Summary
IVOO
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 22.63% Volatility 21.15% Sharpe 0.57
Official loaded data — not a live quote.

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

Symbol: IVOO

Exchange: NYSE

Sector: Industrials

Category: Mid-Cap Blend

Inception date: 07/09/2010

Latest date: 16/07/2026

Current price: $128.69

Expense ratio: 0.07%

Assets under management
$5.9B
1.03% 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

0.19%

Ann. -46.42% (Sharpe / Sortino numerator)

Volatility

22.26%

Sharpe ratio

-2.248

VaR 95%

-2.26%

CVaR 95%: -2.33%
Max drawdown: -7.21%
Sortino ratio: -3.728
Calmar ratio: -6.44

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

6.67%

Ann. 7.48% (Sharpe / Sortino numerator)

Volatility

18.06%

Sharpe ratio

0.213

VaR 95%

-2.04%

CVaR 95%: -2.21%
Max drawdown: -9.09%
Sortino ratio: 0.322
Calmar ratio: 0.82

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

9.15%

Ann. 9.08% (Sharpe / Sortino numerator)

Volatility

17.00%

Sharpe ratio

0.320

VaR 95%

-1.87%

CVaR 95%: -2.22%
Max drawdown: -9.09%
Sortino ratio: 0.491
Calmar ratio: 1.00

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

22.63%

Ann. 15.65% (Sharpe / Sortino numerator)

Volatility

21.15%

Sharpe ratio

0.568

VaR 95%

-1.85%

CVaR 95%: -2.98%
Max drawdown: -9.09%
Sortino ratio: 0.764
Calmar ratio: 1.72

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

25.59%

Ann. 8.38% (Sharpe / Sortino numerator)

Volatility

19.04%

Sharpe ratio

0.250

VaR 95%

-1.80%

CVaR 95%: -2.66%
Max drawdown: -24.08%
Sortino ratio: 0.354
Calmar ratio: 0.35

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

47.69%

Ann. 12.39% (Sharpe / Sortino numerator)

Volatility

18.07%

Sharpe ratio

0.485

VaR 95%

-1.66%

CVaR 95%: -2.44%
Max drawdown: -24.08%
Sortino ratio: 0.716
Calmar ratio: 0.51

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

0.086%

Best day

3.167%

06/02/2026
Worst day

-2.861%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $127.38 $129.05 $127.29 $128.69 69,700
15/07/2026 $128.36 $128.66 $127.37 $128.03 51,800
14/07/2026 $128.38 $128.79 $127.62 $127.94 58,000
13/07/2026 $127.75 $128.20 $127.08 $127.35 70,100
10/07/2026 $128.44 $128.44 $127.23 $128.05 70,900
09/07/2026 $127.41 $128.81 $127.41 $128.07 76,000
08/07/2026 $126.90 $126.95 $125.46 $126.46 70,200
07/07/2026 $128.90 $128.90 $127.48 $127.73 98,500
06/07/2026 $128.97 $129.52 $128.97 $129.18 77,400
02/07/2026 $129.95 $130.62 $127.50 $128.67 68,600