MFVL vs. IWX
MFVL (Motley Fool Value Factor ETF) and IWX (iShares Russell Top 200 Value ETF) are both Large Cap Value Equities funds. MFVL is actively managed, while IWX is passively managed. At a 0.48 correlation, their price movements are largely independent. MFVL charges 0.50%/yr vs 0.20%/yr for IWX.
Performance
MFVL vs. IWX - Performance Comparison
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Returns By Period
In the year-to-date period, MFVL achieves a 1.60% return, which is significantly lower than IWX's 18.09% return.
MFVL
- 1D
- 0.55%
- 1M
- 1.89%
- 6M
- -0.41%
- YTD
- 1.60%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IWX
- 1D
- 0.15%
- 1M
- 2.54%
- 6M
- 14.50%
- YTD
- 18.09%
- 1Y
- 29.24%
- 3Y*
- 19.16%
- 5Y*
- 12.18%
- 10Y*
- 11.75%
MFVL vs. IWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MFVL Motley Fool Value Factor ETF | 1.60% | 1.22% |
IWX iShares Russell Top 200 Value ETF | 18.09% | 1.44% |
Correlation
The correlation between MFVL and IWX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 9, 2025 | 0.48 |
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Return for Risk
MFVL vs. IWX — Risk / Return Rank
MFVL
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IWX
MFVL vs. IWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Motley Fool Value Factor ETF (MFVL) and iShares Russell Top 200 Value ETF (IWX). 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.
| MFVL | IWX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.49 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 4.38 | — |
| Martin ratioReturn relative to average drawdown | — | 18.71 | — |
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Drawdowns
MFVL vs. IWX - Drawdown Comparison
The maximum MFVL drawdown since its inception was -7.03%, smaller than the maximum IWX drawdown of -35.76%. Use the drawdown chart below to compare losses from any high point for MFVL and IWX.
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Drawdown Indicators
| MFVL | IWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.03% | -35.76% | +28.73% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.59% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.37% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.13% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.76% | — |
Current DrawdownCurrent decline from peak | -2.12% | -0.43% | -1.69% |
Average DrawdownAverage peak-to-trough decline | -2.67% | -3.80% | +1.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.54% | — |
Volatility
MFVL vs. IWX - Volatility Comparison
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Volatility by Period
| MFVL | IWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.03% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.41% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.64% | 10.69% | +1.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.64% | 13.90% | -1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.64% | 16.47% | -3.83% |
MFVL vs. IWX - Expense Ratio Comparison
MFVL has a 0.50% expense ratio, which is higher than IWX's 0.20% expense ratio.
Dividends
MFVL vs. IWX - Dividend Comparison
MFVL has not paid dividends to shareholders, while IWX's dividend yield for the trailing twelve months is around 1.42%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWX iShares Russell Top 200 Value ETF | 1.42% | 1.59% | 1.97% | 2.13% | 2.07% | 1.79% | 2.12% | 2.60% | 2.66% | 2.12% | 2.22% | 2.77% |
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% |
Frequently Asked Questions
MFVL and IWX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IWX is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IWX is cheaper with a 0.20% expense ratio, compared with 0.50% for MFVL.
IWX has the higher dividend yield at 1.42%, compared with 0.00% for MFVL.
They also come from different issuers: Motley Fool and iShares. Their fees differ too: 0.50% for MFVL and 0.20% for IWX.
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