FOX vs. IVE
FOX (Fox Corporation) is a stock, while IVE (iShares S&P 500 Value ETF) is Large Cap Value Equities fund tracking the S&P 500 Value Index. Over the past 5 years, FOX returned 5.98%/yr vs 10.92%/yr for IVE. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
FOX vs. IVE - Performance Comparison
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Returns By Period
In the year-to-date period, FOX achieves a -29.75% return, which is significantly lower than IVE's 7.52% return.
FOX
- 1D
- 1.84%
- 1M
- -20.74%
- YTD
- -29.75%
- 6M
- -29.76%
- 1Y
- -10.65%
- 3Y*
- 15.56%
- 5Y*
- 5.98%
- 10Y*
- —
IVE
- 1D
- 0.04%
- 1M
- -0.37%
- YTD
- 7.52%
- 6M
- 6.44%
- 1Y
- 19.12%
- 3Y*
- 15.06%
- 5Y*
- 10.92%
- 10Y*
- 12.04%
FOX vs. IVE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FOX Fox Corporation | -29.75% | 43.41% | 68.25% | -1.22% | -15.80% | 20.19% | -19.41% | -4.43% |
IVE iShares S&P 500 Value ETF | 7.52% | 13.02% | 12.03% | 22.07% | -5.41% | 24.72% | 1.22% | 18.43% |
Correlation
The correlation between FOX and IVE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 2019 | 0.53 |
Over the past year, the correlation between FOX and IVE has dropped to 0.26 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.
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Return for Risk
FOX vs. IVE — Risk / Return Rank
FOX
IVE
FOX vs. IVE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fox Corporation (FOX) and iShares S&P 500 Value ETF (IVE). 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.
| FOX | IVE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.27 | ||
| Sortino ratioReturn per unit of downside risk | -2.95 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.35 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | 3.10 | -3.42 |
| Martin ratioReturn relative to average drawdown | -0.86 | 11.74 | -12.61 |
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Drawdowns
FOX vs. IVE - Drawdown Comparison
The maximum FOX drawdown since its inception was -50.70%, smaller than the maximum IVE drawdown of -61.32%. Use the drawdown chart below to compare losses from any high point for FOX and IVE.
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Drawdown Indicators
| FOX | IVE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.70% | -61.32% | +10.62% |
Max Drawdown (1Y)Largest decline over 1 year | -33.90% | -6.19% | -27.71% |
Max Drawdown (3Y)Largest decline over 3 years | -33.90% | -17.58% | -16.32% |
Max Drawdown (5Y)Largest decline over 5 years | -33.90% | -18.04% | -15.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.04% | — |
Current DrawdownCurrent decline from peak | -32.68% | -1.17% | -31.51% |
Average DrawdownAverage peak-to-trough decline | -17.72% | -10.08% | -7.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.35% | 1.63% | +10.72% |
Volatility
FOX vs. IVE - Volatility Comparison
Fox Corporation (FOX) has a higher volatility of 19.46% compared to iShares S&P 500 Value ETF (IVE) at 2.83%. This indicates that FOX's price experiences larger fluctuations and is considered to be riskier than IVE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FOX | IVE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.46% | 2.83% | +16.63% |
Volatility (6M)Calculated over the trailing 6-month period | 26.92% | 7.33% | +19.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.51% | 9.91% | +22.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.41% | 14.38% | +13.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.75% | 16.92% | +14.83% |
Dividends
FOX vs. IVE - Dividend Comparison
FOX's dividend yield for the trailing twelve months is around 1.23%, less than IVE's 1.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FOX Fox Corporation | 1.23% | 0.85% | 1.16% | 1.84% | 1.72% | 1.37% | 1.59% | 1.26% | 0.00% | 0.00% | 0.00% | 0.00% |
IVE iShares S&P 500 Value ETF | 1.57% | 1.61% | 2.04% | 1.65% | 2.10% | 1.81% | 2.37% | 2.11% | 2.74% | 2.12% | 2.26% | 2.44% |
Frequently Asked Questions
FOX and IVE have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FOX has higher volatility (19.46%) compared to IVE (2.83%). In terms of maximum drawdown, FOX dropped -50.70% vs IVE's -61.32%.
IVE currently has the higher Sharpe Ratio (1.94 vs -0.33), 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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