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ASXFY vs. IVV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ASXFY and IVV is 0.18, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

ASXFY vs. IVV - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
114.41%
419.47%
ASXFY
IVV

Key characteristics

Sharpe Ratio

ASXFY:

0.45

IVV:

0.31

Sortino Ratio

ASXFY:

0.73

IVV:

0.57

Omega Ratio

ASXFY:

1.10

IVV:

1.08

Calmar Ratio

ASXFY:

0.27

IVV:

0.31

Martin Ratio

ASXFY:

1.72

IVV:

1.41

Ulcer Index

ASXFY:

6.58%

IVV:

4.19%

Daily Std Dev

ASXFY:

25.06%

IVV:

18.93%

Max Drawdown

ASXFY:

-46.75%

IVV:

-55.25%

Current Drawdown

ASXFY:

-29.56%

IVV:

-13.89%

Returns By Period

In the year-to-date period, ASXFY achieves a 9.18% return, which is significantly higher than IVV's -9.91% return. Over the past 10 years, ASXFY has underperformed IVV with an annualized return of 7.64%, while IVV has yielded a comparatively higher 11.57% annualized return.


ASXFY

YTD

9.18%

1M

4.65%

6M

-2.47%

1Y

11.46%

5Y*

-0.20%

10Y*

7.64%

IVV

YTD

-9.91%

1M

-6.69%

6M

-9.41%

1Y

7.70%

5Y*

15.84%

10Y*

11.57%

*Annualized

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Risk-Adjusted Performance

ASXFY vs. IVV — Risk-Adjusted Performance Rank

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

ASXFY
The Risk-Adjusted Performance Rank of ASXFY is 6767
Overall Rank
The Sharpe Ratio Rank of ASXFY is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of ASXFY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of ASXFY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of ASXFY is 6767
Calmar Ratio Rank
The Martin Ratio Rank of ASXFY is 7272
Martin Ratio Rank

IVV
The Risk-Adjusted Performance Rank of IVV is 5656
Overall Rank
The Sharpe Ratio Rank of IVV is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of IVV is 5555
Sortino Ratio Rank
The Omega Ratio Rank of IVV is 5656
Omega Ratio Rank
The Calmar Ratio Rank of IVV is 5858
Calmar Ratio Rank
The Martin Ratio Rank of IVV is 5858
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.

ASXFY vs. IVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ASX Limited ADR (ASXFY) 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.


Sharpe ratio
The chart of Sharpe ratio for ASXFY, currently valued at 0.45, compared to the broader market-2.00-1.000.001.002.003.00
ASXFY: 0.45
IVV: 0.31
The chart of Sortino ratio for ASXFY, currently valued at 0.73, compared to the broader market-6.00-4.00-2.000.002.004.00
ASXFY: 0.73
IVV: 0.57
The chart of Omega ratio for ASXFY, currently valued at 1.10, compared to the broader market0.501.001.502.00
ASXFY: 1.10
IVV: 1.08
The chart of Calmar ratio for ASXFY, currently valued at 0.27, compared to the broader market0.001.002.003.004.00
ASXFY: 0.27
IVV: 0.31
The chart of Martin ratio for ASXFY, currently valued at 1.72, compared to the broader market-5.000.005.0010.0015.0020.00
ASXFY: 1.72
IVV: 1.41

The current ASXFY Sharpe Ratio is 0.45, which is higher than the IVV Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of ASXFY 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.45
0.31
ASXFY
IVV

Dividends

ASXFY vs. IVV - Dividend Comparison

ASXFY's dividend yield for the trailing twelve months is around 3.26%, more than IVV's 1.46% yield.


TTM20242023202220212020201920182017201620152014
ASXFY
ASX Limited ADR
3.26%3.40%3.54%3.61%2.47%2.99%4.34%3.90%3.65%4.04%4.56%5.47%
IVV
iShares Core S&P 500 ETF
1.46%1.30%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%

Drawdowns

ASXFY vs. IVV - Drawdown Comparison

The maximum ASXFY drawdown since its inception was -46.75%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for ASXFY and IVV. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-29.56%
-13.89%
ASXFY
IVV

Volatility

ASXFY vs. IVV - Volatility Comparison

The current volatility for ASX Limited ADR (ASXFY) is 10.82%, while iShares Core S&P 500 ETF (IVV) has a volatility of 13.62%. This indicates that ASXFY 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
10.82%
13.62%
ASXFY
IVV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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