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iShares Focused Value Factor ETF (FOVL)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US46435U3335
CUSIP
46435U333
Issuer
iShares
Inception Date
Mar 19, 2019
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
MSCI USA IMI Focused Value Factor Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Value

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares Focused Value Factor ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period


iShares Focused Value Factor ETF

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.16%0.06%-4.55%-4.18%5.44%2.88%-0.54%2.51%6.43%
2024-0.72%3.79%5.69%-6.52%3.79%-1.08%9.58%0.45%3.25%1.80%9.61%-7.30%22.87%
202311.62%-2.93%-8.05%1.62%-5.12%9.57%5.72%-4.59%-4.86%-4.11%9.77%10.72%17.72%
20221.18%0.67%-0.09%-7.83%2.69%-10.98%6.11%-1.45%-10.16%11.04%7.57%-5.83%-9.39%
20212.26%15.53%6.58%4.14%4.81%-5.22%-0.57%5.00%-3.15%3.54%-2.69%5.60%40.14%
2020-5.45%-11.28%-28.43%10.55%-0.75%1.11%-2.31%3.82%-4.26%4.94%16.86%9.45%-13.20%

Benchmark Metrics

iShares Focused Value Factor ETF has an annualized alpha of -2.17%, beta of 1.00, and R² of 0.61 versus S&P 500 Index. Calculated based on daily prices since March 22, 2019.

  • This ETF participated in 116.63% of S&P 500 Index downside but only 103.13% of its upside — more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -2.17% versus S&P 500 Index — delivering less than market exposure alone would predict.
  • With beta of 1.00 and R² of 0.61, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
-2.17%
Beta
1.00
0.61
Upside Capture
103.13%
Downside Capture
116.63%

Expense Ratio

FOVL has an expense ratio of 0.25%, which is considered low.


Return for Risk

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares Focused Value Factor ETF (FOVL) and compare them to a chosen benchmark (S&P 500 Index).


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Dividends

Dividend History

iShares Focused Value Factor ETF provided a 0.55% dividend yield over the last twelve months, with an annual payout of $0.40 per share.


2.00%2.20%2.40%2.60%2.80%3.00%3.20%3.40%$0.00$0.50$1.00$1.50201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019
Dividend$0.40$1.46$1.51$1.72$1.62$1.23$1.07

Dividend yield

0.55%2.08%2.59%3.38%2.80%2.88%2.09%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Focused Value Factor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.60$0.00$0.00$0.40$0.00$0.00$1.00
2024$0.00$0.00$0.30$0.00$0.00$0.33$0.00$0.00$0.28$0.00$0.00$0.55$1.46
2023$0.00$0.00$0.38$0.00$0.00$0.29$0.00$0.00$0.38$0.00$0.00$0.46$1.51
2022$0.00$0.00$0.48$0.00$0.00$0.43$0.00$0.00$0.39$0.00$0.00$0.42$1.72
2021$0.00$0.00$0.29$0.00$0.00$0.38$0.00$0.00$0.62$0.00$0.00$0.32$1.62
2020$0.00$0.00$0.36$0.00$0.00$0.26$0.00$0.00$0.31$0.00$0.00$0.30$1.23

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Focused Value Factor ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares Focused Value Factor ETF was 49.46%, occurring on Mar 23, 2020. Recovery took 227 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-49.46%Dec 18, 201965Mar 23, 2020227Feb 16, 2021292
-25.2%Jan 14, 2022175Sep 26, 2022310Dec 19, 2023485
-18.33%Dec 2, 202487Apr 8, 2025
-12.09%Apr 24, 201986Aug 23, 201967Nov 27, 2019153
-11.45%Jun 9, 202128Jul 19, 202166Oct 20, 202194

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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