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KVLE vs. IGF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

KVLE vs. IGF

Last updated Jun 4, 2026

KVLE (KFA Value Liner Dynamic Core Equity Index ETF) and IGF (iShares Global Infrastructure ETF) are both exchange-traded funds - KVLE is a Large Cap Value Equities fund tracking the 3D/L Value Line Dynamic Core Equity Index, while IGF is a Industrials Equities fund tracking the S&P Global Infrastructure Index. Both are passively managed. Over the past 5 years, KVLE returned 9.67%/yr vs 10.15%/yr for IGF. A 0.67 correlation means they provide meaningful diversification when combined. KVLE charges 0.56%/yr vs 0.39%/yr for IGF.

Performance

KVLE vs. IGF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KFA Value Liner Dynamic Core Equity Index ETF (KVLE) and iShares Global Infrastructure ETF (IGF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KVLE achieves a 10.22% return, which is significantly higher than IGF's 8.05% return.

KVLE

1D
-0.91%
1M
4.69%
YTD
10.22%
6M
9.55%
1Y
18.85%
3Y*
14.93%
5Y*
9.67%
10Y*
—

IGF

1D
-0.57%
1M
-1.85%
YTD
8.05%
6M
7.91%
1Y
15.30%
3Y*
15.91%
5Y*
10.15%
10Y*
8.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KVLE vs. IGF - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
KVLE
KFA Value Liner Dynamic Core Equity Index ETF		10.22%9.34%18.25%10.49%-5.96%28.01%1.36%
IGF
iShares Global Infrastructure ETF		8.05%21.31%14.81%6.14%-1.26%11.57%0.13%

Correlation

The correlation between KVLE and IGF is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.52

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2020

0.67

The correlation between KVLE and IGF shifts across timeframes, from 0.52 (1 year) to 0.68 (5 years), reflecting how their relationship changes across market environments.

KVLE vs. IGF - Sectors Allocation Comparison

Sectors
KVLE
IGF

Technology

27.0%

-

Industrials

12.6%
38.8%

Financial Services

12.2%

-

Real Estate

12.0%
0.1%

Healthcare

9.3%

-

Consumer Cyclical

9.2%

-

Consumer Defensive

6.8%

-

Energy

4.6%
20.1%

Communication Services

3.9%

-

Basic Materials

1.3%

-

Utilities

0.7%
41.1%

Technology

KVLE
27.0%
IGF

-

Industrials

KVLE
12.6%
IGF
38.8%

Financial Services

KVLE
12.2%
IGF

-

Real Estate

KVLE
12.0%
IGF
0.1%

Healthcare

KVLE
9.3%
IGF

-

Consumer Cyclical

KVLE
9.2%
IGF

-

Consumer Defensive

KVLE
6.8%
IGF

-

Energy

KVLE
4.6%
IGF
20.1%

Communication Services

KVLE
3.9%
IGF

-

Basic Materials

KVLE
1.3%
IGF

-

Utilities

KVLE
0.7%
IGF
41.1%

Compare stocks, funds, or ETFs

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KFA Value Liner Dynamic Core Equity Index ETF

iShares Global Infrastructure ETF

Often compared with KVLE:
KVLE vs. SPYKVLE vs. SCHDKVLE vs. VTVKVLE vs. VOOKVLE vs. DOGGKVLE vs. KLIPKVLE vs. KWEB
Often compared with IGF:
IGF vs. IFRAIGF vs. GIIIGF vs. NFRAIGF vs. SPYIGF vs. GLIFXIGF vs. VPUIGF vs. XLU

Return for Risk

KVLE vs. IGF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
KVLE
KVLE Risk / Return Rank: 4747
Overall Rank
KVLE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
KVLE Sortino Ratio Rank: 5151
Sortino Ratio Rank
KVLE Omega Ratio Rank: 4949
Omega Ratio Rank
KVLE Calmar Ratio Rank: 4040
Calmar Ratio Rank
KVLE Martin Ratio Rank: 4646
Martin Ratio Rank
IGF
IGF Risk / Return Rank: 4444
Overall Rank
IGF Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
IGF Sortino Ratio Rank: 4040
Sortino Ratio Rank
IGF Omega Ratio Rank: 3939
Omega Ratio Rank
IGF Calmar Ratio Rank: 5252
Calmar Ratio Rank
IGF Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

KVLE vs. IGF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KFA Value Liner Dynamic Core Equity Index ETF (KVLE) and iShares Global Infrastructure ETF (IGF). 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.

