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VOOV vs. IBID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VOOV vs. IBID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P 500 Value ETF (VOOV) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VOOV achieves a 7.53% return, which is significantly higher than IBID's 1.94% return.


VOOV

1D
-0.34%
1M
-0.41%
YTD
7.53%
6M
6.93%
1Y
20.11%
3Y*
15.16%
5Y*
11.18%
10Y*
12.10%

IBID

1D
-0.05%
1M
-0.25%
YTD
1.94%
6M
2.03%
1Y
3.92%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOOV vs. IBID - Yearly Performance Comparison


2026 (YTD)202520242023
VOOV
Vanguard S&P 500 Value ETF
7.53%13.10%12.21%7.75%
IBID
iShares iBonds Oct 2027 Term TIPS ETF
1.94%5.66%4.71%2.61%

Correlation

The correlation between VOOV and IBID is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.08

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2023

0.04

The correlation between VOOV and IBID shifts across timeframes, from -0.08 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VOOV vs. IBID — Risk / Return Rank

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

VOOV
VOOV Risk / Return Rank: 6565
Overall Rank
VOOV Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
VOOV Sortino Ratio Rank: 6363
Sortino Ratio Rank
VOOV Omega Ratio Rank: 6161
Omega Ratio Rank
VOOV Calmar Ratio Rank: 6767
Calmar Ratio Rank
VOOV Martin Ratio Rank: 6868
Martin Ratio Rank

IBID
IBID Risk / Return Rank: 9595
Overall Rank
IBID Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IBID Sortino Ratio Rank: 9696
Sortino Ratio Rank
IBID Omega Ratio Rank: 9595
Omega Ratio Rank
IBID Calmar Ratio Rank: 9595
Calmar Ratio Rank
IBID Martin Ratio Rank: 9595
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.

VOOV vs. IBID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 Value ETF (VOOV) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). 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.


VOOVIBIDDifference
Sharpe ratioReturn per unit of total volatility

-1.16

Sortino ratioReturn per unit of downside risk

-2.56

Omega ratioGain probability vs. loss probability

1.36

1.72

-0.36

Calmar ratioReturn relative to maximum drawdown

3.22

7.20

-3.98

Martin ratioReturn relative to average drawdown

12.21

29.14

-16.93

VOOV vs. IBID - Sharpe Ratio Comparison

The current VOOV Sharpe Ratio is 2.03, which is lower than the IBID Sharpe Ratio of 3.19. The chart below compares the historical Sharpe Ratios of VOOV and IBID, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VOOV vs. IBID - Drawdown Comparison

The maximum VOOV drawdown since its inception was -37.31%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for VOOV and IBID.


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Drawdown Indicators


VOOVIBIDDifference

Max Drawdown

Largest peak-to-trough decline

-37.31%

-1.28%

-36.03%

Max Drawdown (1Y)

Largest decline over 1 year

-6.27%

-0.55%

-5.72%

Max Drawdown (3Y)

Largest decline over 3 years

-17.55%

Max Drawdown (5Y)

Largest decline over 5 years

-18.10%

Max Drawdown (10Y)

Largest decline over 10 years

-37.31%

Current Drawdown

Current decline from peak

-1.25%

-0.55%

-0.70%

Average Drawdown

Average peak-to-trough decline

-3.83%

-0.22%

-3.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

0.13%

+1.52%

Volatility

VOOV vs. IBID - Volatility Comparison

Vanguard S&P 500 Value ETF (VOOV) has a higher volatility of 2.97% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.35%. This indicates that VOOV's price experiences larger fluctuations and is considered to be riskier than IBID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VOOVIBIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.97%

0.35%

+2.62%

Volatility (6M)

Calculated over the trailing 6-month period

7.36%

0.86%

+6.50%

Volatility (1Y)

Calculated over the trailing 1-year period

9.97%

1.23%

+8.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.44%

2.24%

+12.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.92%

2.24%

+14.68%

VOOV vs. IBID - Expense Ratio Comparison

VOOV has a 0.07% expense ratio, which is lower than IBID's 0.10% 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

VOOV vs. IBID - Dividend Comparison

VOOV's dividend yield for the trailing twelve months is around 1.67%, less than IBID's 3.68% yield.


PositionTTM20252024202320222021202020192018201720162015
IBID
iShares iBonds Oct 2027 Term TIPS ETF
3.68%4.43%4.24%0.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOOV
Vanguard S&P 500 Value ETF
1.67%1.76%2.10%1.69%2.19%1.87%2.45%2.10%2.65%2.13%2.24%2.36%

Frequently Asked Questions


VOOV and IBID have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VOOV has higher volatility (2.97%) compared to IBID (0.35%). In terms of maximum drawdown, VOOV dropped -37.31% vs IBID's -1.28%.

On 1-year performance, VOOV leads with 20.11% vs 3.92% for IBID. On fees, VOOV is cheaper at 0.07% per year. On volatility, IBID has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, VOOV has performed better with a 20.11% return vs 3.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VOOV is cheaper with a 0.07% expense ratio, compared with 0.10% for IBID.

IBID has the higher dividend yield at 3.68%, compared with 1.67% for VOOV.

VOOV is categorized as Large Cap Value Equities, while IBID is Inflation-Protected Bonds. VOOV tracks S&P 500 Value Index, while IBID tracks ICE 2027 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.07% for VOOV and 0.10% for IBID.

IBID currently has the higher Sharpe Ratio (3.19 vs 2.03), 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 VOOV and IBID

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