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IWX vs. MFVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWX vs. MFVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell Top 200 Value ETF (IWX) and Motley Fool Value Factor ETF (MFVL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWX achieves a 14.74% return, which is significantly higher than MFVL's 1.07% return.


IWX

1D
0.84%
1M
4.24%
YTD
14.74%
6M
15.73%
1Y
30.38%
3Y*
19.30%
5Y*
11.25%
10Y*
11.67%

MFVL

1D
0.68%
1M
1.52%
YTD
1.07%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWX vs. MFVL - Yearly Performance Comparison


2026 (YTD)2025
IWX
iShares Russell Top 200 Value ETF
14.74%1.73%
MFVL
Motley Fool Value Factor ETF
1.07%1.39%

Correlation

The correlation between IWX and MFVL is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 10, 2025

0.52

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Return for Risk

IWX vs. MFVL — Risk / Return Rank

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

IWX
IWX Risk / Return Rank: 8989
Overall Rank
IWX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IWX Sortino Ratio Rank: 9191
Sortino Ratio Rank
IWX Omega Ratio Rank: 8989
Omega Ratio Rank
IWX Calmar Ratio Rank: 8585
Calmar Ratio Rank
IWX Martin Ratio Rank: 8989
Martin Ratio Rank

MFVL
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.

IWX vs. MFVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Top 200 Value ETF (IWX) and Motley Fool Value Factor ETF (MFVL). 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.


IWXMFVLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.55

Calmar ratioReturn relative to maximum drawdown

4.63

Martin ratioReturn relative to average drawdown

19.89

IWX vs. MFVL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IWXMFVLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.43

+0.27

Drawdowns

IWX vs. MFVL - Drawdown Comparison

The maximum IWX drawdown since its inception was -35.76%, which is greater than MFVL's maximum drawdown of -7.03%. Use the drawdown chart below to compare losses from any high point for IWX and MFVL.


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Drawdown Indicators


IWXMFVLDifference

Max Drawdown

Largest peak-to-trough decline

-35.76%

-7.03%

-28.73%

Max Drawdown (1Y)

Largest decline over 1 year

-6.59%

Max Drawdown (3Y)

Largest decline over 3 years

-13.37%

Max Drawdown (5Y)

Largest decline over 5 years

-18.13%

Max Drawdown (10Y)

Largest decline over 10 years

-35.76%

Current Drawdown

Current decline from peak

0.00%

-2.63%

+2.63%

Average Drawdown

Average peak-to-trough decline

-3.82%

-2.42%

-1.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

Volatility

IWX vs. MFVL - Volatility Comparison


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Volatility by Period


IWXMFVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.76%

Volatility (6M)

Calculated over the trailing 6-month period

7.69%

Volatility (1Y)

Calculated over the trailing 1-year period

10.04%

12.14%

-2.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.85%

12.14%

+1.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.51%

12.14%

+4.37%

IWX vs. MFVL - Expense Ratio Comparison

IWX has a 0.20% expense ratio, which is lower than MFVL's 0.50% expense ratio.


Dividends

IWX vs. MFVL - Dividend Comparison

IWX's dividend yield for the trailing twelve months is around 1.47%, while MFVL has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IWX
iShares Russell Top 200 Value ETF
1.47%1.59%1.97%2.13%2.07%1.79%2.12%2.60%2.66%2.12%2.22%2.77%
MFVL
Motley Fool Value Factor ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IWX and MFVL have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWX is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWX is cheaper with a 0.20% expense ratio, compared with 0.50% for MFVL.

IWX has the higher dividend yield at 1.47%, compared with 0.00% for MFVL.

They also come from different issuers: iShares and Motley Fool. Their fees differ too: 0.20% for IWX and 0.50% for MFVL.

Portfolio Optimizer

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