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VFH vs. IYF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VFH vs. IYF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Financials ETF (VFH) and iShares U.S. Financials ETF (IYF). The values are adjusted to include any dividend payments, if applicable.

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VFH vs. IYF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFH
Vanguard Financials ETF
-9.21%14.91%30.44%14.17%-12.31%35.22%-1.96%31.57%-13.52%19.99%
IYF
iShares U.S. Financials ETF
-8.29%18.25%31.30%15.32%-11.33%31.60%-1.00%31.86%-9.39%19.58%

Returns By Period

In the year-to-date period, VFH achieves a -9.21% return, which is significantly lower than IYF's -8.29% return. Both investments have delivered pretty close results over the past 10 years, with VFH having a 12.29% annualized return and IYF not far ahead at 12.58%.


VFH

1D
2.17%
1M
-3.48%
YTD
-9.21%
6M
-7.19%
1Y
2.67%
3Y*
17.94%
5Y*
9.33%
10Y*
12.29%

IYF

1D
2.27%
1M
-3.56%
YTD
-8.29%
6M
-6.22%
1Y
5.91%
3Y*
20.12%
5Y*
10.92%
10Y*
12.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VFH vs. IYF - Expense Ratio Comparison

VFH has a 0.10% expense ratio, which is lower than IYF's 0.42% expense ratio.


Return for Risk

VFH vs. IYF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VFH
VFH Risk / Return Rank: 1717
Overall Rank
VFH Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
VFH Sortino Ratio Rank: 1616
Sortino Ratio Rank
VFH Omega Ratio Rank: 1616
Omega Ratio Rank
VFH Calmar Ratio Rank: 1818
Calmar Ratio Rank
VFH Martin Ratio Rank: 1818
Martin Ratio Rank

IYF
IYF Risk / Return Rank: 2323
Overall Rank
IYF Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IYF Sortino Ratio Rank: 2121
Sortino Ratio Rank
IYF Omega Ratio Rank: 2222
Omega Ratio Rank
IYF Calmar Ratio Rank: 2525
Calmar Ratio Rank
IYF Martin Ratio Rank: 2424
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.

VFH vs. IYF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Financials ETF (VFH) and iShares U.S. Financials ETF (IYF). 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.


VFHIYFDifference

Sharpe ratio

Return per unit of total volatility

0.13

0.31

-0.17

Sortino ratio

Return per unit of downside risk

0.32

0.53

-0.22

Omega ratio

Gain probability vs. loss probability

1.05

1.08

-0.03

Calmar ratio

Return relative to maximum drawdown

0.27

0.51

-0.24

Martin ratio

Return relative to average drawdown

0.79

1.52

-0.72

VFH vs. IYF - Sharpe Ratio Comparison

The current VFH Sharpe Ratio is 0.13, which is lower than the IYF Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of VFH and IYF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VFHIYFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

0.31

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.58

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.60

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.22

+0.02

Correlation

The correlation between VFH and IYF is 0.98, 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

VFH vs. IYF - Dividend Comparison

VFH's dividend yield for the trailing twelve months is around 1.61%, which matches IYF's 1.62% yield.


TTM20252024202320222021202020192018201720162015
VFH
Vanguard Financials ETF
1.61%1.55%1.75%2.08%2.31%1.87%2.21%2.17%2.30%1.53%1.63%2.00%
IYF
iShares U.S. Financials ETF
1.62%1.32%1.29%1.67%1.86%1.27%1.72%1.64%1.90%1.46%1.67%1.66%

Drawdowns

VFH vs. IYF - Drawdown Comparison

The maximum VFH drawdown since its inception was -78.61%, roughly equal to the maximum IYF drawdown of -79.09%. Use the drawdown chart below to compare losses from any high point for VFH and IYF.


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Drawdown Indicators


VFHIYFDifference

Max Drawdown

Largest peak-to-trough decline

-78.61%

-79.09%

+0.48%

Max Drawdown (1Y)

Largest decline over 1 year

-14.75%

-13.88%

-0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-25.66%

-25.06%

-0.60%

Max Drawdown (10Y)

Largest decline over 10 years

-44.42%

-42.57%

-1.85%

Current Drawdown

Current decline from peak

-11.97%

-11.10%

-0.87%

Average Drawdown

Average peak-to-trough decline

-18.62%

-17.68%

-0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.93%

4.62%

+0.31%

Volatility

VFH vs. IYF - Volatility Comparison

Vanguard Financials ETF (VFH) and iShares U.S. Financials ETF (IYF) have volatilities of 4.85% and 4.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFHIYFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

4.71%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

11.76%

11.36%

+0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

19.97%

19.48%

+0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.38%

19.00%

+0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.56%

20.91%

+1.65%