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IVAL vs. IVV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IVAL and IVV is 0.65, 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.


-0.50.00.51.00.6

Performance

IVAL vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Architect International Quantitative Value ETF (IVAL) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
0.62%
7.15%
IVAL
IVV

Key characteristics

Sharpe Ratio

IVAL:

0.02

IVV:

1.48

Sortino Ratio

IVAL:

0.14

IVV:

2.01

Omega Ratio

IVAL:

1.02

IVV:

1.27

Calmar Ratio

IVAL:

0.02

IVV:

2.22

Martin Ratio

IVAL:

0.06

IVV:

9.12

Ulcer Index

IVAL:

5.86%

IVV:

2.05%

Daily Std Dev

IVAL:

15.40%

IVV:

12.64%

Max Drawdown

IVAL:

-46.09%

IVV:

-55.25%

Current Drawdown

IVAL:

-4.54%

IVV:

-3.05%

Returns By Period

In the year-to-date period, IVAL achieves a 5.08% return, which is significantly higher than IVV's 1.43% return. Over the past 10 years, IVAL has underperformed IVV with an annualized return of 2.83%, while IVV has yielded a comparatively higher 12.97% annualized return.


IVAL

YTD

5.08%

1M

3.40%

6M

-0.19%

1Y

0.84%

5Y*

4.74%

10Y*

2.83%

IVV

YTD

1.43%

1M

-2.26%

6M

6.53%

1Y

19.04%

5Y*

16.73%

10Y*

12.97%

*Annualized

Compare stocks, funds, or ETFs

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IVAL vs. IVV - Expense Ratio Comparison

IVAL has a 0.59% expense ratio, which is higher than IVV's 0.03% expense ratio.


Expense ratio chart for IVAL: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for IVV: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

IVAL vs. IVV — Risk-Adjusted Performance Rank

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

IVAL
The Risk-Adjusted Performance Rank of IVAL is 88
Overall Rank
The Sharpe Ratio Rank of IVAL is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of IVAL is 88
Sortino Ratio Rank
The Omega Ratio Rank of IVAL is 88
Omega Ratio Rank
The Calmar Ratio Rank of IVAL is 88
Calmar Ratio Rank
The Martin Ratio Rank of IVAL is 88
Martin Ratio Rank

IVV
The Risk-Adjusted Performance Rank of IVV is 6969
Overall Rank
The Sharpe Ratio Rank of IVV is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of IVV is 6464
Sortino Ratio Rank
The Omega Ratio Rank of IVV is 6767
Omega Ratio Rank
The Calmar Ratio Rank of IVV is 7272
Calmar Ratio Rank
The Martin Ratio Rank of IVV is 7676
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.

IVAL vs. IVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect International Quantitative Value ETF (IVAL) and iShares Core S&P 500 ETF (IVV). 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.


The chart of Sharpe ratio for IVAL, currently valued at 0.02, compared to the broader market0.002.004.000.021.48
The chart of Sortino ratio for IVAL, currently valued at 0.14, compared to the broader market-2.000.002.004.006.008.0010.0012.000.142.01
The chart of Omega ratio for IVAL, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.021.27
The chart of Calmar ratio for IVAL, currently valued at 0.02, compared to the broader market0.005.0010.0015.000.022.22
The chart of Martin ratio for IVAL, currently valued at 0.06, compared to the broader market0.0020.0040.0060.0080.00100.000.069.12
IVAL
IVV

The current IVAL Sharpe Ratio is 0.02, which is lower than the IVV Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of IVAL and IVV, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.02
1.48
IVAL
IVV

Dividends

IVAL vs. IVV - Dividend Comparison

IVAL's dividend yield for the trailing twelve months is around 3.43%, more than IVV's 1.28% yield.


TTM20242023202220212020201920182017201620152014
IVAL
Alpha Architect International Quantitative Value ETF
3.43%3.61%5.14%8.00%3.95%2.07%2.51%2.93%1.73%2.02%1.86%0.21%
IVV
iShares Core S&P 500 ETF
1.28%1.30%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%

Drawdowns

IVAL vs. IVV - Drawdown Comparison

The maximum IVAL drawdown since its inception was -46.09%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for IVAL and IVV. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.54%
-3.05%
IVAL
IVV

Volatility

IVAL vs. IVV - Volatility Comparison

Alpha Architect International Quantitative Value ETF (IVAL) has a higher volatility of 3.70% compared to iShares Core S&P 500 ETF (IVV) at 3.34%. This indicates that IVAL's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
3.70%
3.34%
IVAL
IVV