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LSVQX vs. IUSV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LSVQX vs. IUSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LSV Small Cap Value Fund (LSVQX) and iShares Core S&P U.S. Value ETF (IUSV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LSVQX achieves a 15.45% return, which is significantly higher than IUSV's 7.71% return. Over the past 10 years, LSVQX has underperformed IUSV with an annualized return of 9.37%, while IUSV has yielded a comparatively higher 12.30% annualized return.


LSVQX

1D
0.28%
1M
2.90%
YTD
15.45%
6M
13.81%
1Y
28.66%
3Y*
15.26%
5Y*
8.69%
10Y*
9.37%

IUSV

1D
-0.36%
1M
-0.29%
YTD
7.71%
6M
7.04%
1Y
20.11%
3Y*
15.13%
5Y*
11.05%
10Y*
12.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LSVQX vs. IUSV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LSVQX
LSV Small Cap Value Fund
15.45%7.31%4.23%19.02%-6.24%34.54%-5.98%20.59%-17.41%6.12%
IUSV
iShares Core S&P U.S. Value ETF
7.71%12.85%12.18%21.73%-5.40%25.22%1.56%31.47%-9.21%15.09%

Correlation

The correlation between LSVQX and IUSV is 0.84, 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

0.84

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

0.84

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

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2013

0.86

The correlation between LSVQX and IUSV has been stable across timeframes, ranging from 0.84 to 0.87 - a consistent structural relationship.

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Return for Risk

LSVQX vs. IUSV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LSVQX
LSVQX Risk / Return Rank: 5858
Overall Rank
LSVQX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
LSVQX Sortino Ratio Rank: 5454
Sortino Ratio Rank
LSVQX Omega Ratio Rank: 4646
Omega Ratio Rank
LSVQX Calmar Ratio Rank: 8282
Calmar Ratio Rank
LSVQX Martin Ratio Rank: 5555
Martin Ratio Rank

IUSV
IUSV Risk / Return Rank: 6565
Overall Rank
IUSV Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IUSV Sortino Ratio Rank: 6363
Sortino Ratio Rank
IUSV Omega Ratio Rank: 6161
Omega Ratio Rank
IUSV Calmar Ratio Rank: 6767
Calmar Ratio Rank
IUSV Martin Ratio Rank: 6868
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.

LSVQX vs. IUSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LSV Small Cap Value Fund (LSVQX) and iShares Core S&P U.S. Value ETF (IUSV). 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.


LSVQXIUSVDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.34

1.36

-0.02

Calmar ratioReturn relative to maximum drawdown

3.58

3.18

+0.40

Martin ratioReturn relative to average drawdown

10.59

12.08

-1.49

LSVQX vs. IUSV - Sharpe Ratio Comparison

The current LSVQX Sharpe Ratio is 1.94, which is comparable to the IUSV Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of LSVQX and IUSV, 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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Drawdowns

LSVQX vs. IUSV - Drawdown Comparison

The maximum LSVQX drawdown since its inception was -54.77%, roughly equal to the maximum IUSV drawdown of -56.88%. Use the drawdown chart below to compare losses from any high point for LSVQX and IUSV.


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Drawdown Indicators


LSVQXIUSVDifference

Max Drawdown

Largest peak-to-trough decline

-54.77%

-56.88%

+2.11%

Max Drawdown (1Y)

Largest decline over 1 year

-8.48%

-6.36%

-2.12%

Max Drawdown (3Y)

Largest decline over 3 years

-25.76%

-17.76%

-8.00%

Max Drawdown (5Y)

Largest decline over 5 years

-25.76%

-17.95%

-7.81%

Max Drawdown (10Y)

Largest decline over 10 years

-54.77%

-37.54%

-17.23%

Current Drawdown

Current decline from peak

-1.62%

-1.31%

-0.31%

Average Drawdown

Average peak-to-trough decline

-7.42%

-6.28%

-1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

1.67%

+1.19%

Volatility

LSVQX vs. IUSV - Volatility Comparison

LSV Small Cap Value Fund (LSVQX) has a higher volatility of 3.73% compared to iShares Core S&P U.S. Value ETF (IUSV) at 3.03%. This indicates that LSVQX's price experiences larger fluctuations and is considered to be riskier than IUSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSVQXIUSVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.73%

3.03%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

10.43%

7.46%

+2.97%

Volatility (1Y)

Calculated over the trailing 1-year period

15.70%

10.11%

+5.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.30%

14.53%

+5.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.31%

17.04%

+7.27%

LSVQX vs. IUSV - Expense Ratio Comparison

LSVQX has a 0.83% expense ratio, which is higher than IUSV's 0.04% expense ratio.


Dividends

LSVQX vs. IUSV - Dividend Comparison

LSVQX's dividend yield for the trailing twelve months is around 7.04%, more than IUSV's 1.70% yield.


PositionTTM20252024202320222021202020192018201720162015
IUSV
iShares Core S&P U.S. Value ETF
1.70%1.78%2.15%1.75%2.22%1.87%2.40%2.19%2.67%1.93%4.44%7.63%
LSVQX
LSV Small Cap Value Fund
7.04%8.13%1.78%4.73%2.02%1.45%1.83%2.04%7.00%4.78%2.35%3.59%

Frequently Asked Questions


LSVQX and IUSV have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LSVQX has higher volatility (3.73%) compared to IUSV (3.03%). In terms of maximum drawdown, LSVQX dropped -54.77% vs IUSV's -56.88%.

IUSV currently has the higher Sharpe Ratio (2.00 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.

Portfolio Optimizer

Find the right allocation for LSVQX and IUSV

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