Correlation
The correlation between FOVL and VBR 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. VBR
Compare and contrast key facts about iShares Focused Value Factor ETF (FOVL) and Vanguard Small-Cap Value ETF (VBR).
FOVL and VBR 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. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004. Both FOVL and VBR 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 VBR.
Performance
FOVL vs. VBR - Performance Comparison
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Key characteristics
FOVL:
1.01
VBR:
0.27
FOVL:
1.35
VBR:
0.41
FOVL:
1.18
VBR:
1.05
FOVL:
1.02
VBR:
0.16
FOVL:
3.33
VBR:
0.46
FOVL:
5.60%
VBR:
8.20%
FOVL:
21.01%
VBR:
21.80%
FOVL:
-49.47%
VBR:
-62.01%
FOVL:
-5.88%
VBR:
-11.58%
Returns By Period
In the year-to-date period, FOVL achieves a 1.54% return, which is significantly higher than VBR's -3.58% return.
FOVL
1.54%
4.83%
-5.79%
21.01%
11.26%
19.70%
N/A
VBR
-3.58%
5.13%
-10.97%
5.81%
6.20%
14.92%
7.88%
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FOVL vs. VBR - Expense Ratio Comparison
FOVL has a 0.25% expense ratio, which is higher than VBR's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
FOVL vs. VBR — Risk-Adjusted Performance Rank
FOVL
VBR
FOVL vs. VBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Focused Value Factor ETF (FOVL) and Vanguard Small-Cap Value ETF (VBR). 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. VBR - Dividend Comparison
FOVL's dividend yield for the trailing twelve months is around 2.50%, more than VBR's 2.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FOVL iShares Focused Value Factor ETF | 2.50% | 2.08% | 2.59% | 3.38% | 2.80% | 2.88% | 2.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VBR Vanguard Small-Cap Value ETF | 2.22% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% |
Drawdowns
FOVL vs. VBR - Drawdown Comparison
The maximum FOVL drawdown since its inception was -49.47%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for FOVL and VBR.
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Volatility
FOVL vs. VBR - Volatility Comparison
The current volatility for iShares Focused Value Factor ETF (FOVL) is 5.22%, while Vanguard Small-Cap Value ETF (VBR) has a volatility of 6.23%. This indicates that FOVL experiences smaller price fluctuations and is considered to be less risky than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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