LIVIX vs. IVLU
LIVIX (BlackRock LifePath Index 2055 Fund) and IVLU (iShares MSCI International Value Factor ETF) are both funds - LIVIX is a Target Retirement Date fund managed by BlackRock, while IVLU is a Foreign Large Cap Equities fund tracking the MSCI World ex USA Enhanced Value Index. Over the past 10 years, LIVIX returned 11.99%/yr vs 11.63%/yr for IVLU. A 0.78 correlation means they provide meaningful diversification when combined. LIVIX charges 0.10%/yr vs 0.30%/yr for IVLU.
Performance
LIVIX vs. IVLU - Performance Comparison
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Returns By Period
In the year-to-date period, LIVIX achieves a 10.64% return, which is significantly lower than IVLU's 12.96% return. Both investments have delivered pretty close results over the past 10 years, with LIVIX having a 11.99% annualized return and IVLU not far behind at 11.63%.
LIVIX
- 1D
- 2.40%
- 1M
- 1.51%
- YTD
- 10.64%
- 6M
- 11.33%
- 1Y
- 26.62%
- 3Y*
- 18.60%
- 5Y*
- 9.73%
- 10Y*
- 11.99%
IVLU
- 1D
- 0.56%
- 1M
- 2.48%
- YTD
- 12.96%
- 6M
- 14.33%
- 1Y
- 35.32%
- 3Y*
- 23.53%
- 5Y*
- 14.06%
- 10Y*
- 11.63%
LIVIX vs. IVLU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LIVIX BlackRock LifePath Index 2055 Fund | 10.64% | 21.57% | 13.60% | 21.62% | -18.38% | 18.75% | 14.99% | 26.76% | -7.83% | 21.38% |
IVLU iShares MSCI International Value Factor ETF | 12.96% | 46.09% | 6.76% | 20.07% | -5.73% | 15.60% | -4.50% | 15.60% | -15.10% | 23.10% |
Correlation
The correlation between LIVIX and IVLU is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2015 | 0.78 |
The correlation between LIVIX and IVLU has been stable across timeframes, ranging from 0.78 to 0.82 - a consistent structural relationship.
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Return for Risk
LIVIX vs. IVLU — Risk / Return Rank
LIVIX
IVLU
LIVIX vs. IVLU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock LifePath Index 2055 Fund (LIVIX) and iShares MSCI International Value Factor ETF (IVLU). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LIVIX | IVLU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.39 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.72 | 2.90 | -0.18 |
| Martin ratioReturn relative to average drawdown | 11.79 | 11.01 | +0.78 |
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Drawdowns
LIVIX vs. IVLU - Drawdown Comparison
The maximum LIVIX drawdown since its inception was -34.44%, smaller than the maximum IVLU drawdown of -41.85%. Use the drawdown chart below to compare losses from any high point for LIVIX and IVLU.
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Drawdown Indicators
| LIVIX | IVLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.44% | -41.85% | +7.41% |
Max Drawdown (1Y)Largest decline over 1 year | -9.44% | -11.69% | +2.25% |
Max Drawdown (3Y)Largest decline over 3 years | -17.39% | -15.48% | -1.91% |
Max Drawdown (5Y)Largest decline over 5 years | -26.45% | -26.04% | -0.41% |
Max Drawdown (10Y)Largest decline over 10 years | -34.44% | -41.85% | +7.41% |
Current DrawdownCurrent decline from peak | -2.17% | -0.53% | -1.64% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -8.57% | +4.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 3.09% | -0.91% |
Volatility
LIVIX vs. IVLU - Volatility Comparison
BlackRock LifePath Index 2055 Fund (LIVIX) and iShares MSCI International Value Factor ETF (IVLU) have volatilities of 5.27% and 5.44%, 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.
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Volatility by Period
| LIVIX | IVLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.27% | 5.44% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 10.94% | 12.85% | -1.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.23% | 15.65% | -2.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.95% | 16.58% | -0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.76% | 17.66% | -0.90% |
LIVIX vs. IVLU - Expense Ratio Comparison
LIVIX has a 0.10% expense ratio, which is lower than IVLU's 0.30% expense ratio.
Dividends
LIVIX vs. IVLU - Dividend Comparison
LIVIX's dividend yield for the trailing twelve months is around 2.24%, less than IVLU's 3.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVLU iShares MSCI International Value Factor ETF | 3.28% | 3.71% | 4.46% | 4.69% | 3.59% | 3.47% | 2.05% | 3.53% | 2.82% | 2.87% | 2.53% | 0.93% |
LIVIX BlackRock LifePath Index 2055 Fund | 2.24% | 2.48% | 0.01% | 2.04% | 1.96% | 2.04% | 1.56% | 2.95% | 2.35% | 2.27% | 1.54% | 2.88% |
Frequently Asked Questions
LIVIX and IVLU have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IVLU has higher volatility (5.44%) compared to LIVIX (5.27%). In terms of maximum drawdown, LIVIX dropped -34.44% vs IVLU's -41.85%.
IVLU currently has the higher Sharpe Ratio (2.17 vs 1.94), 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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