IVE vs. VOO
Compare and contrast key facts about iShares S&P 500 Value ETF (IVE) and Vanguard S&P 500 ETF (VOO).
IVE and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IVE is a passively managed fund by iShares that tracks the performance of the S&P 500 Value Index. It was launched on May 22, 2000. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both IVE and VOO 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: IVE or VOO.
Performance
IVE vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, IVE achieves a 16.74% return, which is significantly lower than VOO's 25.52% return. Over the past 10 years, IVE has underperformed VOO with an annualized return of 10.31%, while VOO has yielded a comparatively higher 13.15% annualized return.
IVE
16.74%
0.49%
9.01%
25.06%
12.08%
10.31%
VOO
25.52%
1.19%
12.21%
32.23%
15.58%
13.15%
Key characteristics
| IVE | VOO | |
|---|---|---|
| Sharpe Ratio | 2.49 | 2.62 |
| Sortino Ratio | 3.49 | 3.50 |
| Omega Ratio | 1.45 | 1.49 |
| Calmar Ratio | 4.49 | 3.78 |
| Martin Ratio | 14.38 | 17.12 |
| Ulcer Index | 1.71% | 1.86% |
| Daily Std Dev | 9.89% | 12.19% |
| Max Drawdown | -61.32% | -33.99% |
| Current Drawdown | -1.29% | -1.36% |
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IVE vs. VOO - Expense Ratio Comparison
IVE has a 0.18% expense ratio, which is higher than VOO's 0.03% 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%.
Correlation
The correlation between IVE and VOO is 0.92, 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
IVE vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Value ETF (IVE) and Vanguard S&P 500 ETF (VOO). 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
IVE vs. VOO - Dividend Comparison
IVE's dividend yield for the trailing twelve months is around 1.81%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVE iShares S&P 500 Value ETF | 1.81% | 1.65% | 2.10% | 1.81% | 2.37% | 2.11% | 2.74% | 2.12% | 2.26% | 2.45% | 2.14% | 2.04% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
IVE vs. VOO - Drawdown Comparison
The maximum IVE drawdown since its inception was -61.32%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IVE and VOO. For additional features, visit the drawdowns tool.
Volatility
IVE vs. VOO - Volatility Comparison
The current volatility for iShares S&P 500 Value ETF (IVE) is 3.37%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.10%. This indicates that IVE experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.