Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FOVL (iShares Focused Value Factor) | NA | 13.49% | 12.01% | 18.80% | NA | NA | NA | … | … |
Data as of 08/25/2025, Common starting date is 03/21/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FOVL (iShares Focused Value Factor) | 03/21/2019 | 08/25/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.01 | 13.49 | 12.01 | 18.80 | NA | NA | NA | … | … | 6.42 | 20.46 | 14.59 | -9.40 | 40.15 | -13.26 | 6.22 |
| Sharpe Ratio | NA | 0.52 | 0.43 | 0.77 | NA | NA | NA | … | … | 0.34 | 1.01 | 0.55 | -0.44 | 1.88 | -0.28 | 0.43 |
| Standard Deviation(%) | NA | 19.79 | 20.03 | 21.74 | NA | NA | NA | … | … | 20.84 | 16.71 | 20.03 | 24.87 | 21.33 | 48.07 | 15.56 |
| Draw Down(%) | NA | 18.92 | 18.92 | 25.21 | NA | NA | NA | … | … | 16.86 | 9.67 | 17.60 | 25.21 | 11.45 | 49.34 | 12.08 |
| Yield(%) | 0.00 | 1.60 | 1.26 | 3.04 | 1.40 | 0.94 | 0.70 | … | … | 1.43 | 0.26 | 0.18 | 2.94 | 3.84 | 2.40 | 2.18 |
Data as of 08/25/2025, Common starting date is 03/21/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FOVL (iShares Focused Value Factor) |
0.88%
Sep 2019 – Sep 2022 |
5.39%
Apr 2019 – Apr 2024 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FOVL (iShares Focused Value Factor) |
23.04%
Jul 2020 – Jul 2023 |
20.54%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart