IFC.TO vs. IWO
Compare and contrast key facts about Intact Financial Corporation (IFC.TO) and iShares Russell 2000 Growth ETF (IWO).
IWO is a passively managed fund by iShares that tracks the performance of the Russell 2000 Growth Index. It was launched on Jul 24, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IFC.TO or IWO.
Key characteristics
| IFC.TO | IWO | |
|---|---|---|
| YTD Return | 34.33% | 13.47% |
| 1Y Return | 38.45% | 31.78% |
| 3Y Return (Ann) | 20.07% | -3.72% |
| 5Y Return (Ann) | 16.93% | 7.90% |
| 10Y Return (Ann) | 15.76% | 8.37% |
| Sharpe Ratio | 2.30 | 1.66 |
| Sortino Ratio | 3.52 | 2.36 |
| Omega Ratio | 1.45 | 1.28 |
| Calmar Ratio | 5.14 | 0.97 |
| Martin Ratio | 12.31 | 8.80 |
| Ulcer Index | 3.02% | 4.03% |
| Daily Std Dev | 16.21% | 21.20% |
| Max Drawdown | -53.53% | -60.10% |
| Current Drawdown | -0.47% | -13.40% |
Correlation
The correlation between IFC.TO and IWO is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
IFC.TO vs. IWO - Performance Comparison
In the year-to-date period, IFC.TO achieves a 34.33% return, which is significantly higher than IWO's 13.47% return. Over the past 10 years, IFC.TO has outperformed IWO with an annualized return of 15.76%, while IWO has yielded a comparatively lower 8.37% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
IFC.TO vs. IWO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Intact Financial Corporation (IFC.TO) and iShares Russell 2000 Growth ETF (IWO). 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.
Dividends
IFC.TO vs. IWO - Dividend Comparison
IFC.TO's dividend yield for the trailing twelve months is around 1.75%, more than IWO's 0.64% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IFC.TO Intact Financial Corporation | 1.75% | 2.16% | 2.05% | 2.07% | 2.20% | 2.16% | 2.82% | 2.44% | 2.41% | 2.39% | 2.29% | 2.54% |
IWO iShares Russell 2000 Growth ETF | 0.64% | 0.73% | 0.75% | 0.32% | 0.44% | 0.71% | 0.76% | 0.73% | 0.97% | 0.89% | 0.73% | 0.72% |
Drawdowns
IFC.TO vs. IWO - Drawdown Comparison
The maximum IFC.TO drawdown since its inception was -53.53%, smaller than the maximum IWO drawdown of -60.10%. Use the drawdown chart below to compare losses from any high point for IFC.TO and IWO. For additional features, visit the drawdowns tool.
Volatility
IFC.TO vs. IWO - Volatility Comparison
Intact Financial Corporation (IFC.TO) and iShares Russell 2000 Growth ETF (IWO) have volatilities of 4.54% and 4.59%, 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.