ILCV vs. VTV
Compare and contrast key facts about iShares Morningstar Value ETF (ILCV) and Vanguard Value ETF (VTV).
ILCV and VTV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ILCV is a passively managed fund by iShares that tracks the performance of the ILCV-US - Morningstar US Large-Mid Cap Broad Value Index. It was launched on Jun 28, 2004. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004. Both ILCV and VTV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ILCV or VTV.
Performance
ILCV vs. VTV - Performance Comparison
Returns By Period
In the year-to-date period, ILCV achieves a 20.60% return, which is significantly lower than VTV's 21.74% return. Over the past 10 years, ILCV has underperformed VTV with an annualized return of 9.72%, while VTV has yielded a comparatively higher 10.57% annualized return.
ILCV
20.60%
1.21%
11.88%
28.20%
10.63%
9.72%
VTV
21.74%
1.65%
12.77%
29.27%
11.77%
10.57%
Key characteristics
| ILCV | VTV | |
|---|---|---|
| Sharpe Ratio | 2.85 | 2.90 |
| Sortino Ratio | 3.90 | 4.08 |
| Omega Ratio | 1.52 | 1.53 |
| Calmar Ratio | 0.29 | 5.83 |
| Martin Ratio | 18.61 | 18.64 |
| Ulcer Index | 1.55% | 1.59% |
| Daily Std Dev | 10.12% | 10.23% |
| Max Drawdown | -100.00% | -59.27% |
| Current Drawdown | -99.97% | -0.22% |
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ILCV vs. VTV - Expense Ratio Comparison
Both ILCV and VTV have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between ILCV and VTV is 0.96, 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
ILCV vs. VTV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Value ETF (ILCV) and Vanguard Value ETF (VTV). 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
ILCV vs. VTV - Dividend Comparison
ILCV's dividend yield for the trailing twelve months is around 1.98%, less than VTV's 2.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ILCV iShares Morningstar Value ETF | 1.98% | 2.27% | 2.32% | 2.01% | 2.96% | 2.70% | 2.93% | 2.32% | 2.76% | 3.01% | 2.44% | 2.51% |
VTV Vanguard Value ETF | 2.22% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
ILCV vs. VTV - Drawdown Comparison
The maximum ILCV drawdown since its inception was -100.00%, which is greater than VTV's maximum drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for ILCV and VTV. For additional features, visit the drawdowns tool.
Volatility
ILCV vs. VTV - Volatility Comparison
The current volatility for iShares Morningstar Value ETF (ILCV) is 3.27%, while Vanguard Value ETF (VTV) has a volatility of 3.76%. This indicates that ILCV experiences smaller price fluctuations and is considered to be less risky than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.