IWN vs. VYM
Compare and contrast key facts about iShares Russell 2000 Value ETF (IWN) and Vanguard High Dividend Yield ETF (VYM).
IWN and VYM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWN is a passively managed fund by iShares that tracks the performance of the Russell 2000 Value Index. It was launched on Jul 24, 2000. VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Nov 10, 2006. Both IWN and VYM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IWN or VYM.
Performance
IWN vs. VYM - Performance Comparison
Returns By Period
In the year-to-date period, IWN achieves a 13.21% return, which is significantly lower than VYM's 19.54% return. Over the past 10 years, IWN has underperformed VYM with an annualized return of 7.78%, while VYM has yielded a comparatively higher 9.92% annualized return.
IWN
13.21%
1.90%
10.40%
27.83%
9.09%
7.78%
VYM
19.54%
-0.46%
9.21%
28.77%
10.85%
9.92%
Key characteristics
| IWN | VYM | |
|---|---|---|
| Sharpe Ratio | 1.40 | 2.67 |
| Sortino Ratio | 2.09 | 3.80 |
| Omega Ratio | 1.25 | 1.49 |
| Calmar Ratio | 1.55 | 5.43 |
| Martin Ratio | 7.34 | 17.26 |
| Ulcer Index | 4.06% | 1.63% |
| Daily Std Dev | 21.22% | 10.55% |
| Max Drawdown | -61.55% | -56.98% |
| Current Drawdown | -4.00% | -1.58% |
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IWN vs. VYM - Expense Ratio Comparison
IWN has a 0.24% expense ratio, which is higher than VYM's 0.06% 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%.
Correlation
The correlation between IWN and VYM is 0.85, 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.
Risk-Adjusted Performance
IWN vs. VYM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 Value ETF (IWN) 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.
Dividends
IWN vs. VYM - Dividend Comparison
IWN's dividend yield for the trailing twelve months is around 1.73%, less than VYM's 2.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWN iShares Russell 2000 Value ETF | 1.73% | 2.04% | 2.12% | 1.48% | 1.60% | 1.92% | 1.99% | 1.78% | 1.74% | 2.15% | 1.88% | 1.77% |
VYM Vanguard High Dividend Yield ETF | 2.78% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
Drawdowns
IWN vs. VYM - Drawdown Comparison
The maximum IWN drawdown since its inception was -61.55%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for IWN and VYM. For additional features, visit the drawdowns tool.
Volatility
IWN vs. VYM - Volatility Comparison
iShares Russell 2000 Value ETF (IWN) has a higher volatility of 8.03% compared to Vanguard High Dividend Yield ETF (VYM) at 3.80%. This indicates that IWN'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.