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VSS vs. IVAL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSS vs. IVAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) and Alpha Architect International Quantitative Value ETF (IVAL). The values are adjusted to include any dividend payments, if applicable.

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VSS vs. IVAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
1.72%29.61%2.94%15.52%-21.48%13.05%11.81%21.36%-18.48%30.61%
IVAL
Alpha Architect International Quantitative Value ETF
8.42%34.92%-0.71%20.61%-10.06%-0.22%-4.94%21.26%-22.50%31.03%

Returns By Period

In the year-to-date period, VSS achieves a 1.72% return, which is significantly lower than IVAL's 8.42% return. Both investments have delivered pretty close results over the past 10 years, with VSS having a 7.63% annualized return and IVAL not far ahead at 7.75%.


VSS

1D
3.06%
1M
-8.91%
YTD
1.72%
6M
4.71%
1Y
30.55%
3Y*
13.84%
5Y*
5.38%
10Y*
7.63%

IVAL

1D
2.88%
1M
-7.11%
YTD
8.42%
6M
14.13%
1Y
37.22%
3Y*
17.52%
5Y*
8.19%
10Y*
7.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSS vs. IVAL - Expense Ratio Comparison

VSS has a 0.07% expense ratio, which is lower than IVAL's 0.39% expense ratio.


Return for Risk

VSS vs. IVAL — Risk / Return Rank

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

VSS
VSS Risk / Return Rank: 8989
Overall Rank
VSS Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VSS Sortino Ratio Rank: 9090
Sortino Ratio Rank
VSS Omega Ratio Rank: 9191
Omega Ratio Rank
VSS Calmar Ratio Rank: 8787
Calmar Ratio Rank
VSS Martin Ratio Rank: 8888
Martin Ratio Rank

IVAL
IVAL Risk / Return Rank: 9292
Overall Rank
IVAL Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IVAL Sortino Ratio Rank: 9494
Sortino Ratio Rank
IVAL Omega Ratio Rank: 9393
Omega Ratio Rank
IVAL Calmar Ratio Rank: 9292
Calmar Ratio Rank
IVAL Martin Ratio Rank: 9292
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.

VSS vs. IVAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) and Alpha Architect International Quantitative Value ETF (IVAL). 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.


VSSIVALDifference

Sharpe ratio

Return per unit of total volatility

1.88

2.13

-0.25

Sortino ratio

Return per unit of downside risk

2.50

2.85

-0.35

Omega ratio

Gain probability vs. loss probability

1.38

1.41

-0.03

Calmar ratio

Return relative to maximum drawdown

2.54

3.24

-0.70

Martin ratio

Return relative to average drawdown

10.09

12.61

-2.53

VSS vs. IVAL - Sharpe Ratio Comparison

The current VSS Sharpe Ratio is 1.88, which is comparable to the IVAL Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of VSS and IVAL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VSSIVALDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

2.13

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.47

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.41

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.33

+0.20

Correlation

The correlation between VSS and IVAL is 0.81, 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

VSS vs. IVAL - Dividend Comparison

VSS's dividend yield for the trailing twelve months is around 3.33%, more than IVAL's 2.77% yield.


TTM20252024202320222021202020192018201720162015
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
3.33%3.39%3.44%3.14%2.30%2.74%1.90%3.25%2.80%2.83%2.93%2.66%
IVAL
Alpha Architect International Quantitative Value ETF
2.77%2.75%3.60%5.15%8.00%3.95%2.07%2.51%2.93%1.73%2.02%1.86%

Drawdowns

VSS vs. IVAL - Drawdown Comparison

The maximum VSS drawdown since its inception was -43.51%, smaller than the maximum IVAL drawdown of -46.09%. Use the drawdown chart below to compare losses from any high point for VSS and IVAL.


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Drawdown Indicators


VSSIVALDifference

Max Drawdown

Largest peak-to-trough decline

-43.51%

-46.09%

+2.58%

Max Drawdown (1Y)

Largest decline over 1 year

-11.62%

-11.24%

-0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-33.93%

-31.01%

-2.92%

Max Drawdown (10Y)

Largest decline over 10 years

-43.51%

-46.09%

+2.58%

Current Drawdown

Current decline from peak

-8.91%

-7.11%

-1.80%

Average Drawdown

Average peak-to-trough decline

-9.72%

-12.12%

+2.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

2.89%

+0.04%

Volatility

VSS vs. IVAL - Volatility Comparison

Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) and Alpha Architect International Quantitative Value ETF (IVAL) have volatilities of 7.61% and 7.41%, 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.


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Volatility by Period


VSSIVALDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.61%

7.41%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

11.00%

11.38%

-0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

16.37%

17.60%

-1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.26%

17.67%

-1.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.17%

18.91%

-1.74%