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IWC vs. VYM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IWC and VYM is 0.80, 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: 0.8

Performance

IWC vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Microcap ETF (IWC) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
134.11%
331.82%
IWC
VYM

Key characteristics

Sharpe Ratio

IWC:

-0.04

VYM:

0.50

Sortino Ratio

IWC:

0.13

VYM:

0.80

Omega Ratio

IWC:

1.02

VYM:

1.11

Calmar Ratio

IWC:

-0.03

VYM:

0.55

Martin Ratio

IWC:

-0.12

VYM:

2.32

Ulcer Index

IWC:

9.42%

VYM:

3.42%

Daily Std Dev

IWC:

27.01%

VYM:

15.84%

Max Drawdown

IWC:

-64.61%

VYM:

-56.98%

Current Drawdown

IWC:

-27.15%

VYM:

-8.11%

Returns By Period

In the year-to-date period, IWC achieves a -15.18% return, which is significantly lower than VYM's -2.73% return. Over the past 10 years, IWC has underperformed VYM with an annualized return of 4.55%, while VYM has yielded a comparatively higher 9.24% annualized return.


IWC

YTD

-15.18%

1M

-4.24%

6M

-10.80%

1Y

-0.92%

5Y*

9.15%

10Y*

4.55%

VYM

YTD

-2.73%

1M

-4.32%

6M

-2.62%

1Y

8.19%

5Y*

13.10%

10Y*

9.24%

*Annualized

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IWC vs. VYM - Expense Ratio Comparison

IWC has a 0.60% expense ratio, which is higher than VYM's 0.06% expense ratio.


Expense ratio chart for IWC: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IWC: 0.60%
Expense ratio chart for VYM: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VYM: 0.06%

Risk-Adjusted Performance

IWC vs. VYM — Risk-Adjusted Performance Rank

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

IWC
The Risk-Adjusted Performance Rank of IWC is 2020
Overall Rank
The Sharpe Ratio Rank of IWC is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of IWC is 2222
Sortino Ratio Rank
The Omega Ratio Rank of IWC is 2121
Omega Ratio Rank
The Calmar Ratio Rank of IWC is 1919
Calmar Ratio Rank
The Martin Ratio Rank of IWC is 1919
Martin Ratio Rank

VYM
The Risk-Adjusted Performance Rank of VYM is 6262
Overall Rank
The Sharpe Ratio Rank of VYM is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VYM is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VYM is 5858
Omega Ratio Rank
The Calmar Ratio Rank of VYM is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VYM is 6666
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.

IWC vs. VYM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Microcap ETF (IWC) and Vanguard High Dividend Yield ETF (VYM). 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 IWC, currently valued at -0.04, compared to the broader market-1.000.001.002.003.004.00
IWC: -0.04
VYM: 0.50
The chart of Sortino ratio for IWC, currently valued at 0.13, compared to the broader market-2.000.002.004.006.008.00
IWC: 0.13
VYM: 0.80
The chart of Omega ratio for IWC, currently valued at 1.02, compared to the broader market0.501.001.502.002.50
IWC: 1.02
VYM: 1.11
The chart of Calmar ratio for IWC, currently valued at -0.03, compared to the broader market0.002.004.006.008.0010.0012.00
IWC: -0.03
VYM: 0.55
The chart of Martin ratio for IWC, currently valued at -0.12, compared to the broader market0.0020.0040.0060.00
IWC: -0.12
VYM: 2.32

The current IWC Sharpe Ratio is -0.04, which is lower than the VYM Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of IWC and VYM, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.04
0.50
IWC
VYM

Dividends

IWC vs. VYM - Dividend Comparison

IWC's dividend yield for the trailing twelve months is around 1.27%, less than VYM's 2.99% yield.


TTM20242023202220212020201920182017201620152014
IWC
iShares Microcap ETF
1.27%1.06%1.17%1.18%0.78%0.98%1.19%1.01%1.09%1.16%1.49%1.11%
VYM
Vanguard High Dividend Yield ETF
2.99%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%

Drawdowns

IWC vs. VYM - Drawdown Comparison

The maximum IWC drawdown since its inception was -64.61%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for IWC and VYM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-27.15%
-8.11%
IWC
VYM

Volatility

IWC vs. VYM - Volatility Comparison

iShares Microcap ETF (IWC) has a higher volatility of 13.96% compared to Vanguard High Dividend Yield ETF (VYM) at 11.36%. This indicates that IWC's price experiences larger fluctuations and is considered to be riskier than VYM 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%14.00%NovemberDecember2025FebruaryMarchApril
13.96%
11.36%
IWC
VYM