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IVLU vs. VITSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IVLU vs. VITSX

Last updated Jun 14, 2026

IVLU (iShares MSCI International Value Factor ETF) and VITSX (Vanguard Total Stock Market Index Fund Institutional Shares) are both funds - IVLU is a Foreign Large Cap Equities fund tracking the MSCI World ex USA Enhanced Value Index, while VITSX is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 10 years, IVLU returned 11.63%/yr vs 14.94%/yr for VITSX. A 0.68 correlation means they provide meaningful diversification when combined. IVLU charges 0.30%/yr vs 0.03%/yr for VITSX.

Performance

IVLU vs. VITSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI International Value Factor ETF (IVLU) and Vanguard Total Stock Market Index Fund Institutional Shares (VITSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IVLU achieves a 12.96% return, which is significantly higher than VITSX's 9.11% return. Over the past 10 years, IVLU has underperformed VITSX with an annualized return of 11.63%, while VITSX has yielded a comparatively higher 14.94% annualized return.

IVLU

1D
0.56%
1M
0.66%
YTD
12.96%
6M
14.33%
1Y
35.32%
3Y*
23.53%
5Y*
14.06%
10Y*
11.63%

VITSX

1D
1.88%
1M
-0.74%
YTD
9.11%
6M
9.18%
1Y
25.69%
3Y*
20.73%
5Y*
12.10%
10Y*
14.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVLU vs. VITSX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IVLU
iShares MSCI International Value Factor ETF		12.96%46.09%6.76%20.07%-5.73%15.60%-4.50%15.60%-15.10%23.10%
VITSX
Vanguard Total Stock Market Index Fund Institutional Shares		9.11%17.14%23.25%26.51%-19.51%25.74%20.99%30.80%-5.18%21.16%

Correlation

The correlation between IVLU and VITSX is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.69

Correlation (3Y)
Calculated over the trailing 3-year period

0.64

Correlation (5Y)
Calculated over the trailing 5-year period

0.69

Correlation (10Y)
Calculated over the trailing 10-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2015

0.68

The correlation between IVLU and VITSX has been stable across timeframes, ranging from 0.64 to 0.70 - a consistent structural relationship.

IVLU vs. VITSX - Sectors Allocation Comparison

Sectors
IVLU
VITSX

Financial Services

26.5%
11.9%

Industrials

18.8%
9.5%

Technology

10.6%
33.3%

Healthcare

9.0%
9.1%

Consumer Cyclical

7.6%
9.8%

Basic Materials

7.4%
2.0%

Consumer Defensive

6.0%
4.7%

Energy

5.5%
3.8%

Communication Services

3.7%
10.1%

Utilities

3.6%
2.7%

Real Estate

1.4%
2.4%

Financial Services

IVLU
26.5%
VITSX
11.9%

Industrials

IVLU
18.8%
VITSX
9.5%

Technology

IVLU
10.6%
VITSX
33.3%

Healthcare

IVLU
9.0%
VITSX
9.1%

Consumer Cyclical

IVLU
7.6%
VITSX
9.8%

Basic Materials

IVLU
7.4%
VITSX
2.0%

Consumer Defensive

IVLU
6.0%
VITSX
4.7%

Energy

IVLU
5.5%
VITSX
3.8%

Communication Services

IVLU
3.7%
VITSX
10.1%

Utilities

IVLU
3.6%
VITSX
2.7%

Real Estate

IVLU
1.4%
VITSX
2.4%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI International Value Factor ETF

Vanguard Total Stock Market Index Fund Institutional Shares

Often compared with IVLU:
IVLU vs. DFIVIVLU vs. FIVAIVLU vs. VXUSIVLU vs. IDMOIVLU vs. IEFAIVLU vs. DISVIVLU vs. SFNNX
Often compared with VITSX:
VITSX vs. VTSAXVITSX vs. VINIXVITSX vs. VTIVITSX vs. SWPPXVITSX vs. VTIAXVITSX vs. VOOVITSX vs. TRLGX

