We have probed changes in the magnetic, electrical, dielectric, optical, and thermodynamic properties of iron vanadate (FeVO(4)) at two magnetic phase transitions. FeVO(4) exhibits two antiferromagnetic transitions at T(N1) = 22 K and T(N2) = 15 K. Below 15 K FeVO(4) develops an electric polarization, concomitant with the second antiferromagnetic transition and indicating strong magnetoelectric coupling. The powder averaged zero field electric polarization for the polycrystalline FeVO(4) sample is 6 µC m(-2) and can be switched by reversing the poling voltage. The peaks for certain Raman modes at larger wavenumbers shift to slightly higher energies in the temperature range between T(N1) and T(N2), but there is practically no change in the Raman spectra between the paramagnetic and ground states. These Raman features help to clarify the microscopic mechanisms for magnetoelectric coupling in FeVO(4).