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IWD vs. FVAL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IWD vs. FVAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 1000 Value ETF (IWD) and Fidelity Value Factor ETF (FVAL). The values are adjusted to include any dividend payments, if applicable.

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IWD vs. FVAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWD
iShares Russell 1000 Value ETF
2.58%15.68%14.17%11.34%-7.75%24.95%2.73%26.12%-8.45%13.45%
FVAL
Fidelity Value Factor ETF
-3.00%19.56%18.05%23.10%-14.40%30.33%9.08%30.33%-7.87%22.49%

Returns By Period

In the year-to-date period, IWD achieves a 2.58% return, which is significantly higher than FVAL's -3.00% return.


IWD

1D
0.59%
1M
-4.17%
YTD
2.58%
6M
6.34%
1Y
16.41%
3Y*
14.33%
5Y*
9.14%
10Y*
10.39%

FVAL

1D
0.58%
1M
-3.88%
YTD
-3.00%
6M
1.76%
1Y
18.92%
3Y*
17.11%
5Y*
10.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IWD vs. FVAL - Expense Ratio Comparison

IWD has a 0.18% expense ratio, which is higher than FVAL's 0.15% 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%.


Return for Risk

IWD vs. FVAL — Risk / Return Rank

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

IWD
IWD Risk / Return Rank: 5757
Overall Rank
IWD Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IWD Sortino Ratio Rank: 5656
Sortino Ratio Rank
IWD Omega Ratio Rank: 6060
Omega Ratio Rank
IWD Calmar Ratio Rank: 5151
Calmar Ratio Rank
IWD Martin Ratio Rank: 6363
Martin Ratio Rank

FVAL
FVAL Risk / Return Rank: 6262
Overall Rank
FVAL Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FVAL Sortino Ratio Rank: 6161
Sortino Ratio Rank
FVAL Omega Ratio Rank: 6363
Omega Ratio Rank
FVAL Calmar Ratio Rank: 6060
Calmar Ratio Rank
FVAL Martin Ratio Rank: 6767
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.

IWD vs. FVAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Value ETF (IWD) and Fidelity Value Factor ETF (FVAL). 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.


IWDFVALDifference

Sharpe ratio

Return per unit of total volatility

1.05

1.05

0.00

Sortino ratio

Return per unit of downside risk

1.51

1.61

-0.10

Omega ratio

Gain probability vs. loss probability

1.23

1.24

-0.01

Calmar ratio

Return relative to maximum drawdown

1.38

1.60

-0.22

Martin ratio

Return relative to average drawdown

6.45

7.17

-0.72

IWD vs. FVAL - Sharpe Ratio Comparison

The current IWD Sharpe Ratio is 1.05, which is comparable to the FVAL Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of IWD and FVAL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IWDFVALDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

1.05

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.67

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.73

-0.33

Correlation

The correlation between IWD and FVAL is 0.91, 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.


Dividends

IWD vs. FVAL - Dividend Comparison

IWD's dividend yield for the trailing twelve months is around 1.66%, less than FVAL's 1.70% yield.


TTM20252024202320222021202020192018201720162015
IWD
iShares Russell 1000 Value ETF
1.66%1.69%1.87%2.02%2.15%1.62%2.05%2.45%2.71%2.09%2.25%2.47%
FVAL
Fidelity Value Factor ETF
1.70%1.61%1.60%1.69%1.79%1.41%1.61%1.77%2.06%1.62%0.45%0.00%

Drawdowns

IWD vs. FVAL - Drawdown Comparison

The maximum IWD drawdown since its inception was -60.10%, which is greater than FVAL's maximum drawdown of -37.26%. Use the drawdown chart below to compare losses from any high point for IWD and FVAL.


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Drawdown Indicators


IWDFVALDifference

Max Drawdown

Largest peak-to-trough decline

-60.10%

-37.26%

-22.84%

Max Drawdown (1Y)

Largest decline over 1 year

-11.80%

-12.00%

+0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-19.04%

-23.42%

+4.38%

Max Drawdown (10Y)

Largest decline over 10 years

-38.51%

Current Drawdown

Current decline from peak

-4.33%

-5.78%

+1.45%

Average Drawdown

Average peak-to-trough decline

-8.71%

-4.65%

-4.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

2.67%

-0.15%

Volatility

IWD vs. FVAL - Volatility Comparison

The current volatility for iShares Russell 1000 Value ETF (IWD) is 4.26%, while Fidelity Value Factor ETF (FVAL) has a volatility of 5.16%. This indicates that IWD experiences smaller price fluctuations and is considered to be less risky than FVAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWDFVALDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

5.16%

-0.90%

Volatility (6M)

Calculated over the trailing 6-month period

8.28%

9.26%

-0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

15.74%

18.14%

-2.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.80%

16.50%

-1.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.28%

18.21%

-0.93%