IXJ vs. VTV
Compare and contrast key facts about iShares Global Healthcare ETF (IXJ) and Vanguard Value ETF (VTV).
IXJ and VTV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IXJ is a passively managed fund by iShares that tracks the performance of the S&P Global Healthcare Sector Index. It was launched on Nov 13, 2001. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004. Both IXJ and VTV 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: IXJ or VTV.
Performance
IXJ vs. VTV - Performance Comparison
Returns By Period
In the year-to-date period, IXJ achieves a 3.36% return, which is significantly lower than VTV's 19.95% return. Over the past 10 years, IXJ has underperformed VTV with an annualized return of 7.53%, while VTV has yielded a comparatively higher 10.47% annualized return.
IXJ
3.36%
-8.79%
-3.94%
9.80%
7.57%
7.53%
VTV
19.95%
-0.91%
8.89%
28.68%
11.42%
10.47%
Key characteristics
| IXJ | VTV | |
|---|---|---|
| Sharpe Ratio | 0.95 | 2.79 |
| Sortino Ratio | 1.37 | 3.93 |
| Omega Ratio | 1.17 | 1.51 |
| Calmar Ratio | 0.84 | 5.57 |
| Martin Ratio | 3.34 | 17.90 |
| Ulcer Index | 3.03% | 1.59% |
| Daily Std Dev | 10.64% | 10.17% |
| Max Drawdown | -40.60% | -59.27% |
| Current Drawdown | -12.10% | -1.69% |
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IXJ vs. VTV - Expense Ratio Comparison
IXJ has a 0.46% expense ratio, which is higher than VTV's 0.04% expense ratio.
Correlation
The correlation between IXJ and VTV is 0.74, 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
IXJ vs. VTV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Healthcare ETF (IXJ) and Vanguard Value ETF (VTV). 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
IXJ vs. VTV - Dividend Comparison
IXJ's dividend yield for the trailing twelve months is around 1.38%, less than VTV's 2.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXJ iShares Global Healthcare ETF | 1.38% | 1.38% | 1.17% | 1.12% | 1.27% | 1.42% | 2.11% | 1.47% | 1.73% | 2.85% | 1.38% | 1.51% |
VTV Vanguard Value ETF | 2.25% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
IXJ vs. VTV - Drawdown Comparison
The maximum IXJ drawdown since its inception was -40.60%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for IXJ and VTV. For additional features, visit the drawdowns tool.
Volatility
IXJ vs. VTV - Volatility Comparison
The current volatility for iShares Global Healthcare ETF (IXJ) is 3.09%, while Vanguard Value ETF (VTV) has a volatility of 3.65%. This indicates that IXJ experiences smaller price fluctuations and is considered to be less risky than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.