VLUE vs. TGLR

Last updated Apr 1, 2026

Compare and contrast key facts about iShares Edge MSCI USA Value Factor ETF (VLUE) and LAFFER|TENGLER Equity Income ETF (TGLR).

VLUE and TGLR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VLUE is a passively managed fund by iShares that tracks the performance of the MSCI USA Value Weighted Index. It was launched on Apr 16, 2013. TGLR is an actively managed fund by LAFFER TENGLER. It was launched on Aug 7, 2023.

Performance

VLUE vs. TGLR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI USA Value Factor ETF (VLUE) and LAFFER|TENGLER Equity Income ETF (TGLR). The values are adjusted to include any dividend payments, if applicable.

VLUE vs. TGLR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
VLUE iShares Edge MSCI USA Value Factor ETF	4.44%	32.67%	7.25%	6.55%
TGLR LAFFER|TENGLER Equity Income ETF	0.36%	23.30%	18.71%	4.07%

Returns By Period

In the year-to-date period, VLUE achieves a 4.44% return, which is significantly higher than TGLR's 0.36% return.

VLUE

• 1D: 2.68%
• 1M: -5.29%
• YTD: 4.44%
• 6M: 14.88%
• 1Y: 36.35%
• 3Y*: 18.33%
• 5Y*: 9.45%
• 10Y*: 11.61%

TGLR

• 1D: 2.54%
• 1M: -4.57%
• YTD: 0.36%
• 6M: 2.57%
• 1Y: 27.27%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VLUE vs. TGLR - Expense Ratio Comparison

VLUE has a 0.15% expense ratio, which is lower than TGLR's 0.95% expense ratio.

TGLR

LAFFER|TENGLER Equity Income ETF

VLUE

iShares Edge MSCI USA Value Factor ETF

Return for Risk

VLUE vs. TGLR — Risk / Return Rank

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

VLUE

VLUE Risk / Return Rank: 90
VLUE Sharpe Ratio Rank: 89
VLUE Sortino Ratio Rank: 90
VLUE Omega Ratio Rank: 89
VLUE Calmar Ratio Rank: 90
VLUE Martin Ratio Rank: 92

TGLR

TGLR Risk / Return Rank: 83
TGLR Sharpe Ratio Rank: 80
TGLR Sortino Ratio Rank: 82
TGLR Omega Ratio Rank: 83
TGLR Calmar Ratio Rank: 81
TGLR Martin Ratio Rank: 87

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. TGLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Value Factor ETF (VLUE) and LAFFER|TENGLER Equity Income ETF (TGLR). 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.

	VLUE	TGLR	Difference
Sharpe ratio Return per unit of total volatility	1.87	1.49	+0.38
Sortino ratio Return per unit of downside risk	2.52	2.15	+0.38
Omega ratio Gain probability vs. loss probability	1.36	1.32	+0.04
Calmar ratio Return relative to maximum drawdown	2.92	2.25	+0.67
Martin ratio Return relative to average drawdown	12.74	10.52	+2.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VLUE vs. TGLR - Sharpe Ratio Comparison

The current VLUE Sharpe Ratio is 1.87, which is comparable to the TGLR Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of VLUE and TGLR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VLUE	TGLR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.87	1.49	+0.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.59	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	1.14	-0.53

Correlation

The correlation between VLUE and TGLR is 0.83, 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

VLUE vs. TGLR - Dividend Comparison

VLUE's dividend yield for the trailing twelve months is around 2.00%, more than TGLR's 1.12% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VLUE iShares Edge MSCI USA Value Factor ETF	2.00%	2.11%	2.73%	2.66%	3.18%	2.22%	2.42%	2.61%	2.70%	2.14%	2.07%	2.39%
TGLR LAFFER|TENGLER Equity Income ETF	1.12%	1.16%	1.02%	0.65%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

VLUE vs. TGLR - Drawdown Comparison

The maximum VLUE drawdown since its inception was -39.47%, which is greater than TGLR's maximum drawdown of -19.82%. Use the drawdown chart below to compare losses from any high point for VLUE and TGLR.

Drawdown Indicators

	VLUE	TGLR	Difference
Max Drawdown Largest peak-to-trough decline	-39.47%	-19.82%	-19.65%
Max Drawdown (1Y) Largest decline over 1 year	-12.81%	-12.59%	-0.22%
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	-6.60%	-6.30%	-0.30%
Average Drawdown Average peak-to-trough decline	-6.08%	-2.44%	-3.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.94%	2.69%	+0.25%

Volatility

VLUE vs. TGLR - Volatility Comparison

iShares Edge MSCI USA Value Factor ETF (VLUE) has a higher volatility of 6.26% compared to LAFFER|TENGLER Equity Income ETF (TGLR) at 5.49%. This indicates that VLUE's price experiences larger fluctuations and is considered to be riskier than TGLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VLUE	TGLR	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.26%	5.49%	+0.77%
Volatility (6M) Calculated over the trailing 6-month period	12.28%	9.81%	+2.47%
Volatility (1Y) Calculated over the trailing 1-year period	19.55%	18.36%	+1.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.35%	15.39%	+1.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.61%	15.39%	+4.22%