BAX vs. VLUE
BAX (Baxter International Inc.) is a stock, while VLUE (iShares Edge MSCI USA Value Factor ETF) is Large Cap Value Equities fund tracking the MSCI USA Value Weighted Index. Over the past 10 years, BAX returned -6.73%/yr vs 15.43%/yr for VLUE. At a 0.45 correlation, their price movements are largely independent.
Performance
BAX vs. VLUE - Performance Comparison
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Returns By Period
In the year-to-date period, BAX achieves a -2.88% return, which is significantly lower than VLUE's 49.00% return. Over the past 10 years, BAX has underperformed VLUE with an annualized return of -6.73%, while VLUE has yielded a comparatively higher 15.43% annualized return.
BAX
- 1D
- -0.75%
- 1M
- 11.61%
- YTD
- -2.88%
- 6M
- -1.75%
- 1Y
- -37.86%
- 3Y*
- -21.84%
- 5Y*
- -24.25%
- 10Y*
- -6.73%
VLUE
- 1D
- -0.42%
- 1M
- 20.77%
- YTD
- 49.00%
- 6M
- 51.40%
- 1Y
- 91.45%
- 3Y*
- 34.26%
- 5Y*
- 16.36%
- 10Y*
- 15.43%
BAX vs. VLUE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BAX Baxter International Inc. | -2.88% | -33.28% | -22.40% | -21.91% | -39.58% | 8.48% | -2.95% | 28.40% | 2.89% | 47.30% |
VLUE iShares Edge MSCI USA Value Factor ETF | 49.00% | 32.67% | 7.25% | 14.26% | -14.17% | 28.93% | -0.23% | 27.20% | -11.13% | 21.95% |
Correlation
The correlation between BAX and VLUE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Apr 19, 2013 | 0.45 |
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Return for Risk
BAX vs. VLUE — Risk / Return Rank
BAX
VLUE
BAX vs. VLUE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baxter International Inc. (BAX) and iShares Edge MSCI USA Value Factor ETF (VLUE). 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.
| BAX | VLUE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.15 | ||
| Sortino ratioReturn per unit of downside risk | -7.80 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.91 | -1.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | 10.17 | -10.94 |
| Martin ratioReturn relative to average drawdown | -1.11 | 45.62 | -46.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BAX | VLUE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.82 | 5.32 | -6.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.72 | 0.92 | -1.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.23 | 0.78 | -1.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.76 | -0.54 |
Drawdowns
BAX vs. VLUE - Drawdown Comparison
The maximum BAX drawdown since its inception was -81.15%, which is greater than VLUE's maximum drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for BAX and VLUE.
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Drawdown Indicators
| BAX | VLUE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.15% | -39.47% | -41.68% |
Max Drawdown (1Y)Largest decline over 1 year | -49.79% | -9.04% | -40.75% |
Max Drawdown (3Y)Largest decline over 3 years | -65.90% | -17.89% | -48.01% |
Max Drawdown (5Y)Largest decline over 5 years | -80.61% | -27.12% | -53.49% |
Max Drawdown (10Y)Largest decline over 10 years | -81.15% | -39.47% | -41.68% |
Current DrawdownCurrent decline from peak | -77.87% | -0.42% | -77.45% |
Average DrawdownAverage peak-to-trough decline | -21.63% | -6.01% | -15.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.06% | 2.01% | +32.05% |
Volatility
BAX vs. VLUE - Volatility Comparison
Baxter International Inc. (BAX) has a higher volatility of 9.66% compared to iShares Edge MSCI USA Value Factor ETF (VLUE) at 8.03%. This indicates that BAX's price experiences larger fluctuations and is considered to be riskier than VLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BAX | VLUE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.66% | 8.03% | +1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 31.84% | 13.96% | +17.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.13% | 17.30% | +28.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.68% | 17.78% | +15.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.23% | 19.82% | +9.41% |
Dividends
BAX vs. VLUE - Dividend Comparison
BAX's dividend yield for the trailing twelve months is around 1.08%, less than VLUE's 1.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAX Baxter International Inc. | 1.08% | 2.72% | 3.57% | 3.00% | 2.26% | 1.26% | 1.19% | 1.02% | 1.11% | 0.94% | 1.14% | 87.05% |
VLUE iShares Edge MSCI USA Value Factor ETF | 1.40% | 2.11% | 2.73% | 2.66% | 3.18% | 2.22% | 2.42% | 2.61% | 2.70% | 2.14% | 2.07% | 2.39% |
Frequently Asked Questions
BAX and VLUE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BAX has higher volatility (9.66%) compared to VLUE (8.03%). In terms of maximum drawdown, BAX dropped -81.15% vs VLUE's -39.47%.
VLUE currently has the higher Sharpe Ratio (5.32 vs -0.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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