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VOT vs. IVOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VOT and IVOG 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.


-0.50.00.51.00.9

Performance

VOT vs. IVOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mid-Cap Growth ETF (VOT) and Vanguard S&P Mid-Cap 400 Growth ETF (IVOG). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%OctoberNovemberDecember2025FebruaryMarch
2.27%
-8.04%
VOT
IVOG

Key characteristics

Sharpe Ratio

VOT:

0.50

IVOG:

-0.24

Sortino Ratio

VOT:

0.77

IVOG:

-0.21

Omega Ratio

VOT:

1.10

IVOG:

0.98

Calmar Ratio

VOT:

0.51

IVOG:

-0.23

Martin Ratio

VOT:

2.00

IVOG:

-0.73

Ulcer Index

VOT:

4.11%

IVOG:

5.61%

Daily Std Dev

VOT:

16.48%

IVOG:

17.42%

Max Drawdown

VOT:

-60.17%

IVOG:

-39.32%

Current Drawdown

VOT:

-10.50%

IVOG:

-15.01%

Returns By Period

In the year-to-date period, VOT achieves a -2.30% return, which is significantly higher than IVOG's -7.22% return. Over the past 10 years, VOT has outperformed IVOG with an annualized return of 9.47%, while IVOG has yielded a comparatively lower 8.08% annualized return.


VOT

YTD

-2.30%

1M

-9.20%

6M

3.28%

1Y

6.29%

5Y*

18.25%

10Y*

9.47%

IVOG

YTD

-7.22%

1M

-9.74%

6M

-7.70%

1Y

-6.47%

5Y*

18.14%

10Y*

8.08%

*Annualized

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VOT vs. IVOG - Expense Ratio Comparison

VOT has a 0.07% expense ratio, which is lower than IVOG's 0.15% 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%.


Expense ratio chart for IVOG: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for VOT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VOT vs. IVOG — Risk-Adjusted Performance Rank

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

VOT
The Risk-Adjusted Performance Rank of VOT is 4040
Overall Rank
The Sharpe Ratio Rank of VOT is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of VOT is 3737
Sortino Ratio Rank
The Omega Ratio Rank of VOT is 3737
Omega Ratio Rank
The Calmar Ratio Rank of VOT is 4343
Calmar Ratio Rank
The Martin Ratio Rank of VOT is 4242
Martin Ratio Rank

IVOG
The Risk-Adjusted Performance Rank of IVOG is 66
Overall Rank
The Sharpe Ratio Rank of IVOG is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of IVOG is 77
Sortino Ratio Rank
The Omega Ratio Rank of IVOG is 77
Omega Ratio Rank
The Calmar Ratio Rank of IVOG is 55
Calmar Ratio Rank
The Martin Ratio Rank of IVOG is 66
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VOT vs. IVOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap Growth ETF (VOT) and Vanguard S&P Mid-Cap 400 Growth ETF (IVOG). 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.


The chart of Sharpe ratio for VOT, currently valued at 0.50, compared to the broader market0.002.004.000.50-0.24
The chart of Sortino ratio for VOT, currently valued at 0.77, compared to the broader market-2.000.002.004.006.008.0010.0012.000.77-0.21
The chart of Omega ratio for VOT, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.100.98
The chart of Calmar ratio for VOT, currently valued at 0.51, compared to the broader market0.005.0010.0015.0020.000.51-0.23
The chart of Martin ratio for VOT, currently valued at 2.00, compared to the broader market0.0020.0040.0060.0080.00100.002.00-0.73
VOT
IVOG

The current VOT Sharpe Ratio is 0.50, which is higher than the IVOG Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of VOT and IVOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2025FebruaryMarch
0.50
-0.24
VOT
IVOG

Dividends

VOT vs. IVOG - Dividend Comparison

VOT's dividend yield for the trailing twelve months is around 0.52%, less than IVOG's 0.85% yield.


TTM20242023202220212020201920182017201620152014
VOT
Vanguard Mid-Cap Growth ETF
0.52%0.67%0.71%0.78%0.34%0.56%0.78%0.84%0.72%0.81%0.81%0.79%
IVOG
Vanguard S&P Mid-Cap 400 Growth ETF
0.85%0.79%1.15%1.05%0.47%0.74%1.17%1.01%0.93%1.03%1.04%0.81%

Drawdowns

VOT vs. IVOG - Drawdown Comparison

The maximum VOT drawdown since its inception was -60.17%, which is greater than IVOG's maximum drawdown of -39.32%. Use the drawdown chart below to compare losses from any high point for VOT and IVOG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-10.50%
-15.01%
VOT
IVOG

Volatility

VOT vs. IVOG - Volatility Comparison

Vanguard Mid-Cap Growth ETF (VOT) has a higher volatility of 7.61% compared to Vanguard S&P Mid-Cap 400 Growth ETF (IVOG) at 7.17%. This indicates that VOT's price experiences larger fluctuations and is considered to be riskier than IVOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%OctoberNovemberDecember2025FebruaryMarch
7.61%
7.17%
VOT
IVOG