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IAK vs. VYM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

IAK vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Insurance ETF (IAK) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
18.79%
13.65%
IAK
VYM

Returns By Period

In the year-to-date period, IAK achieves a 37.16% return, which is significantly higher than VYM's 22.22% return. Over the past 10 years, IAK has outperformed VYM with an annualized return of 12.76%, while VYM has yielded a comparatively lower 10.11% annualized return.


IAK

YTD

37.16%

1M

4.13%

6M

18.79%

1Y

40.05%

5Y (annualized)

16.27%

10Y (annualized)

12.76%

VYM

YTD

22.22%

1M

3.01%

6M

13.64%

1Y

30.40%

5Y (annualized)

11.40%

10Y (annualized)

10.11%

Key characteristics


IAKVYM
Sharpe Ratio2.752.86
Sortino Ratio3.614.06
Omega Ratio1.501.52
Calmar Ratio5.995.86
Martin Ratio17.4618.52
Ulcer Index2.29%1.64%
Daily Std Dev14.59%10.63%
Max Drawdown-77.38%-56.98%
Current Drawdown0.00%0.00%

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IAK vs. VYM - Expense Ratio Comparison

IAK has a 0.43% expense ratio, which is higher than VYM's 0.06% expense ratio.


IAK
iShares U.S. Insurance ETF
Expense ratio chart for IAK: current value at 0.43% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.43%
Expense ratio chart for VYM: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Correlation

-0.50.00.51.00.8

The correlation between IAK and VYM is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

IAK vs. VYM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Insurance ETF (IAK) and Vanguard High Dividend Yield ETF (VYM). 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.


Sharpe ratio
The chart of Sharpe ratio for IAK, currently valued at 2.75, compared to the broader market0.002.004.002.752.86
The chart of Sortino ratio for IAK, currently valued at 3.61, compared to the broader market-2.000.002.004.006.008.0010.0012.003.614.06
The chart of Omega ratio for IAK, currently valued at 1.50, compared to the broader market0.501.001.502.002.503.001.501.52
The chart of Calmar ratio for IAK, currently valued at 5.99, compared to the broader market0.005.0010.0015.0020.005.995.86
The chart of Martin ratio for IAK, currently valued at 17.46, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.4618.52
IAK
VYM

The current IAK Sharpe Ratio is 2.75, which is comparable to the VYM Sharpe Ratio of 2.86. The chart below compares the historical Sharpe Ratios of IAK and VYM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.75
2.86
IAK
VYM

Dividends

IAK vs. VYM - Dividend Comparison

IAK's dividend yield for the trailing twelve months is around 1.17%, less than VYM's 2.72% yield.


TTM20232022202120202019201820172016201520142013
IAK
iShares U.S. Insurance ETF
1.17%1.44%1.69%2.26%2.07%1.84%2.33%1.62%1.68%1.62%1.57%1.14%
VYM
Vanguard High Dividend Yield ETF
2.72%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%2.81%

Drawdowns

IAK vs. VYM - Drawdown Comparison

The maximum IAK drawdown since its inception was -77.38%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for IAK and VYM. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
IAK
VYM

Volatility

IAK vs. VYM - Volatility Comparison

iShares U.S. Insurance ETF (IAK) has a higher volatility of 6.13% compared to Vanguard High Dividend Yield ETF (VYM) at 3.96%. This indicates that IAK's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
6.13%
3.96%
IAK
VYM