IYZ vs. VOX
Compare and contrast key facts about iShares U.S. Telecommunications ETF (IYZ) and Vanguard Communication Services ETF (VOX).
IYZ and VOX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IYZ is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Select Telecommunications Index. It was launched on May 22, 2000. VOX is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Telecommunication Services 25/50 Index. It was launched on Sep 23, 2004. Both IYZ and VOX 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: IYZ or VOX.
Performance
IYZ vs. VOX - Performance Comparison
Returns By Period
In the year-to-date period, IYZ achieves a 19.97% return, which is significantly lower than VOX's 31.04% return. Over the past 10 years, IYZ has underperformed VOX with an annualized return of 1.19%, while VOX has yielded a comparatively higher 7.77% annualized return.
IYZ
19.97%
2.41%
25.63%
28.06%
0.68%
1.19%
VOX
31.04%
3.93%
14.89%
36.45%
12.02%
7.77%
Key characteristics
| IYZ | VOX | |
|---|---|---|
| Sharpe Ratio | 2.06 | 2.39 |
| Sortino Ratio | 2.85 | 3.16 |
| Omega Ratio | 1.35 | 1.43 |
| Calmar Ratio | 0.73 | 1.51 |
| Martin Ratio | 4.44 | 17.07 |
| Ulcer Index | 6.64% | 2.21% |
| Daily Std Dev | 14.27% | 15.82% |
| Max Drawdown | -77.12% | -57.18% |
| Current Drawdown | -21.22% | -1.61% |
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IYZ vs. VOX - Expense Ratio Comparison
IYZ has a 0.42% expense ratio, which is higher than VOX's 0.10% expense ratio.
Correlation
The correlation between IYZ and VOX is 0.86, 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
IYZ vs. VOX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Telecommunications ETF (IYZ) and Vanguard Communication Services ETF (VOX). 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
IYZ vs. VOX - Dividend Comparison
IYZ's dividend yield for the trailing twelve months is around 1.96%, more than VOX's 0.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYZ iShares U.S. Telecommunications ETF | 1.96% | 2.28% | 2.55% | 2.51% | 2.60% | 2.35% | 2.15% | 3.54% | 2.26% | 1.98% | 2.25% | 2.62% |
VOX Vanguard Communication Services ETF | 0.96% | 1.03% | 0.88% | 0.93% | 0.74% | 0.90% | 2.77% | 3.83% | 2.67% | 3.55% | 2.66% | 3.88% |
Drawdowns
IYZ vs. VOX - Drawdown Comparison
The maximum IYZ drawdown since its inception was -77.12%, which is greater than VOX's maximum drawdown of -57.18%. Use the drawdown chart below to compare losses from any high point for IYZ and VOX. For additional features, visit the drawdowns tool.
Volatility
IYZ vs. VOX - Volatility Comparison
The current volatility for iShares U.S. Telecommunications ETF (IYZ) is 4.34%, while Vanguard Communication Services ETF (VOX) has a volatility of 4.60%. This indicates that IYZ experiences smaller price fluctuations and is considered to be less risky than VOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.