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Vanguard S&P Mid-Cap 400 Value Index Fund ETF Shares (IVOV)

101.77 +1.71 (+1.71%)
At close: November 21 at 3:57 PM EST

ETF Summary

The fund employs an indexing investment approach designed to track the performance of the index, which represents the value companies, as determined by the index sponsor, of the S&P MidCap 400 Index. The advisor attempts to replicate the target index by investing all, or substantially all, of its assets in the stocks that make up the index, holding each stock in approximately the same proportion as its weighting in the index.

Risk Overview

Performance & Risk

YTD Return 14.77%
5y Average Return 11.56%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.05
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
IVOVCategory AverageIVOVCategory AverageIVOVCategory Average
Alpha -1.8 -1.74 -4.54 -4.24 -4.33 -4.4
BETA 1.05 0.94 1.15 1.06 1.14 1.05
Mean Annual Return 0.72 0.67 1.11 1.03 0.89 0.81
R-squared 72.05 71.64 75.39 75.4 76.16 76.59
Standard Deviation 21.07 19.12 23.84 21.96 19.88 18.33
Sharpe Ratio 0.22 0.22 0.46 0.45 0.45 0.43
Treynor Ratio 2.61 2.64 7.39 7.51 6.42 6.21

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