dividend Comparison

VO's dividend yield for the trailing twelve months is around 1.36%, more than IWR's 1.15% yield.


PositionTTM20252024202320222021202020192018201720162015
IWR
iShares Russell Midcap ETF
1.15%1.29%1.27%1.43%1.59%1.04%1.28%1.43%1.98%1.52%1.72%1.59%
VO
Vanguard Mid-Cap ETF
1.36%1.52%1.49%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%

Frequently Asked Questions


With a correlation of 0.98, VO and IWR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IWR has higher volatility (3.26%) compared to VO (2.99%). In terms of maximum drawdown, VO dropped -58.87% vs IWR's -58.78%.

On 10-year performance, IWR leads with 11.55% vs 11.55% for VO. On fees, VO is cheaper at 0.03% per year. On volatility, VO has been the lower-risk option at 2.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IWR has performed better with a 11.55% return vs 11.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VO is cheaper with a 0.03% expense ratio, compared with 0.19% for IWR.

VO has the higher dividend yield at 1.36%, compared with 1.15% for IWR.

VO is categorized as Mid Cap Blend Equities, while IWR is Mid Cap Growth Equities. VO tracks CRSP US Mid Cap Index, while IWR tracks Russell Midcap Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.03% for VO and 0.19% for IWR.

IWR currently has the higher Sharpe Ratio (1.63 vs 1.48), 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.

Portfolio Optimizer

Find the right allocation for VO and IWR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer