PortfoliosLab logoPortfoliosLab logo
VSEC vs. ILF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VSEC vs. ILF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VSE Corporation (VSEC) and iShares Latin American 40 ETF (ILF). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VSEC achieves a 1.98% return, which is significantly lower than ILF's 11.66% return. Over the past 10 years, VSEC has outperformed ILF with an annualized return of 19.16%, while ILF has yielded a comparatively lower 8.33% annualized return.


VSEC

1D
-2.31%
1M
4.71%
YTD
1.98%
6M
4.52%
1Y
34.31%
3Y*
51.83%
5Y*
29.45%
10Y*
19.16%

ILF

1D
-2.72%
1M
-4.92%
YTD
11.66%
6M
10.51%
1Y
39.82%
3Y*
15.62%
5Y*
8.53%
10Y*
8.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VSEC vs. ILF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSEC
VSE Corporation
1.98%82.26%47.93%39.19%-22.35%59.55%2.54%28.56%-37.81%25.45%
ILF
iShares Latin American 40 ETF
11.66%52.65%-23.11%33.14%9.81%-13.59%-11.71%13.77%-6.85%26.33%

Correlation

The correlation between VSEC and ILF is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (10Y)
Calculated over the trailing 10-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2001

0.29

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VSEC vs. ILF — Risk / Return Rank

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

VSEC
VSEC Risk / Return Rank: 6262
Overall Rank
VSEC Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VSEC Sortino Ratio Rank: 6060
Sortino Ratio Rank
VSEC Omega Ratio Rank: 5858
Omega Ratio Rank
VSEC Calmar Ratio Rank: 6363
Calmar Ratio Rank
VSEC Martin Ratio Rank: 6868
Martin Ratio Rank

ILF
ILF Risk / Return Rank: 5454
Overall Rank
ILF Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
ILF Sortino Ratio Rank: 4949
Sortino Ratio Rank
ILF Omega Ratio Rank: 4949
Omega Ratio Rank
ILF Calmar Ratio Rank: 6363
Calmar Ratio Rank
ILF Martin Ratio Rank: 5555
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.

VSEC vs. ILF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VSE Corporation (VSEC) and iShares Latin American 40 ETF (ILF). 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.


VSECILFDifference
Sharpe ratioReturn per unit of total volatility

-1.20

Sortino ratioReturn per unit of downside risk

-1.16

Omega ratioGain probability vs. loss probability

1.16

1.31

-0.16

Calmar ratioReturn relative to maximum drawdown

1.14

3.16

-2.02

Martin ratioReturn relative to average drawdown

3.29

9.70

-6.41

VSEC vs. ILF - Sharpe Ratio Comparison

The current VSEC Sharpe Ratio is 0.64, which is lower than the ILF Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of VSEC and ILF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


VSECILFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

1.84

-1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.37

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.29

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.30

-0.04

Drawdowns

VSEC vs. ILF - Drawdown Comparison

The maximum VSEC drawdown since its inception was -76.09%, which is greater than ILF's maximum drawdown of -67.48%. Use the drawdown chart below to compare losses from any high point for VSEC and ILF.


Loading charts...

Drawdown Indicators


VSECILFDifference

Max Drawdown

Largest peak-to-trough decline

-76.09%

-67.48%

-8.61%

Max Drawdown (1Y)

Largest decline over 1 year

-30.31%

-12.67%

-17.64%

Max Drawdown (3Y)

Largest decline over 3 years

-30.31%

-23.97%

-6.34%

Max Drawdown (5Y)

Largest decline over 5 years

-47.58%

-29.71%

-17.87%

Max Drawdown (10Y)

Largest decline over 10 years

-76.09%

-57.79%

-18.30%

Current Drawdown

Current decline from peak

-22.68%

-10.76%

-11.92%

Average Drawdown

Average peak-to-trough decline

-30.68%

-23.94%

-6.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.47%

4.12%

+6.35%

Volatility

VSEC vs. ILF - Volatility Comparison

VSE Corporation (VSEC) has a higher volatility of 22.49% compared to iShares Latin American 40 ETF (ILF) at 6.49%. This indicates that VSEC's price experiences larger fluctuations and is considered to be riskier than ILF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VSECILFDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.49%

6.49%

+16.00%

Volatility (6M)

Calculated over the trailing 6-month period

45.62%

18.52%

+27.10%

Volatility (1Y)

Calculated over the trailing 1-year period

53.79%

21.76%

+32.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.09%

23.18%

+22.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.97%

28.44%

+18.53%

Dividends

VSEC vs. ILF - Dividend Comparison

VSEC's dividend yield for the trailing twelve months is around 0.23%, less than ILF's 3.93% yield.


PositionTTM20252024202320222021202020192018201720162015
ILF
iShares Latin American 40 ETF
3.93%4.39%7.44%4.61%12.72%8.47%1.88%3.09%3.12%1.80%1.59%3.25%
VSEC
VSE Corporation
0.23%0.23%0.42%0.77%0.85%0.59%0.94%0.89%1.00%0.54%0.51%0.68%

Frequently Asked Questions


VSEC and ILF have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VSEC has higher volatility (22.49%) compared to ILF (6.49%). In terms of maximum drawdown, VSEC dropped -76.09% vs ILF's -67.48%.

ILF currently has the higher Sharpe Ratio (1.84 vs 0.64), 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.

Portfolio Optimizer

Find the right allocation for VSEC and ILF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer