IVE vs. VOOV

In the year-to-date period, IVE achieves a 0.08% return, which is significantly lower than VOOV's 0.15% return. Both investments have delivered pretty close results over the past 10 years, with IVE having a 9.58% annualized return and VOOV not far ahead at 9.65%.

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IVE has a 0.18% expense ratio, which is higher than VOOV's 0.10% 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%.

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Value ETF (IVE) and Vanguard S&P 500 Value ETF (VOOV). 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 current IVE Sharpe Ratio is 0.27, which is comparable to the VOOV Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of IVE and VOOV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IVE's dividend yield for the trailing twelve months is around 1.99%, less than VOOV's 2.14% yield.

The maximum IVE drawdown since its inception was -61.32%, which is greater than VOOV's maximum drawdown of -37.31%. Use the drawdown chart below to compare losses from any high point for IVE and VOOV. For additional features, visit the drawdowns tool.

iShares S&P 500 Value ETF (IVE) and Vanguard S&P 500 Value ETF (VOOV) have volatilities of 5.06% and 4.99%, 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.