BAX vs. VLUE
BAX (Baxter International Inc.) is a stock, while VLUE (iShares MSCI USA Value Factor ETF) is Large Cap Value Equities fund tracking the MSCI USA Enhanced Value Index. Over the past 10 years, BAX returned -5.62%/yr vs 15.53%/yr for VLUE. At a 0.44 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 10.21% return, which is significantly lower than VLUE's 44.95% return. Over the past 10 years, BAX has underperformed VLUE with an annualized return of -5.62%, while VLUE has yielded a comparatively higher 15.53% annualized return.
BAX
- 1D
- 4.68%
- 1M
- 9.75%
- YTD
- 10.21%
- 6M
- 10.21%
- 1Y
- -30.63%
- 3Y*
- -20.78%
- 5Y*
- -22.30%
- 10Y*
- -5.62%
VLUE
- 1D
- -0.24%
- 1M
- 5.34%
- YTD
- 44.95%
- 6M
- 43.41%
- 1Y
- 78.89%
- 3Y*
- 32.40%
- 5Y*
- 16.35%
- 10Y*
- 15.53%
BAX vs. VLUE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BAX Baxter International Inc. | 10.21% | -33.28% | -22.40% | -21.91% | -39.58% | 8.48% | -2.95% | 28.40% | 2.89% | 47.30% |
VLUE iShares MSCI USA Value Factor ETF | 44.95% | 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 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2013 | 0.44 |
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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 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BAX | VLUE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.82 | ||
| Sortino ratioReturn per unit of downside risk | -5.87 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.71 | -0.80 |
| Calmar ratioReturn relative to maximum drawdown | -0.63 | 8.77 | -9.40 |
| Martin ratioReturn relative to average drawdown | -0.90 | 36.50 | -37.40 |
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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 | -49.00% | -9.04% | -39.96% |
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 | -74.89% | -3.69% | -71.20% |
Average DrawdownAverage peak-to-trough decline | -21.69% | -6.00% | -15.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.17% | 2.17% | +32.00% |
Volatility
BAX vs. VLUE - Volatility Comparison
Baxter International Inc. (BAX) has a higher volatility of 11.06% compared to iShares MSCI USA Value Factor ETF (VLUE) at 9.72%. 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 | 11.06% | 9.72% | +1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 32.89% | 16.12% | +16.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.97% | 19.07% | +27.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.97% | 18.12% | +15.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.37% | 19.94% | +9.43% |
Dividends
BAX vs. VLUE - Dividend Comparison
BAX's dividend yield for the trailing twelve months is around 0.95%, less than VLUE's 1.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAX Baxter International Inc. | 0.95% | 2.72% | 3.57% | 3.00% | 2.26% | 1.26% | 1.19% | 1.02% | 1.11% | 0.94% | 1.14% | 87.05% |
VLUE iShares MSCI USA Value Factor ETF | 1.42% | 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 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BAX has higher volatility (11.06%) compared to VLUE (9.72%). In terms of maximum drawdown, BAX dropped -81.15% vs VLUE's -39.47%.
VLUE currently has the higher Sharpe Ratio (4.17 vs -0.65), 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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