VIVAX vs. IUVF.L
Compare and contrast key facts about Vanguard Value Index Fund (VIVAX) and iShares Edge MSCI USA Value Factor UCITS (IUVF.L).
VIVAX is managed by Vanguard. It was launched on Nov 2, 1992. IUVF.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 Value TR USD. It was launched on Oct 13, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VIVAX or IUVF.L.
Key characteristics
| VIVAX | IUVF.L | |
|---|---|---|
| YTD Return | 20.93% | 10.41% |
| 1Y Return | 32.52% | 20.79% |
| 3Y Return (Ann) | 9.60% | 5.68% |
| 5Y Return (Ann) | 11.54% | 7.31% |
| Sharpe Ratio | 3.11 | 1.69 |
| Sortino Ratio | 4.38 | 2.39 |
| Omega Ratio | 1.57 | 1.32 |
| Calmar Ratio | 4.67 | 2.29 |
| Martin Ratio | 20.12 | 5.72 |
| Ulcer Index | 1.60% | 3.63% |
| Daily Std Dev | 10.35% | 12.30% |
| Max Drawdown | -59.38% | -31.83% |
| Current Drawdown | -0.30% | -0.12% |
Correlation
The correlation between VIVAX and IUVF.L is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VIVAX vs. IUVF.L - Performance Comparison
In the year-to-date period, VIVAX achieves a 20.93% return, which is significantly higher than IUVF.L's 10.41% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VIVAX vs. IUVF.L - Expense Ratio Comparison
VIVAX has a 0.17% expense ratio, which is lower than IUVF.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VIVAX vs. IUVF.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Value Index Fund (VIVAX) and iShares Edge MSCI USA Value Factor UCITS (IUVF.L). 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.
Dividends
VIVAX vs. IUVF.L - Dividend Comparison
VIVAX's dividend yield for the trailing twelve months is around 2.12%, while IUVF.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIVAX Vanguard Value Index Fund | 2.12% | 2.33% | 2.39% | 2.02% | 2.44% | 2.39% | 2.59% | 2.18% | 2.33% | 2.46% | 2.08% | 2.08% |
IUVF.L iShares Edge MSCI USA Value Factor UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VIVAX vs. IUVF.L - Drawdown Comparison
The maximum VIVAX drawdown since its inception was -59.38%, which is greater than IUVF.L's maximum drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for VIVAX and IUVF.L. For additional features, visit the drawdowns tool.
Volatility
VIVAX vs. IUVF.L - Volatility Comparison
Vanguard Value Index Fund (VIVAX) has a higher volatility of 3.71% compared to iShares Edge MSCI USA Value Factor UCITS (IUVF.L) at 3.29%. This indicates that VIVAX's price experiences larger fluctuations and is considered to be riskier than IUVF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.