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VFFVX vs. IVLU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VFFVX vs. IVLU

Last updated Jun 9, 2026

VFFVX (Vanguard Target Retirement 2055 Fund) and IVLU (iShares MSCI Intl Value Factor ETF) are both funds - VFFVX is a Target Retirement Date fund managed by Vanguard, while IVLU is a Foreign Large Cap Equities fund tracking the MSCI World ex USA Enhanced Value. Over the past 10 years, VFFVX returned 11.49%/yr vs 11.09%/yr for IVLU. A 0.78 correlation means they provide meaningful diversification when combined. VFFVX charges 0.08%/yr vs 0.30%/yr for IVLU.

Performance

VFFVX vs. IVLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Target Retirement 2055 Fund (VFFVX) and iShares MSCI Intl Value Factor ETF (IVLU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VFFVX achieves a 8.56% return, which is significantly lower than IVLU's 10.99% return. Both investments have delivered pretty close results over the past 10 years, with VFFVX having a 11.49% annualized return and IVLU not far behind at 11.09%.

VFFVX

1D
-2.80%
1M
-0.83%
YTD
8.56%
6M
9.42%
1Y
23.27%
3Y*
18.33%
5Y*
9.49%
10Y*
11.49%

IVLU

1D
0.45%
1M
0.05%
YTD
10.99%
6M
14.55%
1Y
32.63%
3Y*
23.34%
5Y*
13.74%
10Y*
11.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VFFVX vs. IVLU - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VFFVX
Vanguard Target Retirement 2055 Fund		8.56%21.44%14.50%20.39%-17.48%16.44%16.33%24.98%-7.88%21.39%
IVLU
iShares MSCI Intl Value Factor ETF		10.99%46.09%6.76%20.07%-5.73%15.60%-4.50%15.60%-15.10%23.10%

Correlation

The correlation between VFFVX and IVLU is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.80

Correlation (3Y)
Calculated over the trailing 3-year period

0.77

Correlation (5Y)
Calculated over the trailing 5-year period

0.80

Correlation (10Y)
Calculated over the trailing 10-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2015

0.78

The correlation between VFFVX and IVLU has been stable across timeframes, ranging from 0.77 to 0.81 - a consistent structural relationship.

VFFVX vs. IVLU - Sectors Allocation Comparison

Sectors
VFFVX
IVLU

Technology

27.3%
11.3%

Financial Services

16.1%
25.3%

Industrials

12.4%
17.2%

Consumer Cyclical

9.4%
7.4%

Healthcare

8.3%
9.7%

Communication Services

8.0%
4.0%

Consumer Defensive

4.8%
6.3%

Energy

4.3%
5.1%

Basic Materials

4.3%
7.5%

Utilities

2.7%
3.3%

Real Estate

2.5%
1.5%

Technology

VFFVX
27.3%
IVLU
11.3%

Financial Services

VFFVX
16.1%
IVLU
25.3%

Industrials

VFFVX
12.4%
IVLU
17.2%

Consumer Cyclical

VFFVX
9.4%
IVLU
7.4%

Healthcare

VFFVX
8.3%
IVLU
9.7%

Communication Services

VFFVX
8.0%
IVLU
4.0%

Consumer Defensive

VFFVX
4.8%
IVLU
6.3%

Energy

VFFVX
4.3%
IVLU
5.1%

Basic Materials

VFFVX
4.3%
IVLU
7.5%

Utilities

VFFVX
2.7%
IVLU
3.3%

Real Estate

VFFVX
2.5%
IVLU
1.5%

Compare stocks, funds, or ETFs

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

Vanguard Target Retirement 2055 Fund

iShares MSCI Intl Value Factor ETF

Often compared with VFFVX:
VFFVX vs. VOOVFFVX vs. FXAIXVFFVX vs. FDEWXVFFVX vs. SPYVFFVX vs. FDEEXVFFVX vs. VTIVFFVX vs. SWYJX
Often compared with IVLU:
IVLU vs. DFIVIVLU vs. VXUSIVLU vs. FIVAIVLU vs. IDMOIVLU vs. IEFAIVLU vs. DISVIVLU vs. SFNNX

