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IYZ vs. VOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IYZ and VOX is 0.85, 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.


-0.50.00.51.00.9

Performance

IYZ vs. VOX - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
28.90%
14.89%
IYZ
VOX

Key characteristics

Sharpe Ratio

IYZ:

1.65

VOX:

2.22

Sortino Ratio

IYZ:

2.28

VOX:

2.90

Omega Ratio

IYZ:

1.29

VOX:

1.40

Calmar Ratio

IYZ:

0.59

VOX:

1.69

Martin Ratio

IYZ:

3.60

VOX:

15.78

Ulcer Index

IYZ:

6.67%

VOX:

2.26%

Daily Std Dev

IYZ:

14.53%

VOX:

16.10%

Max Drawdown

IYZ:

-77.12%

VOX:

-57.18%

Current Drawdown

IYZ:

-19.73%

VOX:

-3.28%

Returns By Period

In the year-to-date period, IYZ achieves a 22.23% return, which is significantly lower than VOX's 35.52% return. Over the past 10 years, IYZ has underperformed VOX with an annualized return of 1.53%, while VOX has yielded a comparatively higher 8.24% annualized return.


IYZ

YTD

22.23%

1M

-1.10%

6M

28.90%

1Y

24.03%

5Y*

0.59%

10Y*

1.53%

VOX

YTD

35.52%

1M

3.38%

6M

16.43%

1Y

35.64%

5Y*

12.00%

10Y*

8.24%

Compare stocks, funds, or ETFs

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


IYZ vs. VOX - Expense Ratio Comparison

IYZ has a 0.42% expense ratio, which is higher than VOX's 0.10% expense ratio.


IYZ
iShares U.S. Telecommunications ETF
Expense ratio chart for IYZ: 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 VOX: 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

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.


Sharpe ratio
The chart of Sharpe ratio for IYZ, currently valued at 1.65, compared to the broader market0.002.004.001.652.22
The chart of Sortino ratio for IYZ, currently valued at 2.28, compared to the broader market-2.000.002.004.006.008.0010.002.282.90
The chart of Omega ratio for IYZ, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.291.40
The chart of Calmar ratio for IYZ, currently valued at 0.65, compared to the broader market0.005.0010.0015.000.651.69
The chart of Martin ratio for IYZ, currently valued at 3.60, compared to the broader market0.0020.0040.0060.0080.00100.003.6015.71
IYZ
VOX

The current IYZ Sharpe Ratio is 1.65, which is comparable to the VOX Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of IYZ and VOX, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.65
2.22
IYZ
VOX

Dividends

IYZ vs. VOX - Dividend Comparison

IYZ's dividend yield for the trailing twelve months is around 1.91%, more than VOX's 1.04% yield.


TTM20232022202120202019201820172016201520142013
IYZ
iShares U.S. Telecommunications ETF
1.91%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
1.04%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.25%
-3.28%
IYZ
VOX

Volatility

IYZ vs. VOX - Volatility Comparison

The current volatility for iShares U.S. Telecommunications ETF (IYZ) is 4.60%, while Vanguard Communication Services ETF (VOX) has a volatility of 5.04%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.60%
5.04%
IYZ
VOX
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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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