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VLUE vs. BRLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VLUE vs. BRLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI USA Value Factor ETF (VLUE) and BlackRock Floating Rate Loan ETF (BRLN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VLUE achieves a 43.65% return, which is significantly higher than BRLN's 1.14% return.


VLUE

1D
1.90%
1M
7.11%
YTD
43.65%
6M
46.05%
1Y
83.03%
3Y*
31.74%
5Y*
15.73%
10Y*
15.02%

BRLN

1D
0.35%
1M
0.60%
YTD
1.14%
6M
1.72%
1Y
4.81%
3Y*
7.18%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VLUE vs. BRLN - Yearly Performance Comparison


2026 (YTD)2025202420232022
VLUE
iShares Edge MSCI USA Value Factor ETF
43.65%32.67%7.25%14.26%5.32%
BRLN
BlackRock Floating Rate Loan ETF
1.14%5.38%7.49%13.42%1.66%

Correlation

The correlation between VLUE and BRLN is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.19

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2022

0.18

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Return for Risk

VLUE vs. BRLN — Risk / Return Rank

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

VLUE
VLUE Risk / Return Rank: 9797
Overall Rank
VLUE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
VLUE Sortino Ratio Rank: 9797
Sortino Ratio Rank
VLUE Omega Ratio Rank: 9696
Omega Ratio Rank
VLUE Calmar Ratio Rank: 9797
Calmar Ratio Rank
VLUE Martin Ratio Rank: 9797
Martin Ratio Rank

BRLN
BRLN Risk / Return Rank: 5353
Overall Rank
BRLN Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BRLN Sortino Ratio Rank: 5454
Sortino Ratio Rank
BRLN Omega Ratio Rank: 5353
Omega Ratio Rank
BRLN Calmar Ratio Rank: 5353
Calmar Ratio Rank
BRLN Martin Ratio Rank: 5858
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.

VLUE vs. BRLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Value Factor ETF (VLUE) and BlackRock Floating Rate Loan ETF (BRLN). 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.


VLUEBRLNDifference
Sharpe ratioReturn per unit of total volatility

+3.11

Sortino ratioReturn per unit of downside risk

+3.51

Omega ratioGain probability vs. loss probability

1.79

1.29

+0.50

Calmar ratioReturn relative to maximum drawdown

9.24

2.41

+6.82

Martin ratioReturn relative to average drawdown

40.39

9.32

+31.06

VLUE vs. BRLN - Sharpe Ratio Comparison

The current VLUE Sharpe Ratio is 4.65, which is higher than the BRLN Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of VLUE and BRLN, 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


VLUEBRLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.65

1.54

+3.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

2.16

-1.41

Drawdowns

VLUE vs. BRLN - Drawdown Comparison

The maximum VLUE drawdown since its inception was -39.47%, which is greater than BRLN's maximum drawdown of -3.85%. Use the drawdown chart below to compare losses from any high point for VLUE and BRLN.


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Drawdown Indicators


VLUEBRLNDifference

Max Drawdown

Largest peak-to-trough decline

-39.47%

-3.85%

-35.62%

Max Drawdown (1Y)

Largest decline over 1 year

-9.04%

-2.00%

-7.04%

Max Drawdown (3Y)

Largest decline over 3 years

-17.89%

-3.85%

-14.04%

Max Drawdown (5Y)

Largest decline over 5 years

-27.12%

Max Drawdown (10Y)

Largest decline over 10 years

-39.47%

Current Drawdown

Current decline from peak

-3.99%

-0.42%

-3.57%

Average Drawdown

Average peak-to-trough decline

-6.01%

-0.31%

-5.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

0.52%

+1.54%

Volatility

VLUE vs. BRLN - Volatility Comparison

iShares Edge MSCI USA Value Factor ETF (VLUE) has a higher volatility of 9.02% compared to BlackRock Floating Rate Loan ETF (BRLN) at 1.11%. This indicates that VLUE's price experiences larger fluctuations and is considered to be riskier than BRLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VLUEBRLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.02%

1.11%

+7.91%

Volatility (6M)

Calculated over the trailing 6-month period

14.83%

2.34%

+12.49%

Volatility (1Y)

Calculated over the trailing 1-year period

17.97%

3.14%

+14.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.91%

3.74%

+14.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.88%

3.74%

+16.14%

VLUE vs. BRLN - Expense Ratio Comparison

VLUE has a 0.15% expense ratio, which is lower than BRLN's 0.55% expense ratio.


Dividends

VLUE vs. BRLN - Dividend Comparison

VLUE's dividend yield for the trailing twelve months is around 1.45%, less than BRLN's 6.37% yield.


PositionTTM20252024202320222021202020192018201720162015
BRLN
BlackRock Floating Rate Loan ETF
6.37%6.50%7.87%9.06%1.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VLUE
iShares Edge MSCI USA Value Factor ETF
1.45%2.11%2.73%2.66%3.18%2.22%2.42%2.61%2.70%2.14%2.07%2.39%

Frequently Asked Questions


VLUE and BRLN have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VLUE has higher volatility (9.02%) compared to BRLN (1.11%). In terms of maximum drawdown, VLUE dropped -39.47% vs BRLN's -3.85%.

On 3-year performance, VLUE leads with 31.74% vs 7.18% for BRLN. On fees, VLUE is cheaper at 0.15% per year. On volatility, BRLN has been the lower-risk option at 1.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, VLUE has performed better with a 31.74% return vs 7.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VLUE is cheaper with a 0.15% expense ratio, compared with 0.55% for BRLN.

BRLN has the higher dividend yield at 6.37%, compared with 1.45% for VLUE.

VLUE is categorized as Large Cap Value Equities, while BRLN is Bank Loan. They also come from different issuers: iShares and BlackRock. Their fees differ too: 0.15% for VLUE and 0.55% for BRLN.

VLUE currently has the higher Sharpe Ratio (4.65 vs 1.54), 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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