YOKE vs. IVAL
YOKE (Yoke Core ETF) and IVAL (Alpha Architect International Quantitative Value ETF) are both exchange-traded funds - YOKE is a Large Cap Blend Equities fund actively managed by Alpha Architect, while IVAL is a Foreign Large Cap Equities fund actively managed by Alpha Architect. Both are actively managed. Over the past year, YOKE returned 22.33% vs 34.16% for IVAL. Their 0.55 correlation means they have sometimes moved together and sometimes differently. YOKE charges 0.30%/yr vs 0.39%/yr for IVAL.
Performance
YOKE vs. IVAL - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with YOKE having a 17.33% return and IVAL slightly lower at 16.85%.
YOKE
- 1D
- 0.71%
- 1M
- -0.12%
- 6M
- 12.09%
- YTD
- 17.33%
- 1Y
- 22.33%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 18.92%
IVAL
- 1D
- -2.03%
- 1M
- 4.21%
- 6M
- 9.40%
- YTD
- 16.85%
- 1Y
- 34.16%
- 3Y*
- 18.08%
- 5Y*
- 9.92%
- 10Y*
- 8.16%
- ALL TIME*
- 6.66%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $389.83K | $422.74K | $617.49K | |
YOKE Yoke Core ETF | $98.43K | $131.46K | $212.39K |
YOKE vs. IVAL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YOKE Yoke Core ETF | 17.33% | 9.19% |
IVAL Alpha Architect International Quantitative Value ETF | 16.85% | 29.63% |
Correlation
The correlation between YOKE and IVAL is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.55 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2025 | 0.55 |
The correlation between YOKE and IVAL has been stable across timeframes, ranging from 0.55 to 0.55 - a consistent structural relationship.
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Return for Risk
YOKE vs. IVAL — Risk / Return Rank
YOKE
IVAL
YOKE vs. IVAL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Yoke Core ETF (YOKE) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| YOKE | IVAL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.81 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.40 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.52 | 3.14 | -0.62 |
| Martin ratioReturn relative to average drawdown | 9.54 | 10.25 | -0.71 |
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Drawdowns
YOKE vs. IVAL - Drawdown Comparison
The maximum YOKE drawdown since its inception was -14.94%, smaller than the maximum IVAL drawdown of -46.09%. Use the drawdown chart below to compare losses from any high point for YOKE and IVAL.
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Drawdown Indicators
| YOKE | IVAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.94% | -46.09% | +31.15% |
Max Drawdown (1Y)Largest decline over 1 year | -8.57% | -11.24% | +2.67% |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.92% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.54% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.09% | — |
Current DrawdownCurrent decline from peak | -3.19% | -2.03% | -1.16% |
Average DrawdownAverage peak-to-trough decline | -1.97% | -11.88% | +9.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 3.44% | -1.18% |
Volatility
YOKE vs. IVAL - Volatility Comparison
The current volatility for Yoke Core ETF (YOKE) is 4.15%, while Alpha Architect International Quantitative Value ETF (IVAL) has a volatility of 4.97%. This indicates that YOKE experiences smaller price fluctuations and is considered to be less risky than IVAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YOKE | IVAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 4.97% | -0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 12.61% | 12.96% | -0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.69% | 15.53% | -0.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.21% | 17.78% | -0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.21% | 18.61% | -1.40% |
YOKE vs. IVAL - Expense Ratio Comparison
YOKE has a 0.30% expense ratio, which is lower than IVAL's 0.39% expense ratio.
Dividends
YOKE vs. IVAL - Dividend Comparison
YOKE's dividend yield for the trailing twelve months is around 0.73%, less than IVAL's 2.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVAL Alpha Architect International Quantitative Value ETF | 2.61% | 2.75% | 3.60% | 5.15% | 8.00% | 3.95% | 2.07% | 2.51% | 2.93% | 1.73% | 2.02% | 1.86% |
YOKE Yoke Core ETF | 0.73% | 0.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
YOKE and IVAL have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IVAL has higher volatility (4.97%) compared to YOKE (4.15%). In terms of maximum drawdown, YOKE dropped -14.94% vs IVAL's -46.09%.
On 1-year performance, IVAL leads with 34.16% vs 22.33% for YOKE. On fees, YOKE is cheaper at 0.30% per year. On volatility, YOKE has been the lower-risk option at 4.15%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IVAL has performed better with a 34.16% return vs 22.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
YOKE is cheaper with a 0.30% expense ratio, compared with 0.39% for IVAL.
IVAL has the higher dividend yield at 2.61%, compared with 0.73% for YOKE.
YOKE is categorized as Large Cap Blend Equities, while IVAL is Foreign Large Cap Equities. Their fees differ too: 0.30% for YOKE and 0.39% for IVAL.
IVAL currently has the higher Sharpe Ratio (2.28 vs 1.47), 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.
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