PortfoliosLab logoPortfoliosLab logo
Vanguard S&P 500 ETF (VOO)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US9229083632
CUSIP
922908363
Issuer
Vanguard
Inception Date
Sep 7, 2010
Region
North America (U.S.)
Category
S&P 500
Leveraged
1x (No leverage)
Index Tracked
S&P 500 Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$2T

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

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


Performance

Performance Chart

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


Loading graphics...

S&P 500 Index

Returns By Period

Vanguard S&P 500 ETF (VOO) has returned -0.02% so far this year and 26.73% over the past 12 months. Looking at the last ten years, VOO has achieved an annualized return of 14.72%, outperforming the S&P 500 Index benchmark, which averaged 12.82% per year.


Vanguard S&P 500 ETF

1D
0.59%
1M
0.69%
YTD
-0.02%
6M
1.89%
1Y
26.73%
3Y*
20.02%
5Y*
12.16%
10Y*
14.72%

Benchmark (S&P 500 Index)

1D
0.62%
1M
0.64%
YTD
-0.30%
6M
1.33%
1Y
25.06%
3Y*
18.43%
5Y*
10.57%
10Y*
12.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 9, 2010, VOO's average daily return is +0.06%, while the average monthly return is +1.21%. At this rate, your investment would double in approximately 4.8 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +12.8%, while the worst month was Mar 2020 at -12.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, VOO closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +9.5%, while the worst single day was Mar 16, 2020 at -11.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.45%-0.81%-5.01%4.60%-0.02%
20252.69%-1.27%-5.61%-0.81%6.28%5.17%2.29%2.08%3.55%2.39%0.22%0.08%17.82%
20241.61%5.21%3.28%-4.01%5.03%3.57%1.16%2.39%2.18%-0.95%5.89%-2.33%24.98%
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%5.51%-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%

Benchmark Metrics

Vanguard S&P 500 ETF has an annualized alpha of 1.90%, beta of 0.99, and R² of 1.00 versus S&P 500 Index. Calculated based on daily prices since September 10, 2010.

  • This ETF captured 105.94% of S&P 500 Index gains but only 96.58% of its losses — a favorable profile for investors.
  • With beta of 0.99 and R² of 1.00, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.90%
Beta
0.99
1.00
Upside Capture
105.94%
Downside Capture
96.58%

Expense Ratio

VOO has an expense ratio of 0.03%, which is considered low.


Return for Risk

Risk / Return Rank

VOO ranks 59 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


VOO Risk / Return Rank: 5959
Overall Rank
VOO Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 4848
Sortino Ratio Rank
VOO Omega Ratio Rank: 5151
Omega Ratio Rank
VOO Calmar Ratio Rank: 6666
Calmar Ratio Rank
VOO Martin Ratio Rank: 7979
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) and compare them to a chosen benchmark (S&P 500 Index).


VOOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.96

1.84

+0.13

Sortino ratio

Return per unit of downside risk

2.69

2.53

+0.16

Omega ratio

Gain probability vs. loss probability

1.37

1.35

+0.02

Calmar ratio

Return relative to maximum drawdown

4.10

3.83

+0.27

Martin ratio

Return relative to average drawdown

18.30

16.98

+1.32

Explore VOO risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Vanguard S&P 500 ETF provided a 1.14% dividend yield over the last twelve months, with an annual payout of $7.13 per share. The fund has been increasing its distributions for 5 consecutive years.


1.20%1.40%1.60%1.80%2.00%$0.00$2.00$4.00$6.00$8.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$7.13$7.07$6.70$6.36$5.95$5.44$5.30$5.57$4.74$4.37$4.14$3.93

Dividend yield

1.14%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard S&P 500 ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$1.87$0.00$1.87
2025$0.00$0.00$1.81$0.00$0.00$1.74$0.00$0.00$1.74$0.00$0.00$1.77$7.07
2024$0.00$0.00$1.54$0.00$0.00$1.78$0.00$0.00$1.64$0.00$0.00$1.74$6.70
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

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.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard S&P 500 ETF. 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 Vanguard S&P 500 ETF was 33.99%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.

The current Vanguard S&P 500 ETF drawdown is 1.99%.


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
-18.69%Feb 20, 202534Apr 8, 202554Jun 26, 202588

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...

Portfolio Analyzer

Build a portfolio with VOO

Add Vanguard S&P 500 ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with VOO