MFVL vs. IVE

Last updated Apr 1, 2026

Compare and contrast key facts about Motley Fool Value Factor ETF (MFVL) and iShares S&P 500 Value ETF (IVE).

MFVL and IVE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MFVL is an actively managed fund by Motley Fool. It was launched on Dec 8, 2025. IVE is a passively managed fund by iShares that tracks the performance of the S&P 500 Value Index. It was launched on May 22, 2000.

Performance

MFVL vs. IVE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Value Factor ETF (MFVL) and iShares S&P 500 Value ETF (IVE). The values are adjusted to include any dividend payments, if applicable.

MFVL vs. IVE - Yearly Performance Comparison

	2026 (YTD)	2025
MFVL Motley Fool Value Factor ETF	-1.60%	1.39%
IVE iShares S&P 500 Value ETF	-0.07%	0.93%

Returns By Period

In the year-to-date period, MFVL achieves a -1.60% return, which is significantly lower than IVE's -0.07% return.

MFVL

• 1D: 1.37%
• 1M: -5.21%
• YTD: -1.60%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IVE

• 1D: 1.70%
• 1M: -4.58%
• YTD: -0.07%
• 6M: 3.10%
• 1Y: 12.68%
• 3Y*: 13.69%
• 5Y*: 10.30%
• 10Y*: 11.25%

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

MFVL vs. IVE - Expense Ratio Comparison

MFVL has a 0.50% expense ratio, which is higher than IVE's 0.18% expense ratio.

MFVL

Motley Fool Value Factor ETF

IVE

iShares S&P 500 Value ETF

Return for Risk

MFVL vs. IVE — Risk / Return Rank

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

IVE

IVE Risk / Return Rank: 51
IVE Sharpe Ratio Rank: 48
IVE Sortino Ratio Rank: 48
IVE Omega Ratio Rank: 52
IVE Calmar Ratio Rank: 49
IVE Martin Ratio Rank: 59

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.

MFVL vs. IVE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Value Factor ETF (MFVL) and iShares S&P 500 Value ETF (IVE). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	MFVL	IVE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.82	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.72	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.66	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.07	0.38	-0.45

Correlation

The correlation between MFVL and IVE is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

MFVL vs. IVE - Dividend Comparison

MFVL has not paid dividends to shareholders, while IVE's dividend yield for the trailing twelve months is around 1.64%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MFVL Motley Fool Value Factor ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IVE iShares S&P 500 Value ETF	1.64%	1.61%	2.04%	1.65%	2.10%	1.81%	2.37%	2.11%	2.74%	2.12%	2.26%	2.44%

Drawdowns

MFVL vs. IVE - Drawdown Comparison

The maximum MFVL drawdown since its inception was -6.49%, smaller than the maximum IVE drawdown of -61.32%. Use the drawdown chart below to compare losses from any high point for MFVL and IVE.

Drawdown Indicators

	MFVL	IVE	Difference
Max Drawdown Largest peak-to-trough decline	-6.49%	-61.32%	+54.83%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.00%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-18.04%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.04%	—
Current Drawdown Current decline from peak	-5.21%	-4.58%	-0.63%
Average Drawdown Average peak-to-trough decline	-1.41%	-10.17%	+8.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.55%	—

Volatility

Volatility by Period

	MFVL	IVE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.82%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.70%	—
Volatility (1Y) Calculated over the trailing 1-year period	11.67%	15.61%	-3.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.67%	14.45%	-2.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.67%	16.98%	-5.31%