How do you have IE on your Mac running under OS X? Is it IE 4.2?
On June 13, 2003, Microsoft announced that it was ceasing further development of Internet Explorer for Mac and the final update was released on July 11, 2003.
I don't have IE on my mac, so I can't test it. Safari behaves just like Chrome on the statements page: it downloads.
P.S. I would try Firefox, but after I tried Chrome for you, Vanguard reset my cookies for Safari and made me remember the name of my (oops, I almost gave you my secret question!). I don't know if I can remember it twice in one day.