Return for Risk

IVLU vs. VITSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IVLU
IVLU Risk / Return Rank: 7373
Overall Rank
IVLU Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
IVLU Sortino Ratio Rank: 7777
Sortino Ratio Rank
IVLU Omega Ratio Rank: 7676
Omega Ratio Rank
IVLU Calmar Ratio Rank: 6767
Calmar Ratio Rank
IVLU Martin Ratio Rank: 6969
Martin Ratio Rank
VITSX
VITSX Risk / Return Rank: 7272
Overall Rank
VITSX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VITSX Sortino Ratio Rank: 6666
Sortino Ratio Rank
VITSX Omega Ratio Rank: 6666
Omega Ratio Rank
VITSX Calmar Ratio Rank: 7474
Calmar Ratio Rank
VITSX Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IVLU vs. VITSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI International Value Factor ETF (IVLU) and Vanguard Total Stock Market Index Fund Institutional Shares (VITSX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

IVLUVITSXDifference
Sharpe ratioReturn per unit of total volatility
2.17
1.94

+0.23

Sortino ratioReturn per unit of downside risk
2.98
2.65

+0.33

Omega ratioGain probability vs. loss probability

1.39

1.35

+0.04

Calmar ratioReturn relative to maximum drawdown

2.90

2.77

+0.13

Martin ratioReturn relative to average drawdown

11.01

12.46

-1.46

IVLU vs. VITSX - Sharpe Ratio Comparison

The current IVLU Sharpe Ratio is 2.17, which is comparable to the VITSX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of IVLU and VITSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

IVLU vs. VITSX - Drawdown Comparison

The maximum IVLU drawdown since its inception was -41.85%, smaller than the maximum VITSX drawdown of -55.30%. Use the drawdown chart below to compare losses from any high point for IVLU and VITSX.

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Drawdown Indicators

IVLUVITSXDifference

Max Drawdown

Largest peak-to-trough decline

-41.85%

-55.30%

+13.45%

Max Drawdown (1Y)

Largest decline over 1 year

-11.69%

-8.92%

-2.77%

Max Drawdown (3Y)

Largest decline over 3 years

-15.48%

-19.36%

+3.88%

Max Drawdown (5Y)

Largest decline over 5 years

-26.04%

-25.36%

-0.68%

Max Drawdown (10Y)

Largest decline over 10 years

-41.85%

-34.97%

-6.88%

Current Drawdown

Current decline from peak

-0.53%

-2.56%

+2.03%

Average Drawdown

Average peak-to-trough decline

-8.57%

-10.06%

+1.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

1.98%

+1.11%

Volatility

IVLU vs. VITSX - Volatility Comparison

iShares MSCI International Value Factor ETF (IVLU) has a higher volatility of 5.44% compared to Vanguard Total Stock Market Index Fund Institutional Shares (VITSX) at 4.60%. This indicates that IVLU's price experiences larger fluctuations and is considered to be riskier than VITSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IVLUVITSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

4.60%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

12.85%

9.93%

+2.92%

Volatility (1Y)

Calculated over the trailing 1-year period

15.65%

12.72%

+2.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.58%

17.44%

-0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.66%

18.44%

-0.78%

IVLU vs. VITSX - Expense Ratio Comparison

IVLU has a 0.30% expense ratio, which is higher than VITSX's 0.03% expense ratio.

Dividends

IVLU vs. VITSX - Dividend Comparison

IVLU's dividend yield for the trailing twelve months is around 3.28%, more than VITSX's 1.03% yield.

PositionTTM20252024202320222021202020192018201720162015
IVLU
iShares MSCI International Value Factor ETF		3.28%3.71%4.46%4.69%3.59%3.47%2.05%3.53%2.82%2.87%2.53%0.93%
VITSX
Vanguard Total Stock Market Index Fund Institutional Shares		1.03%1.12%1.27%1.43%1.66%1.21%1.42%1.77%2.04%1.71%1.93%1.99%

Frequently Asked Questions

IVLU and VITSX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IVLU has higher volatility (5.44%) compared to VITSX (4.60%). In terms of maximum drawdown, IVLU dropped -41.85% vs VITSX's -55.30%.

IVLU currently has the higher Sharpe Ratio (2.17 vs 1.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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