EVUS vs. VMAX
EVUS (Ishares ESG Aware MSCI USA Value ETF) and VMAX (Hartford US Value ETF) are both Large Cap Value Equities funds. EVUS is passively managed, while VMAX is actively managed. Over the past year, EVUS returned 20.48% vs 29.63% for VMAX. Their correlation of 0.92 suggests significant overlap in exposure. EVUS charges 0.18%/yr vs 0.29%/yr for VMAX.
Performance
EVUS vs. VMAX - Performance Comparison
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Returns By Period
In the year-to-date period, EVUS achieves a 9.83% return, which is significantly lower than VMAX's 15.44% return.
EVUS
- 1D
- -0.18%
- 1M
- 0.26%
- YTD
- 9.83%
- 6M
- 9.18%
- 1Y
- 20.48%
- 3Y*
- 15.70%
- 5Y*
- —
- 10Y*
- —
VMAX
- 1D
- -0.08%
- 1M
- 3.05%
- YTD
- 15.44%
- 6M
- 14.38%
- 1Y
- 29.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EVUS vs. VMAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EVUS Ishares ESG Aware MSCI USA Value ETF | 9.83% | 13.31% | 14.23% | 5.11% |
VMAX Hartford US Value ETF | 15.44% | 15.65% | 15.89% | 5.71% |
Correlation
The correlation between EVUS and VMAX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2023 | 0.92 |
The correlation between EVUS and VMAX has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.
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Return for Risk
EVUS vs. VMAX — Risk / Return Rank
EVUS
VMAX
EVUS vs. VMAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares ESG Aware MSCI USA Value ETF (EVUS) and Hartford US Value ETF (VMAX). 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.
| EVUS | VMAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.42 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | 6.04 | -3.37 |
| Martin ratioReturn relative to average drawdown | 11.13 | 21.18 | -10.05 |
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Drawdowns
EVUS vs. VMAX - Drawdown Comparison
The maximum EVUS drawdown since its inception was -15.65%, smaller than the maximum VMAX drawdown of -19.05%. Use the drawdown chart below to compare losses from any high point for EVUS and VMAX.
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Drawdown Indicators
| EVUS | VMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.65% | -19.05% | +3.40% |
Max Drawdown (1Y)Largest decline over 1 year | -7.72% | -4.93% | -2.79% |
Max Drawdown (3Y)Largest decline over 3 years | -15.65% | — | — |
Current DrawdownCurrent decline from peak | -1.15% | -0.39% | -0.76% |
Average DrawdownAverage peak-to-trough decline | -2.75% | -2.52% | -0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 1.40% | +0.44% |
Volatility
EVUS vs. VMAX - Volatility Comparison
Ishares ESG Aware MSCI USA Value ETF (EVUS) and Hartford US Value ETF (VMAX) have volatilities of 3.27% and 3.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVUS | VMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.27% | 3.17% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 8.22% | 8.83% | -0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.69% | 12.31% | -1.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.72% | 15.41% | -2.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.72% | 15.41% | -2.69% |
EVUS vs. VMAX - Expense Ratio Comparison
EVUS has a 0.18% expense ratio, which is lower than VMAX's 0.29% expense ratio.
Dividends
EVUS vs. VMAX - Dividend Comparison
EVUS's dividend yield for the trailing twelve months is around 1.53%, less than VMAX's 1.85% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
EVUS Ishares ESG Aware MSCI USA Value ETF | 1.53% | 1.62% | 1.99% | 2.31% |
VMAX Hartford US Value ETF | 1.85% | 2.14% | 1.95% | 0.00% |
Frequently Asked Questions
With a correlation of 0.91, EVUS and VMAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
EVUS has higher volatility (3.27%) compared to VMAX (3.17%). In terms of maximum drawdown, EVUS dropped -15.65% vs VMAX's -19.05%.
On 1-year performance, VMAX leads with 29.63% vs 20.48% for EVUS. On fees, EVUS is cheaper at 0.18% per year. On volatility, VMAX has been the lower-risk option at 3.17%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, VMAX has performed better with a 29.63% return vs 20.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EVUS is cheaper with a 0.18% expense ratio, compared with 0.29% for VMAX.
VMAX has the higher dividend yield at 1.85%, compared with 1.53% for EVUS.
They also come from different issuers: iShares and Hartford. Their fees differ too: 0.18% for EVUS and 0.29% for VMAX.
VMAX currently has the higher Sharpe Ratio (2.42 vs 1.93), 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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