IFS vs. VEA

Last updated Apr 1, 2026

Compare and contrast key facts about Intercorp Financial Services Inc. (IFS) and Vanguard FTSE Developed Markets ETF (VEA).

VEA is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed All Cap ex US Index. It was launched on Jul 20, 2007.

Performance

IFS vs. VEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intercorp Financial Services Inc. (IFS) and Vanguard FTSE Developed Markets ETF (VEA). The values are adjusted to include any dividend payments, if applicable.

IFS vs. VEA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
IFS Intercorp Financial Services Inc.	18.51%	49.00%	39.89%	-1.52%	-5.41%	-13.75%	-16.06%	-0.46%
VEA Vanguard FTSE Developed Markets ETF	2.75%	35.16%	3.15%	17.93%	-15.34%	11.66%	9.71%	11.47%

Returns By Period

In the year-to-date period, IFS achieves a 18.51% return, which is significantly higher than VEA's 2.75% return.

IFS

• 1D: 4.15%
• 1M: 3.76%
• YTD: 18.51%
• 6M: 24.44%
• 1Y: 56.38%
• 3Y*: 35.81%
• 5Y*: 15.34%
• 10Y*: —

VEA

• 1D: 3.30%
• 1M: -8.61%
• YTD: 2.75%
• 6M: 8.94%
• 1Y: 30.06%
• 3Y*: 16.07%
• 5Y*: 8.57%
• 10Y*: 9.37%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

IFS vs. VEA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IFS

IFS Risk / Return Rank: 89
IFS Sharpe Ratio Rank: 91
IFS Sortino Ratio Rank: 88
IFS Omega Ratio Rank: 86
IFS Calmar Ratio Rank: 91
IFS Martin Ratio Rank: 91

VEA

VEA Risk / Return Rank: 87
VEA Sharpe Ratio Rank: 87
VEA Sortino Ratio Rank: 88
VEA Omega Ratio Rank: 88
VEA Calmar Ratio Rank: 87
VEA Martin Ratio Rank: 87

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IFS vs. VEA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intercorp Financial Services Inc. (IFS) and Vanguard FTSE Developed Markets ETF (VEA). 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.

	IFS	VEA	Difference
Sharpe ratio Return per unit of total volatility	2.01	1.72	+0.30
Sortino ratio Return per unit of downside risk	2.63	2.35	+0.28
Omega ratio Gain probability vs. loss probability	1.35	1.35	0.00
Calmar ratio Return relative to maximum drawdown	4.08	2.50	+1.58
Martin ratio Return relative to average drawdown	11.19	9.82	+1.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IFS vs. VEA - Sharpe Ratio Comparison

The current IFS Sharpe Ratio is 2.01, which is comparable to the VEA Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of IFS and VEA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IFS	VEA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.01	1.72	+0.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	0.53	-0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.54	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	0.22	0.00

Correlation

The correlation between IFS and VEA is 0.32, 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.

Dividends

IFS vs. VEA - Dividend Comparison

IFS's dividend yield for the trailing twelve months is around 1.99%, less than VEA's 2.93% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IFS Intercorp Financial Services Inc.	1.99%	2.36%	3.41%	5.38%	7.45%	5.38%	5.41%	0.00%	0.00%	0.00%	0.00%	0.00%
VEA Vanguard FTSE Developed Markets ETF	2.93%	3.22%	3.35%	3.15%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%

Drawdowns

IFS vs. VEA - Drawdown Comparison

The maximum IFS drawdown since its inception was -55.33%, smaller than the maximum VEA drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for IFS and VEA.

Drawdown Indicators

	IFS	VEA	Difference
Max Drawdown Largest peak-to-trough decline	-55.33%	-60.68%	+5.35%
Max Drawdown (1Y) Largest decline over 1 year	-13.40%	-11.63%	-1.77%
Max Drawdown (5Y) Largest decline over 5 years	-44.33%	-29.71%	-14.62%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.73%	—
Current Drawdown Current decline from peak	-2.52%	-8.71%	+6.19%
Average Drawdown Average peak-to-trough decline	-25.37%	-13.40%	-11.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.88%	2.96%	+1.92%

Volatility

IFS vs. VEA - Volatility Comparison

Intercorp Financial Services Inc. (IFS) has a higher volatility of 10.89% compared to Vanguard FTSE Developed Markets ETF (VEA) at 8.41%. This indicates that IFS's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IFS	VEA	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.89%	8.41%	+2.48%
Volatility (6M) Calculated over the trailing 6-month period	20.25%	11.57%	+8.68%
Volatility (1Y) Calculated over the trailing 1-year period	28.18%	17.62%	+10.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.48%	16.30%	+17.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.92%	17.26%	+19.66%