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IWD vs. MUTHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWD vs. MUTHX - Performance Comparison

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

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Returns By Period

In the year-to-date period, IWD achieves a 15.35% return, which is significantly higher than MUTHX's 3.90% return. Over the past 10 years, IWD has outperformed MUTHX with an annualized return of 11.61%, while MUTHX has yielded a comparatively lower 7.85% annualized return.


IWD

1D
-1.06%
1M
2.28%
YTD
15.35%
6M
14.66%
1Y
28.22%
3Y*
18.41%
5Y*
10.87%
10Y*
11.61%

MUTHX

1D
0.15%
1M
-0.30%
YTD
3.90%
6M
3.14%
1Y
11.62%
3Y*
13.05%
5Y*
7.25%
10Y*
7.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWD vs. MUTHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWD
iShares Russell 1000 Value ETF
15.35%15.68%14.17%11.34%-7.75%24.95%2.73%26.12%-8.45%13.45%
MUTHX
Franklin Mutual Shares Fund
3.90%11.83%12.42%13.86%-7.11%19.27%-4.34%23.20%-9.06%8.39%

Correlation

The correlation between IWD and MUTHX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.94

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

0.95

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

0.95

Correlation (All Time)
Calculated using the full available price history since May 26, 2000

0.91

The correlation between IWD and MUTHX has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.

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Return for Risk

IWD vs. MUTHX — Risk / Return Rank

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

IWD
IWD Risk / Return Rank: 8383
Overall Rank
IWD Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IWD Sortino Ratio Rank: 8383
Sortino Ratio Rank
IWD Omega Ratio Rank: 8080
Omega Ratio Rank
IWD Calmar Ratio Rank: 8282
Calmar Ratio Rank
IWD Martin Ratio Rank: 8686
Martin Ratio Rank

MUTHX
MUTHX Risk / Return Rank: 1717
Overall Rank
MUTHX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
MUTHX Sortino Ratio Rank: 1717
Sortino Ratio Rank
MUTHX Omega Ratio Rank: 1616
Omega Ratio Rank
MUTHX Calmar Ratio Rank: 1616
Calmar Ratio Rank
MUTHX Martin Ratio Rank: 1818
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. MUTHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Value ETF (IWD) and Franklin Mutual Shares Fund (MUTHX). 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.


IWDMUTHXDifference
Sharpe ratioReturn per unit of total volatility

+1.45

Sortino ratioReturn per unit of downside risk

+1.94

Omega ratioGain probability vs. loss probability

1.45

1.19

+0.26

Calmar ratioReturn relative to maximum drawdown

4.18

1.34

+2.84

Martin ratioReturn relative to average drawdown

17.32

4.35

+12.96

IWD vs. MUTHX - Sharpe Ratio Comparison

The current IWD Sharpe Ratio is 2.52, which is higher than the MUTHX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of IWD and MUTHX, 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

IWD vs. MUTHX - Drawdown Comparison

The maximum IWD drawdown since its inception was -60.10%, which is greater than MUTHX's maximum drawdown of -53.53%. Use the drawdown chart below to compare losses from any high point for IWD and MUTHX.


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Drawdown Indicators


IWDMUTHXDifference

Max Drawdown

Largest peak-to-trough decline

-60.10%

-53.53%

-6.57%

Max Drawdown (1Y)

Largest decline over 1 year

-6.79%

-9.21%

+2.42%

Max Drawdown (3Y)

Largest decline over 3 years

-15.71%

-15.50%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-19.04%

-20.96%

+1.92%

Max Drawdown (10Y)

Largest decline over 10 years

-38.51%

-39.45%

+0.94%

Current Drawdown

Current decline from peak

-1.16%

-1.65%

+0.49%

Average Drawdown

Average peak-to-trough decline

-8.64%

-6.52%

-2.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

2.82%

-1.19%

Volatility

IWD vs. MUTHX - Volatility Comparison

iShares Russell 1000 Value ETF (IWD) has a higher volatility of 4.14% compared to Franklin Mutual Shares Fund (MUTHX) at 3.38%. This indicates that IWD's price experiences larger fluctuations and is considered to be riskier than MUTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWDMUTHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

3.38%

+0.76%

Volatility (6M)

Calculated over the trailing 6-month period

8.67%

8.58%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

11.27%

11.56%

-0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.84%

15.64%

-0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.28%

16.92%

+0.36%

IWD vs. MUTHX - Expense Ratio Comparison

IWD has a 0.18% expense ratio, which is lower than MUTHX's 0.75% expense ratio.


Dividends

IWD vs. MUTHX - Dividend Comparison

IWD's dividend yield for the trailing twelve months is around 1.45%, less than MUTHX's 7.30% yield.


PositionTTM20252024202320222021202020192018201720162015
IWD
iShares Russell 1000 Value ETF
1.45%1.69%1.87%2.02%2.15%1.62%2.05%2.45%2.71%2.09%2.25%2.47%
MUTHX
Franklin Mutual Shares Fund
7.30%7.58%10.40%5.92%9.67%11.31%3.74%8.08%7.33%6.79%3.74%7.00%

Frequently Asked Questions


IWD and MUTHX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IWD has higher volatility (4.14%) compared to MUTHX (3.38%). In terms of maximum drawdown, IWD dropped -60.10% vs MUTHX's -53.53%.

IWD currently has the higher Sharpe Ratio (2.52 vs 1.07), 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.

Portfolio Optimizer

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