MAVF vs. VLUE

Last updated Jun 23, 2026

MAVF (Matrix Advisors Value ETF) and VLUE (iShares MSCI USA Value Factor ETF) are both Large Cap Value Equities funds. MAVF is actively managed, while VLUE is passively managed. Over the past year, MAVF returned 33.23% vs 89.78% for VLUE. A 0.79 correlation means they provide meaningful diversification when combined. MAVF charges 0.75%/yr vs 0.15%/yr for VLUE.

Performance

MAVF vs. VLUE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Matrix Advisors Value ETF (MAVF) and iShares MSCI USA Value Factor ETF (VLUE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MAVF achieves a 11.48% return, which is significantly lower than VLUE's 50.50% return.

MAVF

• 1D: -0.51%
• 1M: 0.44%
• YTD: 11.48%
• 6M: 10.80%
• 1Y: 33.23%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VLUE

• 1D: 2.13%
• 1M: 9.37%
• YTD: 50.50%
• 6M: 49.56%
• 1Y: 89.78%
• 3Y*: 34.06%
• 5Y*: 17.54%
• 10Y*: 15.97%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MAVF vs. VLUE - Yearly Performance Comparison

	2026 (YTD)	2025
MAVF Matrix Advisors Value ETF	11.48%	18.40%
VLUE iShares MSCI USA Value Factor ETF	50.50%	25.50%

Correlation

The correlation between MAVF and VLUE is 0.74, 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	0.74
Correlation (All Time) Calculated using the full available price history since Feb 24, 2025	0.79

The correlation between MAVF and VLUE has been stable across timeframes, ranging from 0.74 to 0.79 - a consistent structural relationship.

MAVF vs. VLUE - Sectors Allocation Comparison

Sectors	MAVF	VLUE
Technology	26.2%	40.7%
Financial Services	25.6%	10.5%
Communication Services	15.2%	9.5%
Consumer Cyclical	11.7%	10.1%
Healthcare	8.0%	7.9%
Industrials	7.4%	8.0%
Consumer Defensive	6.0%	4.4%
Basic Materials	-	1.3%
Energy	-	3.5%
Real Estate	-	1.8%
Utilities	-	2.0%

Return for Risk

MAVF vs. VLUE — Risk / Return Rank

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

MAVF

MAVF Risk / Return Rank: 71
MAVF Sharpe Ratio Rank: 76
MAVF Sortino Ratio Rank: 73
MAVF Omega Ratio Rank: 72
MAVF Calmar Ratio Rank: 63
MAVF Martin Ratio Rank: 69

VLUE

VLUE Risk / Return Rank: 97
VLUE Sharpe Ratio Rank: 97
VLUE Sortino Ratio Rank: 97
VLUE Omega Ratio Rank: 96
VLUE Calmar Ratio Rank: 97
VLUE Martin Ratio Rank: 97

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.

MAVF vs. VLUE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Matrix Advisors Value ETF (MAVF) and iShares MSCI USA Value Factor ETF (VLUE). 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.

	MAVF	VLUE	Difference
Sharpe ratio: Return per unit of total volatility	2.33	4.83	-2.50
Sortino ratio: Return per unit of downside risk	3.15	6.02	-2.87
Omega ratio: Gain probability vs. loss probability	1.41	1.81	-0.40
Calmar ratio: Return relative to maximum drawdown	3.05	9.99	-6.94
Martin ratio: Return relative to average drawdown	12.30	41.99	-29.70

MAVF vs. VLUE - Sharpe Ratio Comparison

The current MAVF Sharpe Ratio is 2.33, which is lower than the VLUE Sharpe Ratio of 4.83. The chart below compares the historical Sharpe Ratios of MAVF and VLUE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MAVF vs. VLUE - Drawdown Comparison

The maximum MAVF drawdown since its inception was -17.13%, smaller than the maximum VLUE drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for MAVF and VLUE.

Drawdown Indicators

	MAVF	VLUE	Difference
Max Drawdown Largest peak-to-trough decline	-17.13%	-39.47%	+22.34%
Max Drawdown (1Y) Largest decline over 1 year	-10.94%	-9.04%	-1.90%
Max Drawdown (3Y) Largest decline over 3 years	—	-17.89%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-27.12%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-39.47%	—
Current Drawdown Current decline from peak	-1.02%	0.00%	-1.02%
Average Drawdown Average peak-to-trough decline	-2.55%	-6.00%	+3.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.71%	2.15%	+0.56%

Volatility

MAVF vs. VLUE - Volatility Comparison

The current volatility for Matrix Advisors Value ETF (MAVF) is 5.01%, while iShares MSCI USA Value Factor ETF (VLUE) has a volatility of 8.92%. This indicates that MAVF experiences smaller price fluctuations and is considered to be less risky than VLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MAVF	VLUE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.01%	8.92%	-3.91%
Volatility (6M) Calculated over the trailing 6-month period	11.23%	15.67%	-4.44%
Volatility (1Y) Calculated over the trailing 1-year period	14.39%	18.74%	-4.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.20%	18.05%	+1.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.20%	19.96%	-0.76%

MAVF vs. VLUE - Expense Ratio Comparison

MAVF has a 0.75% expense ratio, which is higher than VLUE's 0.15% expense ratio.

Dividends

MAVF vs. VLUE - Dividend Comparison

MAVF's dividend yield for the trailing twelve months is around 0.38%, less than VLUE's 1.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MAVF Matrix Advisors Value ETF	0.38%	0.42%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VLUE iShares MSCI USA Value Factor ETF	1.37%	2.11%	2.73%	2.66%	3.18%	2.22%	2.42%	2.61%	2.70%	2.14%	2.07%	2.39%

Frequently Asked Questions

Can I hold both MAVF and VLUE in my portfolio?

MAVF and VLUE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MAVF or VLUE?

VLUE has higher volatility (8.92%) compared to MAVF (5.01%). In terms of maximum drawdown, MAVF dropped -17.13% vs VLUE's -39.47%.

Which ETF is better, MAVF or VLUE?

On 1-year performance, VLUE leads with 89.78% vs 33.23% for MAVF. On fees, VLUE is cheaper at 0.15% per year. On volatility, MAVF has been the lower-risk option at 5.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, MAVF or VLUE?

Over the 1-year period, VLUE has performed better with a 89.78% return vs 33.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, MAVF or VLUE?

VLUE is cheaper with a 0.15% expense ratio, compared with 0.75% for MAVF.

Which ETF pays a higher dividend yield, MAVF or VLUE?

VLUE has the higher dividend yield at 1.37%, compared with 0.38% for MAVF.

What is the main difference between MAVF and VLUE?

They also come from different issuers: Matrix Asset Advisors and iShares. Their fees differ too: 0.75% for MAVF and 0.15% for VLUE.

Which has better risk-adjusted returns?

VLUE currently has the higher Sharpe Ratio (4.83 vs 2.33), 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.