SEQUX vs. IVV
SEQUX (Sequoia Fund) and IVV (iShares Core S&P 500 ETF) are both funds - SEQUX is a Large Cap Growth Equities fund managed by Sequoia, while IVV is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, SEQUX returned 12.00%/yr vs 15.54%/yr for IVV. Their correlation of 0.81 suggests significant overlap in exposure. SEQUX charges 1.00%/yr vs 0.03%/yr for IVV.
Performance
SEQUX vs. IVV - Performance Comparison
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Returns By Period
In the year-to-date period, SEQUX achieves a -3.00% return, which is significantly lower than IVV's 10.85% return. Over the past 10 years, SEQUX has underperformed IVV with an annualized return of 12.00%, while IVV has yielded a comparatively higher 15.54% annualized return.
SEQUX
- 1D
- -1.30%
- 1M
- 1.28%
- YTD
- -3.00%
- 6M
- 0.31%
- 1Y
- 4.97%
- 3Y*
- 18.24%
- 5Y*
- 7.10%
- 10Y*
- 12.00%
IVV
- 1D
- -0.76%
- 1M
- 4.97%
- YTD
- 10.85%
- 6M
- 10.87%
- 1Y
- 28.00%
- 3Y*
- 22.43%
- 5Y*
- 13.88%
- 10Y*
- 15.54%
SEQUX vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SEQUX Sequoia Fund | -3.00% | 22.01% | 20.77% | 27.83% | -30.61% | 25.35% | 23.54% | 29.18% | -3.09% | 20.04% |
IVV iShares Core S&P 500 ETF | 10.85% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Correlation
The correlation between SEQUX and IVV is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since May 22, 2000 | 0.81 |
The correlation between SEQUX and IVV shifts across timeframes, from 0.67 (1 year) to 0.86 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
SEQUX vs. IVV — Risk / Return Rank
SEQUX
IVV
SEQUX vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sequoia Fund (SEQUX) and iShares Core S&P 500 ETF (IVV). 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.
| SEQUX | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.98 | ||
| Sortino ratioReturn per unit of downside risk | -2.55 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.43 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | 3.17 | -2.80 |
| Martin ratioReturn relative to average drawdown | 1.11 | 14.71 | -13.60 |
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
| SEQUX | IVV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 2.39 | -1.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.83 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.86 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.45 | +0.23 |
Drawdowns
SEQUX vs. IVV - Drawdown Comparison
The maximum SEQUX drawdown since its inception was -45.81%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for SEQUX and IVV.
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Drawdown Indicators
| SEQUX | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.81% | -55.25% | +9.44% |
Max Drawdown (1Y)Largest decline over 1 year | -16.62% | -8.89% | -7.73% |
Max Drawdown (3Y)Largest decline over 3 years | -16.62% | -18.75% | +2.13% |
Max Drawdown (5Y)Largest decline over 5 years | -38.07% | -24.53% | -13.54% |
Max Drawdown (10Y)Largest decline over 10 years | -38.07% | -33.90% | -4.17% |
Current DrawdownCurrent decline from peak | -6.87% | -0.76% | -6.11% |
Average DrawdownAverage peak-to-trough decline | -7.55% | -10.78% | +3.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.10% | 1.91% | +3.19% |
Volatility
SEQUX vs. IVV - Volatility Comparison
Sequoia Fund (SEQUX) has a higher volatility of 4.19% compared to iShares Core S&P 500 ETF (IVV) at 2.87%. This indicates that SEQUX's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SEQUX | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.19% | 2.87% | +1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 12.33% | 8.90% | +3.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.98% | 11.80% | +3.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.73% | 16.88% | +0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.00% | 18.05% | -0.05% |
SEQUX vs. IVV - Expense Ratio Comparison
SEQUX has a 1.00% expense ratio, which is higher than IVV's 0.03% expense ratio.
Dividends
SEQUX vs. IVV - Dividend Comparison
SEQUX's dividend yield for the trailing twelve months is around 10.02%, more than IVV's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 1.06% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
SEQUX Sequoia Fund | 10.02% | 9.72% | 4.97% | 0.00% | 3.09% | 14.82% | 13.50% | 8.14% | 25.71% | 13.72% | 18.84% | 5.07% |
Frequently Asked Questions
SEQUX and IVV have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SEQUX has higher volatility (4.19%) compared to IVV (2.87%). In terms of maximum drawdown, SEQUX dropped -45.81% vs IVV's -55.25%.
IVV currently has the higher Sharpe Ratio (2.39 vs 0.40), 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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