VOOV vs. IVE

In the year-to-date period, VOOV achieves a -1.33% return, which is significantly higher than IVE's -1.44% return. Both investments have delivered pretty close results over the past 10 years, with VOOV having a 9.47% annualized return and IVE not far behind at 9.39%.

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VOOV has a 0.10% expense ratio, which is lower than IVE's 0.18% 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%.

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 Value ETF (VOOV) and iShares S&P 500 Value ETF (IVE). 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.

The current VOOV Sharpe Ratio is 0.20, which is comparable to the IVE Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of VOOV and IVE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VOOV's dividend yield for the trailing twelve months is around 2.18%, more than IVE's 2.03% yield.

The maximum VOOV drawdown since its inception was -37.31%, smaller than the maximum IVE drawdown of -61.32%. Use the drawdown chart below to compare losses from any high point for VOOV and IVE. For additional features, visit the drawdowns tool.

Vanguard S&P 500 Value ETF (VOOV) and iShares S&P 500 Value ETF (IVE) have volatilities of 4.13% and 4.14%, 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.