PortfoliosLab logo
IYF vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IYF and VOO is 0.84, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

IYF vs. VOO - Performance Comparison

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

400.00%450.00%500.00%550.00%600.00%NovemberDecember2025FebruaryMarchApril
435.77%
557.08%
IYF
VOO

Key characteristics

Sharpe Ratio

IYF:

0.89

VOO:

0.54

Sortino Ratio

IYF:

1.32

VOO:

0.88

Omega Ratio

IYF:

1.19

VOO:

1.13

Calmar Ratio

IYF:

1.14

VOO:

0.55

Martin Ratio

IYF:

4.30

VOO:

2.27

Ulcer Index

IYF:

4.39%

VOO:

4.55%

Daily Std Dev

IYF:

21.28%

VOO:

19.19%

Max Drawdown

IYF:

-79.09%

VOO:

-33.99%

Current Drawdown

IYF:

-8.22%

VOO:

-9.90%

Returns By Period

In the year-to-date period, IYF achieves a -0.93% return, which is significantly higher than VOO's -5.74% return. Over the past 10 years, IYF has underperformed VOO with an annualized return of 11.24%, while VOO has yielded a comparatively higher 12.12% annualized return.


IYF

YTD

-0.93%

1M

-4.03%

6M

2.58%

1Y

20.14%

5Y*

17.75%

10Y*

11.24%

VOO

YTD

-5.74%

1M

-2.90%

6M

-4.28%

1Y

9.78%

5Y*

15.72%

10Y*

12.12%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IYF vs. VOO - Expense Ratio Comparison

IYF has a 0.42% expense ratio, which is higher than VOO's 0.03% expense ratio.


Expense ratio chart for IYF: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IYF: 0.42%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

IYF vs. VOO — Risk-Adjusted Performance Rank

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

IYF
The Risk-Adjusted Performance Rank of IYF is 8080
Overall Rank
The Sharpe Ratio Rank of IYF is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of IYF is 7878
Sortino Ratio Rank
The Omega Ratio Rank of IYF is 7979
Omega Ratio Rank
The Calmar Ratio Rank of IYF is 8585
Calmar Ratio Rank
The Martin Ratio Rank of IYF is 8282
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IYF vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Financials ETF (IYF) 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.


The chart of Sharpe ratio for IYF, currently valued at 0.89, compared to the broader market-1.000.001.002.003.004.00
IYF: 0.89
VOO: 0.54
The chart of Sortino ratio for IYF, currently valued at 1.32, compared to the broader market-2.000.002.004.006.008.00
IYF: 1.32
VOO: 0.88
The chart of Omega ratio for IYF, currently valued at 1.19, compared to the broader market0.501.001.502.002.50
IYF: 1.19
VOO: 1.13
The chart of Calmar ratio for IYF, currently valued at 1.14, compared to the broader market0.002.004.006.008.0010.0012.00
IYF: 1.14
VOO: 0.55
The chart of Martin ratio for IYF, currently valued at 4.30, compared to the broader market0.0020.0040.0060.00
IYF: 4.30
VOO: 2.27

The current IYF Sharpe Ratio is 0.89, which is higher than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of IYF 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.89
0.54
IYF
VOO

Dividends

IYF vs. VOO - Dividend Comparison

IYF's dividend yield for the trailing twelve months is around 1.37%, which matches VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
IYF
iShares U.S. Financials ETF
1.37%1.29%1.67%1.86%1.27%1.72%1.64%1.90%1.46%1.67%1.66%1.38%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

IYF vs. VOO - Drawdown Comparison

The maximum IYF drawdown since its inception was -79.09%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IYF and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.22%
-9.90%
IYF
VOO

Volatility

IYF vs. VOO - Volatility Comparison

iShares U.S. Financials ETF (IYF) and Vanguard S&P 500 ETF (VOO) have volatilities of 13.84% and 13.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.84%
13.96%
IYF
VOO