LSVQX vs. IUSV
LSVQX (LSV Small Cap Value Fund) and IUSV (iShares Core S&P U.S. Value ETF) are both funds - LSVQX is a Small Cap Value Equities fund managed by LSV, while IUSV is a Large Cap Value Equities fund tracking the S&P 900 Value Index. Over the past 10 years, LSVQX returned 9.37%/yr vs 12.30%/yr for IUSV. Their correlation of 0.86 suggests significant overlap in exposure. LSVQX charges 0.83%/yr vs 0.04%/yr for IUSV.
Performance
LSVQX vs. IUSV - Performance Comparison
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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%
LSVQX vs. IUSV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
LSVQX
IUSV
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.
| LSVQX | IUSV | Difference | |
|---|---|---|---|
| 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 |
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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
| LSVQX | IUSV | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.62% | -1.31% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -7.42% | -6.28% | -1.14% |
Ulcer IndexDepth 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
| LSVQX | IUSV | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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