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IYJ vs. VIS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IYJ and VIS is 0.98, 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.


-0.50.00.51.01.0

Performance

IYJ vs. VIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Industrials ETF (IYJ) and Vanguard Industrials ETF (VIS). The values are adjusted to include any dividend payments, if applicable.

500.00%550.00%600.00%650.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
597.97%
623.10%
IYJ
VIS

Key characteristics

Sharpe Ratio

IYJ:

1.61

VIS:

1.44

Sortino Ratio

IYJ:

2.30

VIS:

2.10

Omega Ratio

IYJ:

1.29

VIS:

1.26

Calmar Ratio

IYJ:

3.04

VIS:

2.53

Martin Ratio

IYJ:

8.73

VIS:

8.45

Ulcer Index

IYJ:

2.49%

VIS:

2.50%

Daily Std Dev

IYJ:

13.52%

VIS:

14.65%

Max Drawdown

IYJ:

-61.97%

VIS:

-63.51%

Current Drawdown

IYJ:

-5.90%

VIS:

-7.43%

Returns By Period

The year-to-date returns for both stocks are quite close, with IYJ having a 19.19% return and VIS slightly lower at 18.50%. Both investments have delivered pretty close results over the past 10 years, with IYJ having a 10.95% annualized return and VIS not far behind at 10.92%.


IYJ

YTD

19.19%

1M

-2.55%

6M

12.25%

1Y

20.36%

5Y*

11.18%

10Y*

10.95%

VIS

YTD

18.50%

1M

-5.27%

6M

9.81%

1Y

19.20%

5Y*

12.36%

10Y*

10.92%

Compare stocks, funds, or ETFs

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


IYJ vs. VIS - Expense Ratio Comparison

IYJ has a 0.42% expense ratio, which is higher than VIS's 0.10% expense ratio.


IYJ
iShares U.S. Industrials ETF
Expense ratio chart for IYJ: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
Expense ratio chart for VIS: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

IYJ vs. VIS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Industrials ETF (IYJ) and Vanguard Industrials ETF (VIS). 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.


Sharpe ratio
The chart of Sharpe ratio for IYJ, currently valued at 1.61, compared to the broader market0.002.004.001.611.44
The chart of Sortino ratio for IYJ, currently valued at 2.30, compared to the broader market-2.000.002.004.006.008.0010.002.302.10
The chart of Omega ratio for IYJ, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.291.26
The chart of Calmar ratio for IYJ, currently valued at 3.04, compared to the broader market0.005.0010.0015.003.042.53
The chart of Martin ratio for IYJ, currently valued at 8.73, compared to the broader market0.0020.0040.0060.0080.00100.008.738.45
IYJ
VIS

The current IYJ Sharpe Ratio is 1.61, which is comparable to the VIS Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of IYJ and VIS, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.61
1.44
IYJ
VIS

Dividends

IYJ vs. VIS - Dividend Comparison

IYJ's dividend yield for the trailing twelve months is around 0.87%, less than VIS's 1.59% yield.


TTM20232022202120202019201820172016201520142013
IYJ
iShares U.S. Industrials ETF
0.87%1.05%1.05%0.76%1.01%1.32%1.43%1.29%1.38%1.53%1.46%1.14%
VIS
Vanguard Industrials ETF
1.59%1.36%1.52%1.11%1.38%1.69%1.91%1.60%1.81%1.94%1.57%1.06%

Drawdowns

IYJ vs. VIS - Drawdown Comparison

The maximum IYJ drawdown since its inception was -61.97%, roughly equal to the maximum VIS drawdown of -63.51%. Use the drawdown chart below to compare losses from any high point for IYJ and VIS. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.90%
-7.43%
IYJ
VIS

Volatility

IYJ vs. VIS - Volatility Comparison

iShares U.S. Industrials ETF (IYJ) and Vanguard Industrials ETF (VIS) have volatilities of 4.44% and 4.30%, 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%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.44%
4.30%
IYJ
VIS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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