^IMXL vs. VOO
Compare and contrast key facts about Dow Jones Islamic Market Titans 100 Index (^IMXL) 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: ^IMXL or VOO.
Correlation
The correlation between ^IMXL and VOO is 0.90, 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
^IMXL vs. VOO - Performance Comparison
Key characteristics
^IMXL:
0.30
VOO:
0.56
^IMXL:
-0.02
VOO:
0.92
^IMXL:
1.00
VOO:
1.13
^IMXL:
-0.10
VOO:
0.58
^IMXL:
-0.33
VOO:
2.25
^IMXL:
6.04%
VOO:
4.83%
^IMXL:
17.20%
VOO:
19.11%
^IMXL:
-48.36%
VOO:
-33.99%
^IMXL:
-9.77%
VOO:
-7.55%
Returns By Period
In the year-to-date period, ^IMXL achieves a -6.11% return, which is significantly lower than VOO's -3.28% return. Over the past 10 years, ^IMXL has underperformed VOO with an annualized return of 9.97%, while VOO has yielded a comparatively higher 12.40% annualized return.
^IMXL
-6.11%
13.36%
-7.11%
6.47%
11.95%
9.97%
VOO
-3.28%
13.71%
-4.52%
10.70%
15.89%
12.40%
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Risk-Adjusted Performance
^IMXL vs. VOO — Risk-Adjusted Performance Rank
^IMXL
VOO
^IMXL vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Islamic Market Titans 100 Index (^IMXL) 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
^IMXL vs. VOO - Drawdown Comparison
The maximum ^IMXL drawdown since its inception was -48.36%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^IMXL and VOO. For additional features, visit the drawdowns tool.
Volatility
^IMXL vs. VOO - Volatility Comparison
Dow Jones Islamic Market Titans 100 Index (^IMXL) and Vanguard S&P 500 ETF (VOO) have volatilities of 5.42% and 5.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.