ILF vs. VOOG
Compare and contrast key facts about iShares Latin American 40 ETF (ILF) and Vanguard S&P 500 Growth ETF (VOOG).
ILF and VOOG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ILF is a passively managed fund by iShares that tracks the performance of the S&P Latin America 40 Index. It was launched on Oct 25, 2001. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010. Both ILF and VOOG 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: ILF or VOOG.
Key characteristics
| ILF | VOOG | |
|---|---|---|
| YTD Return | -13.14% | 27.65% |
| 1Y Return | -2.12% | 38.70% |
| 3Y Return (Ann) | 8.04% | 5.94% |
| 5Y Return (Ann) | 0.13% | 16.92% |
| 10Y Return (Ann) | 0.61% | 14.66% |
| Sharpe Ratio | -0.04 | 2.36 |
| Sortino Ratio | 0.07 | 3.04 |
| Omega Ratio | 1.01 | 1.44 |
| Calmar Ratio | -0.02 | 2.36 |
| Martin Ratio | -0.09 | 12.34 |
| Ulcer Index | 8.05% | 3.21% |
| Daily Std Dev | 18.01% | 16.80% |
| Max Drawdown | -67.48% | -32.73% |
| Current Drawdown | -26.23% | -3.02% |
Correlation
The correlation between ILF and VOOG is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ILF vs. VOOG - Performance Comparison
In the year-to-date period, ILF achieves a -13.14% return, which is significantly lower than VOOG's 27.65% return. Over the past 10 years, ILF has underperformed VOOG with an annualized return of 0.61%, while VOOG has yielded a comparatively higher 14.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ILF vs. VOOG - Expense Ratio Comparison
ILF has a 0.48% expense ratio, which is higher than VOOG's 0.10% expense ratio.
Risk-Adjusted Performance
ILF vs. VOOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Latin American 40 ETF (ILF) and Vanguard S&P 500 Growth ETF (VOOG). 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
ILF vs. VOOG - Dividend Comparison
ILF's dividend yield for the trailing twelve months is around 6.19%, more than VOOG's 0.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ILF iShares Latin American 40 ETF | 6.19% | 4.61% | 12.72% | 8.47% | 1.88% | 3.09% | 3.12% | 1.80% | 1.59% | 3.24% | 2.31% | 3.30% |
VOOG Vanguard S&P 500 Growth ETF | 0.63% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Drawdowns
ILF vs. VOOG - Drawdown Comparison
The maximum ILF drawdown since its inception was -67.48%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for ILF and VOOG. For additional features, visit the drawdowns tool.
Volatility
ILF vs. VOOG - Volatility Comparison
The current volatility for iShares Latin American 40 ETF (ILF) is 4.02%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 4.59%. This indicates that ILF experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.