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^AEX vs. VOO
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

^AEX vs. VOO

Last updated May 10, 2025

Compare and contrast key facts about AEX Index (^AEX) and Vanguard S&P 500 ETF (VOO).

VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AEX or VOO.

Correlation

The correlation between ^AEX and VOO is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

^AEX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AEX Index (^AEX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

^AEX:

0.01

VOO:

0.52

Sortino Ratio

^AEX:

0.05

VOO:

0.89

Omega Ratio

^AEX:

1.01

VOO:

1.13

Calmar Ratio

^AEX:

-0.03

VOO:

0.57

Martin Ratio

^AEX:

-0.10

VOO:

2.18

Ulcer Index

^AEX:

5.29%

VOO:

4.85%

Daily Std Dev

^AEX:

14.97%

VOO:

19.11%

Max Drawdown

^AEX:

-71.60%

VOO:

-33.99%

Current Drawdown

^AEX:

-4.51%

VOO:

-7.67%

Returns By Period

In the year-to-date period, ^AEX achieves a 3.09% return, which is significantly higher than VOO's -3.41% return. Over the past 10 years, ^AEX has underperformed VOO with an annualized return of 6.26%, while VOO has yielded a comparatively higher 12.42% annualized return.

^AEX

YTD

3.09%

1M

13.72%

6M

3.61%

1Y

0.17%

5Y*

11.52%

10Y*

6.26%

VOO

YTD

-3.41%

1M

3.92%

6M

-5.06%

1Y

9.92%

5Y*

15.85%

10Y*

12.42%

*Annualized

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Risk-Adjusted Performance

^AEX vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
^AEX
The Risk-Adjusted Performance Rank of ^AEX is 2626
Overall Rank
The Sharpe Ratio Rank of ^AEX is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of ^AEX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of ^AEX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of ^AEX is 2626
Calmar Ratio Rank
The Martin Ratio Rank of ^AEX is 2626
Martin Ratio Rank
VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
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.

^AEX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AEX Index (^AEX) and Vanguard S&P 500 ETF (VOO). 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.

The current ^AEX Sharpe Ratio is 0.01, which is lower than the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of ^AEX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Drawdowns

^AEX vs. VOO - Drawdown Comparison

The maximum ^AEX drawdown since its inception was -71.60%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^AEX and VOO. For additional features, visit the drawdowns tool.

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Volatility

^AEX vs. VOO - Volatility Comparison

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