- ISIN
- US46435U3335
- CUSIP
- 46435U333
- Issuer
- iShares
- Inception Date
- Mar 19, 2019
- Region
- North America (U.S.)
- Category
- Mid Cap Value Equities
- 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
- Assets Under Management
- $26M
Share Price Chart
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Performance
FOVL Performance Chart
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Returns By Period
iShares Focused Value Factor ETF
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
FOVL Monthly Returns History
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.16% | 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% |
| 2023 | 11.62% | -2.93% | -8.05% | 1.62% | -5.12% | 9.57% | 5.72% | -4.59% | -4.86% | -4.11% | 9.77% | 10.72% | 17.72% |
| 2022 | 1.18% | 0.67% | -0.09% | -7.83% | 2.69% | -10.98% | 6.11% | -1.45% | -10.16% | 11.04% | 7.57% | -5.83% | -9.39% |
| 2021 | 2.26% | 15.53% | 6.58% | 4.14% | 4.81% | -5.22% | -0.57% | 5.00% | -3.15% | 3.54% | -2.69% | 5.60% | 40.14% |
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
- R²
- 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 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.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|
| 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -49.46%Mar 2020 | 3mo 6d | 11mo | 1y 2moDec 2019 - Feb 2021 |
Bear market2022 | -25.20%Sep 2022 | 8mo 15d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
2025 selloff2025 | -18.33%Apr 2025 | 4mo 7d | — | 1y 6moDec 2024 - now |
2019 correction2019 | -12.09%Aug 2019 | 4mo 1d | 3mo 6d | 7mo 7dApr 2019 - Nov 2019 |
2021 correction2021 | -11.45%Jul 2021 | 1mo 10d | 3mo 3d | 4mo 13dJun 2021 - Oct 2021 |
Drawdown Indicators
| FOVL | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -56.78% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | — | 0.00% | — |
Average DrawdownAverage peak-to-trough decline | — | -10.72% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.97% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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