IUVF.L vs. VIVAX
Compare and contrast key facts about iShares Edge MSCI USA Value Factor UCITS (IUVF.L) and Vanguard Value Index Fund (VIVAX).
IUVF.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 Value TR USD. It was launched on Oct 13, 2016. VIVAX is managed by Vanguard. It was launched on Nov 2, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUVF.L or VIVAX.
Key characteristics
| IUVF.L | VIVAX | |
|---|---|---|
| YTD Return | 13.03% | 21.12% |
| 1Y Return | 22.16% | 30.11% |
| 3Y Return (Ann) | 5.88% | 9.62% |
| 5Y Return (Ann) | 7.87% | 11.52% |
| Sharpe Ratio | 1.71 | 3.15 |
| Sortino Ratio | 2.42 | 4.42 |
| Omega Ratio | 1.32 | 1.58 |
| Calmar Ratio | 2.41 | 6.31 |
| Martin Ratio | 5.81 | 20.31 |
| Ulcer Index | 3.63% | 1.60% |
| Daily Std Dev | 12.36% | 10.31% |
| Max Drawdown | -31.83% | -59.38% |
| Current Drawdown | 0.00% | -0.64% |
Correlation
The correlation between IUVF.L and VIVAX is 0.61, 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
IUVF.L vs. VIVAX - Performance Comparison
In the year-to-date period, IUVF.L achieves a 13.03% return, which is significantly lower than VIVAX's 21.12% 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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IUVF.L vs. VIVAX - Expense Ratio Comparison
IUVF.L has a 0.20% expense ratio, which is higher than VIVAX's 0.17% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
IUVF.L vs. VIVAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Value Factor UCITS (IUVF.L) and Vanguard Value Index Fund (VIVAX). 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
IUVF.L vs. VIVAX - Dividend Comparison
IUVF.L has not paid dividends to shareholders, while VIVAX's dividend yield for the trailing twelve months is around 2.11%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUVF.L iShares Edge MSCI USA Value Factor UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VIVAX Vanguard Value Index Fund | 2.11% | 2.33% | 2.39% | 2.02% | 2.44% | 2.39% | 2.59% | 2.18% | 2.33% | 2.46% | 2.08% | 2.08% |
Drawdowns
IUVF.L vs. VIVAX - Drawdown Comparison
The maximum IUVF.L drawdown since its inception was -31.83%, smaller than the maximum VIVAX drawdown of -59.38%. Use the drawdown chart below to compare losses from any high point for IUVF.L and VIVAX. For additional features, visit the drawdowns tool.
Volatility
IUVF.L vs. VIVAX - Volatility Comparison
iShares Edge MSCI USA Value Factor UCITS (IUVF.L) and Vanguard Value Index Fund (VIVAX) have volatilities of 3.53% and 3.60%, 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.