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IVLU vs. FIVA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IVLU and FIVA is 0.71, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

IVLU vs. FIVA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Intl Value Factor ETF (IVLU) and Fidelity International Value Factor ETF (FIVA). The values are adjusted to include any dividend payments, if applicable.

20.00%25.00%30.00%35.00%40.00%45.00%NovemberDecember2025FebruaryMarchApril
41.00%
38.77%
IVLU
FIVA

Key characteristics

Sharpe Ratio

IVLU:

0.90

FIVA:

0.76

Sortino Ratio

IVLU:

1.35

FIVA:

1.15

Omega Ratio

IVLU:

1.18

FIVA:

1.15

Calmar Ratio

IVLU:

1.05

FIVA:

0.89

Martin Ratio

IVLU:

3.65

FIVA:

2.84

Ulcer Index

IVLU:

4.44%

FIVA:

4.62%

Daily Std Dev

IVLU:

17.96%

FIVA:

17.39%

Max Drawdown

IVLU:

-41.86%

FIVA:

-39.76%

Current Drawdown

IVLU:

-2.31%

FIVA:

-1.63%

Returns By Period

The year-to-date returns for both investments are quite close, with IVLU having a 13.80% return and FIVA slightly higher at 13.86%.


IVLU

YTD

13.80%

1M

-1.41%

6M

10.61%

1Y

15.36%

5Y*

15.63%

10Y*

N/A

FIVA

YTD

13.86%

1M

-0.56%

6M

8.36%

1Y

12.25%

5Y*

14.30%

10Y*

N/A

*Annualized

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IVLU vs. FIVA - Expense Ratio Comparison

IVLU has a 0.30% expense ratio, which is lower than FIVA's 0.39% expense ratio.


Expense ratio chart for FIVA: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FIVA: 0.39%
Expense ratio chart for IVLU: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IVLU: 0.30%

Risk-Adjusted Performance

IVLU vs. FIVA — Risk-Adjusted Performance Rank

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

IVLU
The Risk-Adjusted Performance Rank of IVLU is 7979
Overall Rank
The Sharpe Ratio Rank of IVLU is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of IVLU is 7878
Sortino Ratio Rank
The Omega Ratio Rank of IVLU is 7878
Omega Ratio Rank
The Calmar Ratio Rank of IVLU is 8484
Calmar Ratio Rank
The Martin Ratio Rank of IVLU is 7878
Martin Ratio Rank

FIVA
The Risk-Adjusted Performance Rank of FIVA is 7474
Overall Rank
The Sharpe Ratio Rank of FIVA is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of FIVA is 7373
Sortino Ratio Rank
The Omega Ratio Rank of FIVA is 7272
Omega Ratio Rank
The Calmar Ratio Rank of FIVA is 8181
Calmar Ratio Rank
The Martin Ratio Rank of FIVA is 7272
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.

IVLU vs. FIVA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Value Factor ETF (IVLU) and Fidelity International Value Factor ETF (FIVA). 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 IVLU, currently valued at 0.90, compared to the broader market-1.000.001.002.003.004.00
IVLU: 0.90
FIVA: 0.76
The chart of Sortino ratio for IVLU, currently valued at 1.35, compared to the broader market-2.000.002.004.006.008.00
IVLU: 1.35
FIVA: 1.15
The chart of Omega ratio for IVLU, currently valued at 1.18, compared to the broader market0.501.001.502.002.50
IVLU: 1.18
FIVA: 1.15
The chart of Calmar ratio for IVLU, currently valued at 1.05, compared to the broader market0.002.004.006.008.0010.0012.00
IVLU: 1.05
FIVA: 0.89
The chart of Martin ratio for IVLU, currently valued at 3.65, compared to the broader market0.0020.0040.0060.00
IVLU: 3.65
FIVA: 2.84

The current IVLU Sharpe Ratio is 0.90, which is comparable to the FIVA Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of IVLU and FIVA, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.90
0.76
IVLU
FIVA

Dividends

IVLU vs. FIVA - Dividend Comparison

IVLU's dividend yield for the trailing twelve months is around 3.92%, more than FIVA's 3.20% yield.


TTM2024202320222021202020192018201720162015
IVLU
iShares MSCI Intl Value Factor ETF
3.92%4.46%4.69%3.59%3.25%2.05%3.53%2.82%2.87%2.53%0.93%
FIVA
Fidelity International Value Factor ETF
3.20%3.52%3.63%3.62%3.76%2.46%3.61%3.28%0.00%0.00%0.00%

Drawdowns

IVLU vs. FIVA - Drawdown Comparison

The maximum IVLU drawdown since its inception was -41.86%, which is greater than FIVA's maximum drawdown of -39.76%. Use the drawdown chart below to compare losses from any high point for IVLU and FIVA. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.31%
-1.63%
IVLU
FIVA

Volatility

IVLU vs. FIVA - Volatility Comparison

iShares MSCI Intl Value Factor ETF (IVLU) has a higher volatility of 12.09% compared to Fidelity International Value Factor ETF (FIVA) at 11.25%. This indicates that IVLU's price experiences larger fluctuations and is considered to be riskier than FIVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.09%
11.25%
IVLU
FIVA