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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


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Performance

VOO Performance Chart

Vanguard S&P 500 ETF (VOO) is up 8.4% since the beginning of the year. VOO is currently trading at $678 per share. Investors who bought $1,000 worth of VOO shares 5 years ago would now be looking at an investment worth $1,869.


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S&P 500 Index

Returns By Period

Vanguard S&P 500 ETF (VOO) has returned 8.40% so far this year and 24.41% over the past 12 months. Looking at the last ten years, VOO has achieved an annualized return of 15.32%, outperforming the S&P 500 Index benchmark, which averaged 13.42% per year.


Vanguard S&P 500 ETF

1D
-0.29%
1M
-0.05%
YTD
8.40%
6M
8.54%
1Y
24.41%
3Y*
21.33%
5Y*
13.32%
10Y*
15.32%

Benchmark (S&P 500 Index)

1D
-0.26%
1M
-0.17%
YTD
7.91%
6M
7.98%
1Y
22.99%
3Y*
19.77%
5Y*
11.75%
10Y*
13.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOO Monthly Returns History

Based on dividend-adjusted daily data since Sep 9, 2010, VOO's average daily return is +0.06%, while the average monthly return is +1.23%. At this rate, an investment would double in approximately 4.7 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%10.55%5.28%-2.56%8.40%
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 1.79%, beta of 0.99, and R2 of 1.00 versus S&P 500 Index. Calculated based on daily prices since September 09, 2010.

  • This ETF captured 105.36% of S&P 500 Index gains but only 96.62% 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
1.79%
Beta
0.99
1.00
Upside Capture
105.36%
Downside Capture
96.62%

Expense Ratio

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


Return for Risk

Risk / Return Rank

VOO ranks 71 for risk / return — better than 71% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


VOO Risk / Return Rank: 7171
Overall Rank
VOO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 7171
Sortino Ratio Rank
VOO Omega Ratio Rank: 7373
Omega Ratio Rank
VOO Calmar Ratio Rank: 6464
Calmar Ratio Rank
VOO Martin Ratio Rank: 7777
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 S&P 500 Index.


VOOBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.37

1.35

+0.02

Calmar ratioReturn relative to maximum drawdown

2.76

2.54

+0.22

Martin ratioReturn relative to average drawdown

12.66

11.58

+1.08

Dividends

Dividend History

Vanguard S&P 500 ETF provided a 1.05% 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

1.05%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$0.00$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.


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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 2.94%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-33.99%Mar 2020
1mo 2d4mo 20d
5mo 22dFeb 2020 - Aug 2020
Bear market2022
-24.52%Oct 2022
9mo 11d1y 2mo
1y 11moJan 2022 - Dec 2023
Rate-hike selloffLate 2018
-19.48%Dec 2018
3mo 4d3mo 19d
6mo 23dSep 2018 - Apr 2019
2011 correction2011
-18.75%Oct 2011
5mo 4d4mo 3d
9mo 7dMay 2011 - Feb 2012
2025 selloff2025
-18.69%Apr 2025
1mo 17d2mo 19d
4mo 6dFeb 2025 - Jun 2025

Drawdown Indicators


VOOBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-33.99%

-56.78%

+22.79%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-9.10%

+0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-18.69%

-18.90%

+0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

-25.43%

+0.91%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

-33.92%

-0.07%

Current Drawdown

Current decline from peak

-2.94%

-2.93%

-0.01%

Average Drawdown

Average peak-to-trough decline

-3.69%

-10.72%

+7.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

1.99%

-0.06%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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