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IWF vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IWF vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 1000 Growth ETF (IWF) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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IWF vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWF
iShares Russell 1000 Growth ETF
-9.83%18.33%33.12%42.59%-29.31%27.43%38.25%35.86%-1.67%29.95%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, IWF achieves a -9.83% return, which is significantly lower than VOO's -4.42% return. Over the past 10 years, IWF has outperformed VOO with an annualized return of 16.53%, while VOO has yielded a comparatively lower 14.05% annualized return.


IWF

1D
3.77%
1M
-5.20%
YTD
-9.83%
6M
-8.80%
1Y
18.54%
3Y*
21.01%
5Y*
12.22%
10Y*
16.53%

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IWF vs. VOO - Expense Ratio Comparison

IWF has a 0.19% expense ratio, which is higher than VOO's 0.03% 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

IWF vs. VOO — Risk / Return Rank

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

IWF
IWF Risk / Return Rank: 5151
Overall Rank
IWF Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IWF Sortino Ratio Rank: 5555
Sortino Ratio Rank
IWF Omega Ratio Rank: 5454
Omega Ratio Rank
IWF Calmar Ratio Rank: 5050
Calmar Ratio Rank
IWF Martin Ratio Rank: 4545
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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.

IWF vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Growth ETF (IWF) and Vanguard S&P 500 ETF (VOO). 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.


IWFVOODifference

Sharpe ratio

Return per unit of total volatility

0.83

0.98

-0.15

Sortino ratio

Return per unit of downside risk

1.35

1.50

-0.15

Omega ratio

Gain probability vs. loss probability

1.19

1.23

-0.04

Calmar ratio

Return relative to maximum drawdown

1.15

1.53

-0.38

Martin ratio

Return relative to average drawdown

3.95

7.29

-3.34

IWF vs. VOO - Sharpe Ratio Comparison

The current IWF Sharpe Ratio is 0.83, which is comparable to the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of IWF and VOO, 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


IWFVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.98

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.70

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.78

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.83

-0.47

Correlation

The correlation between IWF and VOO is 0.95, 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

IWF vs. VOO - Dividend Comparison

IWF's dividend yield for the trailing twelve months is around 0.40%, less than VOO's 1.19% yield.


TTM20252024202320222021202020192018201720162015
IWF
iShares Russell 1000 Growth ETF
0.40%0.36%0.46%0.67%0.91%0.49%0.66%0.99%1.27%1.10%1.43%1.37%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

IWF vs. VOO - Drawdown Comparison

The maximum IWF drawdown since its inception was -64.25%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IWF and VOO.


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Drawdown Indicators


IWFVOODifference

Max Drawdown

Largest peak-to-trough decline

-64.25%

-33.99%

-30.26%

Max Drawdown (1Y)

Largest decline over 1 year

-16.27%

-11.98%

-4.29%

Max Drawdown (5Y)

Largest decline over 5 years

-32.72%

-24.52%

-8.20%

Max Drawdown (10Y)

Largest decline over 10 years

-32.72%

-33.99%

+1.27%

Current Drawdown

Current decline from peak

-13.12%

-6.29%

-6.83%

Average Drawdown

Average peak-to-trough decline

-22.21%

-3.72%

-18.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.74%

2.52%

+2.22%

Volatility

IWF vs. VOO - Volatility Comparison

iShares Russell 1000 Growth ETF (IWF) has a higher volatility of 6.74% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that IWF's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWFVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.74%

5.29%

+1.45%

Volatility (6M)

Calculated over the trailing 6-month period

12.36%

9.44%

+2.92%

Volatility (1Y)

Calculated over the trailing 1-year period

22.40%

18.10%

+4.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.41%

16.82%

+4.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.92%

17.99%

+2.93%