^IMUS vs. VOO
Compare and contrast key facts about Dow Jones Islamic Market U.S. Index (^IMUS) 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: ^IMUS or VOO.
Correlation
The correlation between ^IMUS and VOO is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
^IMUS vs. VOO - Performance Comparison
Key characteristics
^IMUS:
-0.18
VOO:
0.59
^IMUS:
-0.11
VOO:
0.94
^IMUS:
0.98
VOO:
1.14
^IMUS:
-0.18
VOO:
0.60
^IMUS:
-0.58
VOO:
2.34
^IMUS:
6.78%
VOO:
4.80%
^IMUS:
19.88%
VOO:
19.10%
^IMUS:
-47.72%
VOO:
-33.99%
^IMUS:
-11.38%
VOO:
-8.16%
Returns By Period
In the year-to-date period, ^IMUS achieves a -7.63% return, which is significantly lower than VOO's -3.92% return. Over the past 10 years, ^IMUS has underperformed VOO with an annualized return of 10.47%, while VOO has yielded a comparatively higher 12.27% annualized return.
^IMUS
-7.63%
11.53%
-7.48%
4.86%
12.10%
10.47%
VOO
-3.92%
11.29%
-4.41%
9.97%
15.75%
12.27%
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Risk-Adjusted Performance
^IMUS vs. VOO — Risk-Adjusted Performance Rank
^IMUS
VOO
^IMUS vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Islamic Market U.S. Index (^IMUS) 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.
Drawdowns
^IMUS vs. VOO - Drawdown Comparison
The maximum ^IMUS drawdown since its inception was -47.72%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^IMUS and VOO. For additional features, visit the drawdowns tool.
Volatility
^IMUS vs. VOO - Volatility Comparison
Dow Jones Islamic Market U.S. Index (^IMUS) has a higher volatility of 5.97% compared to Vanguard S&P 500 ETF (VOO) at 5.46%. This indicates that ^IMUS'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.