Summary
IVOG
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 23.96% Volatility 22.16% Sharpe 0.74
Official loaded data — not a live quote.

VANGUARD S&P MID-CAP 400 GROWTH INDEX FUND ETF SHARES

Symbol: IVOG

Exchange: NYSE

Sector: Industrials

Category: Mid-Cap Growth

Inception date: 07/09/2010

Latest date: 16/07/2026

Current price: $140.77

Expense ratio: 0.10%

Assets under management
$1.9B
0.26% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-1.96%

Ann. -45.95% (Sharpe / Sortino numerator)

Volatility

26.00%

Sharpe ratio

-1.907

VaR 95%

-2.57%

CVaR 95%: -2.61%
Max drawdown: -7.88%
Sortino ratio: -3.176
Calmar ratio: -5.83

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

5.43%

Ann. 16.43% (Sharpe / Sortino numerator)

Volatility

20.69%

Sharpe ratio

0.619

VaR 95%

-2.11%

CVaR 95%: -2.47%
Max drawdown: -9.69%
Sortino ratio: 0.976
Calmar ratio: 1.70

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

9.80%

Ann. 12.76% (Sharpe / Sortino numerator)

Volatility

18.93%

Sharpe ratio

0.482

VaR 95%

-2.02%

CVaR 95%: -2.47%
Max drawdown: -9.69%
Sortino ratio: 0.741
Calmar ratio: 1.32

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

23.96%

Ann. 20.13% (Sharpe / Sortino numerator)

Volatility

22.16%

Sharpe ratio

0.745

VaR 95%

-1.96%

CVaR 95%: -3.07%
Max drawdown: -9.69%
Sortino ratio: 1.031
Calmar ratio: 2.08

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

22.74%

Ann. 7.37% (Sharpe / Sortino numerator)

Volatility

20.10%

Sharpe ratio

0.186

VaR 95%

-1.95%

CVaR 95%: -2.84%
Max drawdown: -25.61%
Sortino ratio: 0.268
Calmar ratio: 0.29

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

50.43%

Ann. 13.54% (Sharpe / Sortino numerator)

Volatility

18.61%

Sharpe ratio

0.532

VaR 95%

-1.76%

CVaR 95%: -2.56%
Max drawdown: -25.61%
Sortino ratio: 0.789
Calmar ratio: 0.53

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.092%

Best day

3.708%

06/02/2026
Worst day

-2.735%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $140.41 $141.71 $140.33 $140.77 43,800
15/07/2026 $142.18 $142.18 $140.31 $141.34 20,100
14/07/2026 $141.70 $142.25 $141.12 $141.54 15,700
13/07/2026 $141.18 $141.90 $140.43 $140.59 15,700
10/07/2026 $143.38 $143.38 $141.48 $142.08 23,500
09/07/2026 $142.34 $143.81 $142.18 $142.84 14,000
08/07/2026 $140.62 $140.99 $139.19 $140.87 22,700
07/07/2026 $143.95 $143.95 $140.99 $141.75 19,100
06/07/2026 $143.87 $144.82 $143.87 $144.13 14,400
02/07/2026 $145.55 $146.38 $142.03 $143.43 25,000