KVLEIGFDifference
Sharpe ratioReturn per unit of total volatility
1.72
1.47

+0.25

Sortino ratioReturn per unit of downside risk
2.45
2.10

+0.35

Omega ratioGain probability vs. loss probability

1.31

1.26

+0.05

Calmar ratioReturn relative to maximum drawdown

1.97

2.62

-0.64

Martin ratioReturn relative to average drawdown

7.57

8.05

-0.48

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KVLE vs. IGF - Sharpe Ratio Comparison

The current KVLE Sharpe Ratio is 1.72, which is comparable to the IGF Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of KVLE and IGF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

KVLEIGFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

1.47

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.73

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.49

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.24

+0.64

Drawdowns

KVLE vs. IGF - Drawdown Comparison

The maximum KVLE drawdown since its inception was -18.38%, smaller than the maximum IGF drawdown of -58.33%. Use the drawdown chart below to compare losses from any high point for KVLE and IGF.

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Drawdown Indicators

KVLEIGFDifference

Max Drawdown

Largest peak-to-trough decline

-18.38%

-58.33%

+39.95%

Max Drawdown (1Y)

Largest decline over 1 year

-9.59%

-5.87%

-3.72%

Max Drawdown (3Y)

Largest decline over 3 years

-16.39%

-14.28%

-2.11%

Max Drawdown (5Y)

Largest decline over 5 years

-18.38%

-20.83%

+2.45%

Max Drawdown (10Y)

Largest decline over 10 years

—

-42.11%

—

Current Drawdown

Current decline from peak

-0.91%

-4.43%

+3.52%

Average Drawdown

Average peak-to-trough decline

-3.21%

-11.87%

+8.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

1.90%

+0.60%

Volatility

KVLE vs. IGF - Volatility Comparison

The current volatility for KFA Value Liner Dynamic Core Equity Index ETF (KVLE) is 2.64%, while iShares Global Infrastructure ETF (IGF) has a volatility of 3.68%. This indicates that KVLE experiences smaller price fluctuations and is considered to be less risky than IGF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

KVLEIGFDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.64%

3.68%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

8.35%

8.59%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

11.04%

10.49%

+0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.51%

13.99%

+0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.33%

16.83%

-2.50%

KVLE vs. IGF - Expense Ratio Comparison

KVLE has a 0.56% expense ratio, which is higher than IGF's 0.39% expense ratio.

Dividends

KVLE vs. IGF - Dividend Comparison

KVLE's dividend yield for the trailing twelve months is around 7.30%, more than IGF's 2.98% yield.

PositionTTM20252024202320222021202020192018201720162015
IGF
iShares Global Infrastructure ETF		2.98%3.23%3.21%3.36%2.67%2.42%2.33%3.27%3.52%2.95%2.98%3.25%
KVLE
KFA Value Liner Dynamic Core Equity Index ETF		7.30%7.90%7.99%2.53%5.78%9.51%0.35%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

KVLE and IGF have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGF has higher volatility (3.68%) compared to KVLE (2.64%). In terms of maximum drawdown, KVLE dropped -18.38% vs IGF's -58.33%.

On 5-year performance, IGF leads with 10.15% vs 9.67% for KVLE. On fees, IGF is cheaper at 0.39% per year. On volatility, KVLE has been the lower-risk option at 2.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IGF has performed better with a 10.15% return vs 9.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGF is cheaper with a 0.39% expense ratio, compared with 0.56% for KVLE.

KVLE has the higher dividend yield at 7.30%, compared with 2.98% for IGF.

KVLE is categorized as Large Cap Value Equities, while IGF is Industrials Equities. KVLE tracks 3D/L Value Line Dynamic Core Equity Index, while IGF tracks S&P Global Infrastructure Index. They also come from different issuers: CICC and iShares. Their fees differ too: 0.56% for KVLE and 0.39% for IGF.

KVLE currently has the higher Sharpe Ratio (1.72 vs 1.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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