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 11.55%/yr vs 10.54%/yr for IVE. A 0.54 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 -11.06% return, which is significantly lower than IVE's 7.46% return.
FOX
- 1D
- -2.06%
- 1M
- 2.44%
- YTD
- -11.06%
- 6M
- -2.67%
- 1Y
- 14.43%
- 3Y*
- 26.11%
- 5Y*
- 11.55%
- 10Y*
- —
IVE
- 1D
- -0.35%
- 1M
- 2.24%
- YTD
- 7.46%
- 6M
- 7.74%
- 1Y
- 21.15%
- 3Y*
- 15.57%
- 5Y*
- 10.54%
- 10Y*
- 11.76%
FOX vs. IVE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FOX Fox Corporation | -11.06% | 43.41% | 68.25% | -1.22% | -15.80% | 20.19% | -19.41% | -5.89% |
IVE iShares S&P 500 Value ETF | 7.46% | 13.02% | 12.03% | 22.07% | -5.41% | 24.72% | 1.22% | 17.66% |
Correlation
The correlation between FOX and IVE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2019 | 0.54 |
Over the past year, the correlation between FOX and IVE has dropped to 0.31 - well below their long-term average of 0.54, 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.
| FOX | IVE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -2.11 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.39 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.54 | 3.43 | -2.89 |
| Martin ratioReturn relative to average drawdown | 1.31 | 13.10 | -11.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FOX | IVE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.52 | 2.17 | -1.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.74 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.70 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.39 | -0.17 |
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 | -26.77% | -6.19% | -20.58% |
Max Drawdown (3Y)Largest decline over 3 years | -26.77% | -17.58% | -9.19% |
Max Drawdown (5Y)Largest decline over 5 years | -32.96% | -18.04% | -14.92% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.04% | — |
Current DrawdownCurrent decline from peak | -14.77% | -0.55% | -14.22% |
Average DrawdownAverage peak-to-trough decline | -17.71% | -10.10% | -7.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.08% | 1.62% | +9.46% |
Volatility
FOX vs. IVE - Volatility Comparison
Fox Corporation (FOX) has a higher volatility of 11.26% compared to iShares S&P 500 Value ETF (IVE) at 2.00%. 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 | 11.26% | 2.00% | +9.26% |
Volatility (6M)Calculated over the trailing 6-month period | 19.92% | 7.02% | +12.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.94% | 9.79% | +18.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.31% | 14.40% | +11.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.20% | 16.96% | +14.24% |
Dividends
FOX vs. IVE - Dividend Comparison
FOX's dividend yield for the trailing twelve months is around 0.97%, less than IVE's 1.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FOX Fox Corporation | 0.97% | 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 | 1.52% | 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 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FOX has higher volatility (11.26%) compared to IVE (2.00%). In terms of maximum drawdown, FOX dropped -50.70% vs IVE's -61.32%.
IVE currently has the higher Sharpe Ratio (2.17 vs 0.52), 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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