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VOX vs. IYZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VOX and IYZ is 0.75, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

VOX vs. IYZ - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%December2025FebruaryMarchAprilMay
395.89%
107.06%
VOX
IYZ

Key characteristics

Sharpe Ratio

VOX:

1.02

IYZ:

1.94

Sortino Ratio

VOX:

1.48

IYZ:

2.50

Omega Ratio

VOX:

1.21

IYZ:

1.38

Calmar Ratio

VOX:

1.01

IYZ:

0.86

Martin Ratio

VOX:

3.53

IYZ:

10.06

Ulcer Index

VOX:

6.07%

IYZ:

3.43%

Daily Std Dev

VOX:

20.89%

IYZ:

17.78%

Max Drawdown

VOX:

-57.18%

IYZ:

-77.12%

Current Drawdown

VOX:

-10.41%

IYZ:

-19.55%

Returns By Period

In the year-to-date period, VOX achieves a -2.15% return, which is significantly lower than IYZ's 1.64% return. Over the past 10 years, VOX has outperformed IYZ with an annualized return of 7.72%, while IYZ has yielded a comparatively lower 1.54% annualized return.


VOX

YTD

-2.15%

1M

12.51%

6M

2.31%

1Y

17.41%

5Y*

12.91%

10Y*

7.72%

IYZ

YTD

1.64%

1M

8.92%

6M

5.74%

1Y

32.58%

5Y*

2.69%

10Y*

1.54%

*Annualized

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VOX vs. IYZ - Expense Ratio Comparison

VOX has a 0.10% expense ratio, which is lower than IYZ's 0.42% expense ratio.


Expense ratio chart for IYZ: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IYZ: 0.42%
Expense ratio chart for VOX: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOX: 0.10%

Risk-Adjusted Performance

VOX vs. IYZ — Risk-Adjusted Performance Rank

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

VOX
The Risk-Adjusted Performance Rank of VOX is 7777
Overall Rank
The Sharpe Ratio Rank of VOX is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of VOX is 7777
Sortino Ratio Rank
The Omega Ratio Rank of VOX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VOX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VOX is 7474
Martin Ratio Rank

IYZ
The Risk-Adjusted Performance Rank of IYZ is 8989
Overall Rank
The Sharpe Ratio Rank of IYZ is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of IYZ is 9292
Sortino Ratio Rank
The Omega Ratio Rank of IYZ is 9393
Omega Ratio Rank
The Calmar Ratio Rank of IYZ is 7575
Calmar Ratio Rank
The Martin Ratio Rank of IYZ is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VOX vs. IYZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Communication Services ETF (VOX) and iShares U.S. Telecommunications ETF (IYZ). 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 chart of Sharpe ratio for VOX, currently valued at 1.02, compared to the broader market-1.000.001.002.003.004.00
VOX: 1.02
IYZ: 1.94
The chart of Sortino ratio for VOX, currently valued at 1.48, compared to the broader market-2.000.002.004.006.008.00
VOX: 1.48
IYZ: 2.50
The chart of Omega ratio for VOX, currently valued at 1.21, compared to the broader market0.501.001.502.002.50
VOX: 1.21
IYZ: 1.38
The chart of Calmar ratio for VOX, currently valued at 1.01, compared to the broader market0.002.004.006.008.0010.0012.00
VOX: 1.01
IYZ: 0.94
The chart of Martin ratio for VOX, currently valued at 3.53, compared to the broader market0.0020.0040.0060.00
VOX: 3.53
IYZ: 10.06

The current VOX Sharpe Ratio is 1.02, which is lower than the IYZ Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of VOX and IYZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50December2025FebruaryMarchAprilMay
1.02
1.94
VOX
IYZ

Dividends

VOX vs. IYZ - Dividend Comparison

VOX's dividend yield for the trailing twelve months is around 1.12%, less than IYZ's 2.01% yield.


TTM20242023202220212020201920182017201620152014
VOX
Vanguard Communication Services ETF
1.12%1.05%1.03%0.88%0.93%0.73%0.90%2.77%3.83%2.67%3.55%2.66%
IYZ
iShares U.S. Telecommunications ETF
2.01%1.94%2.27%2.55%2.51%2.60%2.36%2.15%3.54%2.27%1.98%2.25%

Drawdowns

VOX vs. IYZ - Drawdown Comparison

The maximum VOX drawdown since its inception was -57.18%, smaller than the maximum IYZ drawdown of -77.12%. Use the drawdown chart below to compare losses from any high point for VOX and IYZ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-10.41%
-15.06%
VOX
IYZ

Volatility

VOX vs. IYZ - Volatility Comparison

Vanguard Communication Services ETF (VOX) has a higher volatility of 14.14% compared to iShares U.S. Telecommunications ETF (IYZ) at 11.22%. This indicates that VOX's price experiences larger fluctuations and is considered to be riskier than IYZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
14.14%
11.22%
VOX
IYZ