MUTHX vs. IWD
Compare and contrast key facts about Franklin Mutual Shares Fund (MUTHX) and iShares Russell 1000 Value ETF (IWD).
MUTHX is managed by Franklin Templeton. It was launched on Jun 30, 1949. IWD is a passively managed fund by iShares that tracks the performance of the Russell 1000 Value Index. It was launched on May 22, 2000.
Performance
MUTHX vs. IWD - Performance Comparison
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MUTHX vs. IWD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MUTHX Franklin Mutual Shares Fund | -2.24% | 11.83% | 12.42% | 13.86% | -7.11% | 19.27% | -4.34% | 23.20% | -9.06% | 8.39% |
IWD iShares Russell 1000 Value ETF | 2.58% | 15.68% | 14.17% | 11.34% | -7.75% | 24.95% | 2.73% | 26.12% | -8.45% | 13.45% |
Returns By Period
In the year-to-date period, MUTHX achieves a -2.24% return, which is significantly lower than IWD's 2.58% return. Over the past 10 years, MUTHX has underperformed IWD with an annualized return of 7.24%, while IWD has yielded a comparatively higher 10.39% annualized return.
MUTHX
- 1D
- 1.81%
- 1M
- -6.40%
- YTD
- -2.24%
- 6M
- 1.29%
- 1Y
- 6.63%
- 3Y*
- 11.69%
- 5Y*
- 6.79%
- 10Y*
- 7.24%
IWD
- 1D
- 0.59%
- 1M
- -4.17%
- YTD
- 2.58%
- 6M
- 6.34%
- 1Y
- 16.41%
- 3Y*
- 14.33%
- 5Y*
- 9.14%
- 10Y*
- 10.39%
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MUTHX vs. IWD - Expense Ratio Comparison
MUTHX has a 0.75% expense ratio, which is higher than IWD's 0.18% expense ratio.
Return for Risk
MUTHX vs. IWD — Risk / Return Rank
MUTHX
IWD
MUTHX vs. IWD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Mutual Shares Fund (MUTHX) and iShares Russell 1000 Value ETF (IWD). 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.
| MUTHX | IWD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.42 | 1.05 | -0.63 |
Sortino ratioReturn per unit of downside risk | 0.69 | 1.51 | -0.82 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.23 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.59 | 1.38 | -0.79 |
Martin ratioReturn relative to average drawdown | 2.19 | 6.45 | -4.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MUTHX | IWD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.42 | 1.05 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.62 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.60 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.40 | +0.18 |
Correlation
The correlation between MUTHX and IWD is 0.91, 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
MUTHX vs. IWD - Dividend Comparison
MUTHX's dividend yield for the trailing twelve months is around 7.75%, more than IWD's 1.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUTHX Franklin Mutual Shares Fund | 7.75% | 7.58% | 10.40% | 5.92% | 9.67% | 11.31% | 3.74% | 8.08% | 7.33% | 6.79% | 3.74% | 7.00% |
IWD iShares Russell 1000 Value ETF | 1.66% | 1.69% | 1.87% | 2.02% | 2.15% | 1.62% | 2.05% | 2.45% | 2.71% | 2.09% | 2.25% | 2.47% |
Drawdowns
MUTHX vs. IWD - Drawdown Comparison
The maximum MUTHX drawdown since its inception was -53.53%, smaller than the maximum IWD drawdown of -60.10%. Use the drawdown chart below to compare losses from any high point for MUTHX and IWD.
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Drawdown Indicators
| MUTHX | IWD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.53% | -60.10% | +6.57% |
Max Drawdown (1Y)Largest decline over 1 year | -12.52% | -11.80% | -0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -20.96% | -19.04% | -1.92% |
Max Drawdown (10Y)Largest decline over 10 years | -39.45% | -38.51% | -0.94% |
Current DrawdownCurrent decline from peak | -7.46% | -4.33% | -3.13% |
Average DrawdownAverage peak-to-trough decline | -6.53% | -8.71% | +2.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 2.52% | +0.83% |
Volatility
MUTHX vs. IWD - Volatility Comparison
Franklin Mutual Shares Fund (MUTHX) has a higher volatility of 4.55% compared to iShares Russell 1000 Value ETF (IWD) at 4.26%. This indicates that MUTHX's price experiences larger fluctuations and is considered to be riskier than IWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MUTHX | IWD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.55% | 4.26% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 8.58% | 8.28% | +0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.80% | 15.74% | +0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.61% | 14.80% | +0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.89% | 17.28% | -0.39% |