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AFI.AX vs. IVV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AFI.AX and IVV is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

AFI.AX vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Australian Foundation Investment Company Limited (AFI.AX) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AFI.AX:

0.50

IVV:

0.70

Sortino Ratio

AFI.AX:

0.72

IVV:

1.05

Omega Ratio

AFI.AX:

1.10

IVV:

1.15

Calmar Ratio

AFI.AX:

0.41

IVV:

0.69

Martin Ratio

AFI.AX:

1.66

IVV:

2.62

Ulcer Index

AFI.AX:

2.79%

IVV:

4.93%

Daily Std Dev

AFI.AX:

9.48%

IVV:

19.73%

Max Drawdown

AFI.AX:

-41.20%

IVV:

-55.25%

Current Drawdown

AFI.AX:

-6.00%

IVV:

-3.45%

Returns By Period

In the year-to-date period, AFI.AX achieves a -0.86% return, which is significantly lower than IVV's 1.01% return. Over the past 10 years, AFI.AX has underperformed IVV with an annualized return of 5.69%, while IVV has yielded a comparatively higher 12.79% annualized return.


AFI.AX

YTD

-0.86%

1M

1.69%

6M

-2.70%

1Y

4.78%

3Y*

0.50%

5Y*

7.61%

10Y*

5.69%

IVV

YTD

1.01%

1M

6.43%

6M

-0.85%

1Y

13.63%

3Y*

14.12%

5Y*

15.92%

10Y*

12.79%

*Annualized

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iShares Core S&P 500 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

AFI.AX vs. IVV — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AFI.AX
The Risk-Adjusted Performance Rank of AFI.AX is 6464
Overall Rank
The Sharpe Ratio Rank of AFI.AX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of AFI.AX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of AFI.AX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of AFI.AX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of AFI.AX is 6969
Martin Ratio Rank

IVV
The Risk-Adjusted Performance Rank of IVV is 6363
Overall Rank
The Sharpe Ratio Rank of IVV is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of IVV is 6060
Sortino Ratio Rank
The Omega Ratio Rank of IVV is 6363
Omega Ratio Rank
The Calmar Ratio Rank of IVV is 6666
Calmar Ratio Rank
The Martin Ratio Rank of IVV is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AFI.AX vs. IVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Australian Foundation Investment Company Limited (AFI.AX) and iShares Core S&P 500 ETF (IVV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current AFI.AX Sharpe Ratio is 0.50, which is comparable to the IVV Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of AFI.AX and IVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

AFI.AX vs. IVV - Dividend Comparison

AFI.AX's dividend yield for the trailing twelve months is around 3.67%, more than IVV's 1.31% yield.


TTM20242023202220212020201920182017201620152014
AFI.AX
Australian Foundation Investment Company Limited
3.67%3.51%3.36%5.90%2.84%3.29%3.38%4.00%3.85%4.17%3.87%4.63%
IVV
iShares Core S&P 500 ETF
1.31%1.30%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%

Drawdowns

AFI.AX vs. IVV - Drawdown Comparison

The maximum AFI.AX drawdown since its inception was -41.20%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for AFI.AX and IVV.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AFI.AX vs. IVV - Volatility Comparison

The current volatility for Australian Foundation Investment Company Limited (AFI.AX) is 1.82%, while iShares Core S&P 500 ETF (IVV) has a volatility of 4.81%. This indicates that AFI.AX experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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