Summary
IVOG
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 15.70% 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: 15/10/2026

Current price: $136.92

Expense ratio: 0.10%

Assets under management
$1.8B
1.03% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

0.45%

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

-3.13%

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

2.54%

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

15.70%

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

19.58%

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

55.79%

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.064%

Best day

3.708%

06/02/2026
Worst day

-2.643%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $135.52 $137.10 $135.13 $136.92 16,100
14/10/2026 $137.07 $137.22 $135.40 $135.76 6,300
13/10/2026 $138.24 $138.53 $137.22 $138.23 11,400
12/10/2026 $139.50 $139.81 $138.64 $138.64 24,600
09/10/2026 $138.76 $140.19 $138.37 $139.81 17,000
08/10/2026 $137.72 $138.64 $137.58 $138.36 27,400
07/10/2026 $139.57 $139.57 $138.15 $138.65 12,500
06/10/2026 $141.11 $141.82 $140.73 $141.00 14,800
05/10/2026 $139.45 $140.98 $138.75 $140.30 17,900
02/10/2026 $139.33 $140.18 $139.33 $139.37 18,200