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IWB vs. BBVSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWB vs. BBVSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 1000 ETF (IWB) and Bridge Builder Small/Mid Cap Value Fund (BBVSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWB achieves a 8.46% return, which is significantly lower than BBVSX's 11.31% return. Over the past 10 years, IWB has outperformed BBVSX with an annualized return of 14.97%, while BBVSX has yielded a comparatively lower 8.83% annualized return.


IWB

1D
0.26%
1M
0.43%
YTD
8.46%
6M
8.45%
1Y
23.94%
3Y*
21.07%
5Y*
12.59%
10Y*
14.97%

BBVSX

1D
-1.53%
1M
0.13%
YTD
11.31%
6M
-0.32%
1Y
10.04%
3Y*
10.89%
5Y*
5.20%
10Y*
8.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWB vs. BBVSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWB
iShares Russell 1000 ETF
8.46%17.18%24.32%26.39%-19.19%26.32%20.77%31.06%-4.90%21.52%
BBVSX
Bridge Builder Small/Mid Cap Value Fund
11.31%-2.25%10.61%15.05%-9.75%28.14%6.07%28.04%-14.47%12.65%

Correlation

The correlation between IWB and BBVSX is 0.70, 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

0.70

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

0.73

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

0.81

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

0.82

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2015

0.83

The correlation between IWB and BBVSX shifts across timeframes, from 0.70 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IWB vs. BBVSX — Risk / Return Rank

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

IWB
IWB Risk / Return Rank: 6666
Overall Rank
IWB Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IWB Sortino Ratio Rank: 6464
Sortino Ratio Rank
IWB Omega Ratio Rank: 6666
Omega Ratio Rank
IWB Calmar Ratio Rank: 6060
Calmar Ratio Rank
IWB Martin Ratio Rank: 7373
Martin Ratio Rank

BBVSX
BBVSX Risk / Return Rank: 99
Overall Rank
BBVSX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
BBVSX Sortino Ratio Rank: 99
Sortino Ratio Rank
BBVSX Omega Ratio Rank: 1010
Omega Ratio Rank
BBVSX Calmar Ratio Rank: 1111
Calmar Ratio Rank
BBVSX Martin Ratio Rank: 99
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.

IWB vs. BBVSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 ETF (IWB) and Bridge Builder Small/Mid Cap Value Fund (BBVSX). 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.


IWBBBVSXDifference
Sharpe ratioReturn per unit of total volatility

+1.31

Sortino ratioReturn per unit of downside risk

+1.71

Omega ratioGain probability vs. loss probability

1.36

1.14

+0.22

Calmar ratioReturn relative to maximum drawdown

2.71

0.89

+1.82

Martin ratioReturn relative to average drawdown

12.38

2.20

+10.18

IWB vs. BBVSX - Sharpe Ratio Comparison

The current IWB Sharpe Ratio is 1.98, which is higher than the BBVSX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of IWB and BBVSX, 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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Sharpe Ratios by Period


IWBBBVSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

0.66

+1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.27

+0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.42

+0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.38

+0.07

Drawdowns

IWB vs. BBVSX - Drawdown Comparison

The maximum IWB drawdown since its inception was -55.38%, which is greater than BBVSX's maximum drawdown of -43.42%. Use the drawdown chart below to compare losses from any high point for IWB and BBVSX.


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Drawdown Indicators


IWBBBVSXDifference

Max Drawdown

Largest peak-to-trough decline

-55.38%

-43.42%

-11.96%

Max Drawdown (1Y)

Largest decline over 1 year

-8.86%

-13.05%

+4.19%

Max Drawdown (3Y)

Largest decline over 3 years

-19.09%

-23.25%

+4.16%

Max Drawdown (5Y)

Largest decline over 5 years

-25.20%

-23.25%

-1.95%

Max Drawdown (10Y)

Largest decline over 10 years

-34.60%

-43.42%

+8.82%

Current Drawdown

Current decline from peak

-2.58%

-3.07%

+0.49%

Average Drawdown

Average peak-to-trough decline

-10.85%

-6.17%

-4.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

5.20%

-3.26%

Volatility

IWB vs. BBVSX - Volatility Comparison

The current volatility for iShares Russell 1000 ETF (IWB) is 3.74%, while Bridge Builder Small/Mid Cap Value Fund (BBVSX) has a volatility of 4.11%. This indicates that IWB experiences smaller price fluctuations and is considered to be less risky than BBVSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWBBBVSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

4.11%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

9.37%

14.11%

-4.74%

Volatility (1Y)

Calculated over the trailing 1-year period

12.20%

17.49%

-5.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.14%

19.34%

-2.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.16%

21.01%

-2.85%

IWB vs. BBVSX - Expense Ratio Comparison

IWB has a 0.15% expense ratio, which is lower than BBVSX's 0.41% expense ratio.


Dividends

IWB vs. BBVSX - Dividend Comparison

IWB's dividend yield for the trailing twelve months is around 0.93%, while BBVSX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BBVSX
Bridge Builder Small/Mid Cap Value Fund
0.00%0.00%6.75%3.88%7.57%10.92%2.38%1.32%5.03%1.18%0.82%0.68%
IWB
iShares Russell 1000 ETF
0.93%1.00%1.14%1.31%1.56%1.09%1.37%1.71%2.06%1.64%1.89%1.95%

Frequently Asked Questions


IWB and BBVSX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBVSX has higher volatility (4.11%) compared to IWB (3.74%). In terms of maximum drawdown, IWB dropped -55.38% vs BBVSX's -43.42%.

IWB currently has the higher Sharpe Ratio (1.98 vs 0.66), 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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