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VALQ vs. IVV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VALQIVV
YTD Return7.76%11.58%
1Y Return22.71%29.30%
3Y Return (Ann)6.53%10.04%
5Y Return (Ann)10.08%15.00%
Sharpe Ratio2.322.67
Daily Std Dev10.48%11.57%
Max Drawdown-38.19%-55.25%
Current Drawdown-2.20%-0.23%

Correlation

-0.50.00.51.00.9

The correlation between VALQ and IVV is 0.85, 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.

Performance

VALQ vs. IVV - Performance Comparison

In the year-to-date period, VALQ achieves a 7.76% return, which is significantly lower than IVV's 11.58% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


40.00%60.00%80.00%100.00%120.00%December2024FebruaryMarchAprilMay
61.45%
112.45%
VALQ
IVV

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


American Century STOXX U.S. Quality Value ETF

iShares Core S&P 500 ETF

VALQ vs. IVV - Expense Ratio Comparison

VALQ has a 0.29% expense ratio, which is higher than IVV's 0.03% expense ratio.


VALQ
American Century STOXX U.S. Quality Value ETF
Expense ratio chart for VALQ: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
Expense ratio chart for IVV: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VALQ vs. IVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century STOXX U.S. Quality Value ETF (VALQ) 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.


VALQ
Sharpe ratio
The chart of Sharpe ratio for VALQ, currently valued at 2.32, compared to the broader market0.002.004.002.32
Sortino ratio
The chart of Sortino ratio for VALQ, currently valued at 3.31, compared to the broader market-2.000.002.004.006.008.0010.003.31
Omega ratio
The chart of Omega ratio for VALQ, currently valued at 1.39, compared to the broader market0.501.001.502.002.501.39
Calmar ratio
The chart of Calmar ratio for VALQ, currently valued at 2.29, compared to the broader market0.005.0010.0015.002.30
Martin ratio
The chart of Martin ratio for VALQ, currently valued at 9.22, compared to the broader market0.0020.0040.0060.0080.009.22
IVV
Sharpe ratio
The chart of Sharpe ratio for IVV, currently valued at 2.67, compared to the broader market0.002.004.002.67
Sortino ratio
The chart of Sortino ratio for IVV, currently valued at 3.75, compared to the broader market-2.000.002.004.006.008.0010.003.75
Omega ratio
The chart of Omega ratio for IVV, currently valued at 1.47, compared to the broader market0.501.001.502.002.501.47
Calmar ratio
The chart of Calmar ratio for IVV, currently valued at 2.53, compared to the broader market0.005.0010.0015.002.53
Martin ratio
The chart of Martin ratio for IVV, currently valued at 10.70, compared to the broader market0.0020.0040.0060.0080.0010.70

VALQ vs. IVV - Sharpe Ratio Comparison

The current VALQ Sharpe Ratio is 2.32, which roughly equals the IVV Sharpe Ratio of 2.67. The chart below compares the 12-month rolling Sharpe Ratio of VALQ and IVV.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
2.32
2.67
VALQ
IVV

Dividends

VALQ vs. IVV - Dividend Comparison

VALQ's dividend yield for the trailing twelve months is around 1.56%, more than IVV's 1.30% yield.


TTM20232022202120202019201820172016201520142013
VALQ
American Century STOXX U.S. Quality Value ETF
1.56%1.76%2.71%1.58%2.08%2.31%2.37%0.00%0.00%0.00%0.00%0.00%
IVV
iShares Core S&P 500 ETF
1.30%1.44%1.66%1.20%1.57%1.99%2.20%1.75%2.01%2.26%1.82%1.80%

Drawdowns

VALQ vs. IVV - Drawdown Comparison

The maximum VALQ drawdown since its inception was -38.19%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for VALQ and IVV. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay
-2.20%
-0.23%
VALQ
IVV

Volatility

VALQ vs. IVV - Volatility Comparison

The current volatility for American Century STOXX U.S. Quality Value ETF (VALQ) is 2.53%, while iShares Core S&P 500 ETF (IVV) has a volatility of 3.43%. This indicates that VALQ experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%December2024FebruaryMarchAprilMay
2.53%
3.43%
VALQ
IVV