Return for Risk

VFFVX vs. IVLU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VFFVX
VFFVX Risk / Return Rank: 5353
Overall Rank
VFFVX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
VFFVX Sortino Ratio Rank: 4747
Sortino Ratio Rank
VFFVX Omega Ratio Rank: 5151
Omega Ratio Rank
VFFVX Calmar Ratio Rank: 5454
Calmar Ratio Rank
VFFVX Martin Ratio Rank: 6363
Martin Ratio Rank
IVLU
IVLU Risk / Return Rank: 6969
Overall Rank
IVLU Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IVLU Sortino Ratio Rank: 7272
Sortino Ratio Rank
IVLU Omega Ratio Rank: 7272
Omega Ratio Rank
IVLU Calmar Ratio Rank: 6262
Calmar Ratio Rank
IVLU Martin Ratio Rank: 6464
Martin Ratio Rank
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.

VFFVX vs. IVLU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2055 Fund (VFFVX) and iShares MSCI Intl Value Factor ETF (IVLU). 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.

VFFVXIVLUDifference
Sharpe ratioReturn per unit of total volatility
2.05
2.14

-0.09

Sortino ratioReturn per unit of downside risk
2.80
2.92

-0.13

Omega ratioGain probability vs. loss probability

1.38

1.38

-0.01

Calmar ratioReturn relative to maximum drawdown

2.71

2.80

-0.09

Martin ratioReturn relative to average drawdown

11.96

10.66

+1.31

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VFFVX vs. IVLU - Sharpe Ratio Comparison

The current VFFVX Sharpe Ratio is 2.05, which is comparable to the IVLU Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of VFFVX and IVLU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

VFFVXIVLUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

2.14

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.84

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.63

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.47

+0.28

Drawdowns

VFFVX vs. IVLU - Drawdown Comparison

The maximum VFFVX drawdown since its inception was -31.40%, smaller than the maximum IVLU drawdown of -41.85%. Use the drawdown chart below to compare losses from any high point for VFFVX and IVLU.

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Drawdown Indicators

VFFVXIVLUDifference

Max Drawdown

Largest peak-to-trough decline

-31.40%

-41.85%

+10.45%

Max Drawdown (1Y)

Largest decline over 1 year

-8.93%

-11.69%

+2.76%

Max Drawdown (3Y)

Largest decline over 3 years

-14.52%

-15.48%

+0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-25.39%

-26.04%

+0.65%

Max Drawdown (10Y)

Largest decline over 10 years

-31.40%

-41.85%

+10.45%

Current Drawdown

Current decline from peak

-3.22%

-2.27%

-0.95%

Average Drawdown

Average peak-to-trough decline

-4.14%

-8.59%

+4.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

3.07%

-1.05%

Volatility

VFFVX vs. IVLU - Volatility Comparison

The current volatility for Vanguard Target Retirement 2055 Fund (VFFVX) is 4.17%, while iShares MSCI Intl Value Factor ETF (IVLU) has a volatility of 4.47%. This indicates that VFFVX experiences smaller price fluctuations and is considered to be less risky than IVLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VFFVXIVLUDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.17%

4.47%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

9.56%

12.48%

-2.92%

Volatility (1Y)

Calculated over the trailing 1-year period

11.80%

15.33%

-3.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.23%

16.52%

-2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.12%

17.67%

-2.55%

VFFVX vs. IVLU - Expense Ratio Comparison

VFFVX has a 0.08% expense ratio, which is lower than IVLU's 0.30% expense ratio.

Dividends

VFFVX vs. IVLU - Dividend Comparison

VFFVX's dividend yield for the trailing twelve months is around 1.92%, less than IVLU's 3.34% yield.

PositionTTM20252024202320222021202020192018201720162015
IVLU
iShares MSCI Intl Value Factor ETF		3.34%3.71%4.46%4.69%3.59%3.47%2.05%3.53%2.82%2.87%2.53%0.93%
VFFVX
Vanguard Target Retirement 2055 Fund		1.92%2.08%2.31%2.18%2.19%10.03%1.82%2.15%2.35%1.83%1.99%1.98%

Frequently Asked Questions

VFFVX and IVLU have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IVLU has higher volatility (4.47%) compared to VFFVX (4.17%). In terms of maximum drawdown, VFFVX dropped -31.40% vs IVLU's -41.85%.

IVLU currently has the higher Sharpe Ratio (2.14 vs 2.05), 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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