Correlation
The correlation between FOVL and DON is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
FOVL vs. DON
Compare and contrast key facts about iShares Focused Value Factor ETF (FOVL) and WisdomTree US MidCap Dividend ETF (DON).
FOVL and DON are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FOVL is a passively managed fund by iShares that tracks the performance of the Focused Value Select Index. It was launched on Mar 19, 2019. DON is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree MidCap Dividend Index. It was launched on Jun 16, 2006. Both FOVL and DON are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FOVL or DON.
Performance
FOVL vs. DON - Performance Comparison
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Key characteristics
FOVL:
0.93
DON:
0.29
FOVL:
1.35
DON:
0.51
FOVL:
1.18
DON:
1.07
FOVL:
1.02
DON:
0.24
FOVL:
3.35
DON:
0.73
FOVL:
5.58%
DON:
7.17%
FOVL:
21.03%
DON:
19.83%
FOVL:
-49.47%
DON:
-61.94%
FOVL:
-5.30%
DON:
-10.02%
Returns By Period
In the year-to-date period, FOVL achieves a 2.16% return, which is significantly higher than DON's -2.22% return.
FOVL
2.16%
6.91%
-5.16%
19.36%
11.49%
19.36%
N/A
DON
-2.22%
5.16%
-9.62%
5.77%
6.96%
14.70%
8.52%
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FOVL vs. DON - Expense Ratio Comparison
FOVL has a 0.25% expense ratio, which is lower than DON's 0.38% expense ratio.
Risk-Adjusted Performance
FOVL vs. DON — Risk-Adjusted Performance Rank
FOVL
DON
FOVL vs. DON - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Focused Value Factor ETF (FOVL) and WisdomTree US MidCap Dividend ETF (DON). 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.
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Dividends
FOVL vs. DON - Dividend Comparison
FOVL's dividend yield for the trailing twelve months is around 2.49%, more than DON's 2.45% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FOVL iShares Focused Value Factor ETF | 2.49% | 2.08% | 2.59% | 3.38% | 2.80% | 2.88% | 2.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DON WisdomTree US MidCap Dividend ETF | 2.45% | 2.27% | 2.41% | 2.71% | 2.12% | 2.77% | 2.38% | 2.55% | 2.25% | 2.48% | 2.89% | 2.56% |
Drawdowns
FOVL vs. DON - Drawdown Comparison
The maximum FOVL drawdown since its inception was -49.47%, smaller than the maximum DON drawdown of -61.94%. Use the drawdown chart below to compare losses from any high point for FOVL and DON.
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Volatility
FOVL vs. DON - Volatility Comparison
iShares Focused Value Factor ETF (FOVL) and WisdomTree US MidCap Dividend ETF (DON) have volatilities of 5.06% and 5.31%, 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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