^AEX vs. VOO
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.
Key characteristics
| ^AEX | VOO | |
|---|---|---|
| YTD Return | 11.44% | 10.28% |
| 1Y Return | 10.83% | 5.42% |
| 5Y Return (Ann) | 6.31% | 11.00% |
| 10Y Return (Ann) | 7.42% | 11.83% |
| Sharpe Ratio | 0.43 | 0.36 |
| Daily Std Dev | 17.74% | 21.12% |
| Max Drawdown | -71.60% | -33.99% |
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.
^AEX vs. VOO - Performance Comparison
In the year-to-date period, ^AEX achieves a 11.44% return, which is significantly higher than VOO's 10.28% return. Over the past 10 years, ^AEX has underperformed VOO with an annualized return of 7.42%, while VOO has yielded a comparatively higher 11.83% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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^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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
^AEX AEX Index | 0.43 | ||||
VOO Vanguard S&P 500 ETF | 0.36 |
^AEX vs. VOO - Drawdown Comparison
The maximum ^AEX drawdown for the period was -22.30%, roughly equal to the maximum VOO drawdown of -19.87%. The drawdown chart below compares losses from any high point along the way for ^AEX and VOO
^AEX vs. VOO - Volatility Comparison
AEX Index (^AEX) has a higher volatility of 4.10% compared to Vanguard S&P 500 ETF (VOO) at 3.82%. This indicates that ^AEX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.