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VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


VOO 100%EquityEquity
PositionCategory/SectorWeight
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities
100%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in VOO, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


400.00%450.00%500.00%550.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
602.93%
437.13%
VOO
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns By Period

As of Dec 19, 2024, the VOO returned 24.65% Year-To-Date and 13.02% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
24.34%0.23%8.53%24.95%13.01%11.06%
VOO26.02%-0.44%9.35%26.45%14.80%13.08%
VOO
Vanguard S&P 500 ETF
26.02%-0.44%9.35%26.45%14.80%13.08%
*Annualized

Monthly Returns

The table below presents the monthly returns of VOO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.61%5.21%3.28%-4.01%5.03%3.57%1.16%2.39%2.18%-0.95%5.89%26.02%
20236.29%-2.50%3.71%1.59%0.48%6.51%3.29%-1.63%-4.74%-2.17%9.17%4.58%26.32%
2022-5.24%-2.98%3.79%-8.78%0.26%-8.26%9.20%-4.13%-9.20%8.12%5.50%-5.73%-18.17%
2021-1.02%2.77%4.58%5.29%0.67%2.26%2.45%2.95%-4.66%7.04%-0.73%4.56%28.79%
2020-0.04%-8.10%-12.44%12.79%4.74%1.84%5.88%6.97%-3.76%-2.55%10.95%3.74%18.32%
20197.92%3.25%1.93%4.03%-6.35%6.99%1.46%-1.64%1.97%2.18%3.63%2.97%31.36%
20185.59%-3.73%-2.47%0.35%2.42%0.76%3.56%3.22%0.58%-6.84%1.89%-8.85%-4.50%
20171.78%3.88%0.13%1.04%1.40%0.63%2.06%0.29%2.04%2.33%3.06%1.28%21.77%
2016-4.91%-0.21%6.87%0.35%1.75%0.32%3.68%0.12%0.03%-1.79%3.73%2.07%12.17%
2015-2.87%5.58%-1.57%1.00%1.25%-1.95%2.18%-6.14%-2.47%8.45%0.43%-1.74%1.33%
2014-3.53%4.57%0.88%0.72%2.29%2.09%-1.38%3.97%-1.38%2.40%2.76%-0.31%13.56%
20135.17%1.33%3.61%2.09%2.32%-1.51%5.30%-3.08%3.39%4.47%3.00%2.64%32.39%

Expense Ratio

VOO has an expense ratio of 0.03%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VOO is 65, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VOO is 6565
Overall Rank
The Sharpe Ratio Rank of VOO is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6161
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7272
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.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. 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.


Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.25, compared to the broader market-6.00-4.00-2.000.002.004.002.252.10
The chart of Sortino ratio for VOO, currently valued at 2.98, compared to the broader market-6.00-4.00-2.000.002.004.006.002.982.80
The chart of Omega ratio for VOO, currently valued at 1.42, compared to the broader market0.400.600.801.001.201.401.601.801.421.39
The chart of Calmar ratio for VOO, currently valued at 3.31, compared to the broader market0.002.004.006.008.0010.0012.003.313.09
The chart of Martin ratio for VOO, currently valued at 14.77, compared to the broader market0.0010.0020.0030.0040.0050.0014.7713.49
VOO
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
2.252.981.423.3114.77

The current VOO Sharpe ratio is 2.04. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.28 to 2.08, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of VOO with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.25
2.10
VOO
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

VOO provided a 0.91% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Monthly Dividends

The table below shows the monthly dividends paid by this portfolio.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$1.54$0.00$0.00$1.78$0.00$0.00$1.64$0.00$0.00$0.00$4.97
2023$0.00$0.00$1.49$0.00$0.00$1.58$0.00$0.00$1.49$0.00$0.00$1.80$6.36
2022$0.00$0.00$1.37$0.00$0.00$1.43$0.00$0.00$1.47$0.00$0.00$1.67$5.95
2021$0.00$0.00$1.26$0.00$0.00$1.33$0.00$0.00$1.31$0.00$0.00$1.53$5.44
2020$0.00$0.00$1.18$0.00$0.00$1.43$0.00$0.00$1.31$0.00$0.00$1.38$5.30
2019$0.00$0.00$1.46$0.00$0.00$1.39$0.00$0.00$1.30$0.00$0.00$1.43$5.57
2018$0.00$0.00$1.08$0.00$0.00$1.16$0.00$0.00$1.21$0.00$0.00$1.29$4.74
2017$0.00$0.00$1.00$0.00$0.00$1.01$0.00$0.00$1.18$0.00$0.00$1.18$4.37
2016$0.00$0.00$1.01$0.00$0.00$0.95$0.00$0.00$0.88$0.00$0.00$1.30$4.14
2015$0.00$0.00$0.98$0.00$0.00$0.90$0.00$0.00$0.95$0.00$0.00$1.09$3.93
2014$0.00$0.00$0.78$0.00$0.00$0.81$0.00$0.00$0.88$0.00$0.00$1.03$3.49
2013$0.67$0.00$0.00$0.74$0.00$0.00$0.79$0.00$0.00$0.91$3.11

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.47%
-2.62%
VOO
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the VOO. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the VOO was 33.99%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.

The current VOO drawdown is 3.52%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.99%Feb 20, 202023Mar 23, 202097Aug 10, 2020120
-24.52%Jan 4, 2022195Oct 12, 2022294Dec 13, 2023489
-19.48%Sep 21, 201865Dec 24, 201875Apr 12, 2019140
-18.75%May 2, 2011108Oct 3, 201185Feb 3, 2012193
-13%Jul 21, 2015143Feb 11, 201645Apr 18, 2016188

Volatility

Volatility Chart

The current VOO volatility is 3.75%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.75%
3.79%
VOO
Benchmark (^GSPC)
Portfolio components
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Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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