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ILF vs. VOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.5

Performance

ILF vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Latin American 40 ETF (ILF) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-15.40%
8.17%
ILF
VOOG

Key characteristics

Sharpe Ratio

ILF:

-1.15

VOOG:

2.18

Sortino Ratio

ILF:

-1.54

VOOG:

2.80

Omega Ratio

ILF:

0.82

VOOG:

1.39

Calmar Ratio

ILF:

-0.60

VOOG:

2.99

Martin Ratio

ILF:

-2.05

VOOG:

11.80

Ulcer Index

ILF:

10.09%

VOOG:

3.26%

Daily Std Dev

ILF:

17.95%

VOOG:

17.65%

Max Drawdown

ILF:

-67.48%

VOOG:

-32.73%

Current Drawdown

ILF:

-33.29%

VOOG:

-2.64%

Returns By Period

In the year-to-date period, ILF achieves a 1.96% return, which is significantly higher than VOOG's 1.06% return. Over the past 10 years, ILF has underperformed VOOG with an annualized return of 0.63%, while VOOG has yielded a comparatively higher 15.30% annualized return.


ILF

YTD

1.96%

1M

-5.12%

6M

-15.07%

1Y

-19.30%

5Y*

-2.42%

10Y*

0.63%

VOOG

YTD

1.06%

1M

-0.67%

6M

5.88%

1Y

38.06%

5Y*

16.75%

10Y*

15.30%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ILF vs. VOOG - Expense Ratio Comparison

ILF has a 0.48% expense ratio, which is higher than VOOG's 0.10% expense ratio.


ILF
iShares Latin American 40 ETF
Expense ratio chart for ILF: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for VOOG: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

ILF vs. VOOG — Risk-Adjusted Performance Rank

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

ILF
The Risk-Adjusted Performance Rank of ILF is 11
Overall Rank
The Sharpe Ratio Rank of ILF is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of ILF is 11
Sortino Ratio Rank
The Omega Ratio Rank of ILF is 11
Omega Ratio Rank
The Calmar Ratio Rank of ILF is 11
Calmar Ratio Rank
The Martin Ratio Rank of ILF is 00
Martin Ratio Rank

VOOG
The Risk-Adjusted Performance Rank of VOOG is 8383
Overall Rank
The Sharpe Ratio Rank of VOOG is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of VOOG is 8181
Sortino Ratio Rank
The Omega Ratio Rank of VOOG is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOOG is 8181
Calmar Ratio Rank
The Martin Ratio Rank of VOOG is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for ILF, currently valued at -1.15, compared to the broader market0.002.004.00-1.152.18
The chart of Sortino ratio for ILF, currently valued at -1.54, compared to the broader market-2.000.002.004.006.008.0010.00-1.542.80
The chart of Omega ratio for ILF, currently valued at 0.82, compared to the broader market0.501.001.502.002.503.000.821.39
The chart of Calmar ratio for ILF, currently valued at -0.63, compared to the broader market0.005.0010.0015.00-0.632.99
The chart of Martin ratio for ILF, currently valued at -2.05, compared to the broader market0.0020.0040.0060.0080.00100.00-2.0511.80
ILF
VOOG

The current ILF Sharpe Ratio is -1.15, which is lower than the VOOG Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of ILF and VOOG, 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 Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-1.15
2.18
ILF
VOOG

Dividends

ILF vs. VOOG - Dividend Comparison

ILF's dividend yield for the trailing twelve months is around 7.30%, more than VOOG's 0.48% yield.


TTM20242023202220212020201920182017201620152014
ILF
iShares Latin American 40 ETF
7.30%7.44%4.61%12.72%8.47%1.88%3.09%3.12%1.81%1.59%3.25%2.32%
VOOG
Vanguard S&P 500 Growth ETF
0.48%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-31.22%
-2.64%
ILF
VOOG

Volatility

ILF vs. VOOG - Volatility Comparison

iShares Latin American 40 ETF (ILF) has a higher volatility of 6.81% compared to Vanguard S&P 500 Growth ETF (VOOG) at 5.76%. This indicates that ILF's price experiences larger fluctuations and is considered to be riskier than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
6.81%
5.76%
ILF
VOOG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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