^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.
Key characteristics
| ^IMUS | VOO | |
|---|---|---|
| YTD Return | 17.48% | 18.91% |
| 1Y Return | 26.55% | 28.20% |
| 3Y Return (Ann) | 6.36% | 9.93% |
| 5Y Return (Ann) | 13.98% | 15.31% |
| 10Y Return (Ann) | 11.38% | 12.87% |
| Sharpe Ratio | 1.75 | 2.21 |
| Daily Std Dev | 13.51% | 12.64% |
| Max Drawdown | -47.72% | -33.99% |
| Current Drawdown | -2.85% | -0.60% |
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
In the year-to-date period, ^IMUS achieves a 17.48% return, which is significantly lower than VOO's 18.91% return. Over the past 10 years, ^IMUS has underperformed VOO with an annualized return of 11.38%, while VOO has yielded a comparatively higher 12.87% 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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Risk-Adjusted Performance
^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 4.38% compared to Vanguard S&P 500 ETF (VOO) at 3.55%. 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.