^SP600 vs. VIS
Compare and contrast key facts about S&P 600 (^SP600) and Vanguard Industrials ETF (VIS).
VIS is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Industrials 25/50 Index. It was launched on Sep 23, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SP600 or VIS.
Key characteristics
| ^SP600 | VIS | |
|---|---|---|
| YTD Return | 6.77% | 18.01% |
| 1Y Return | 25.93% | 36.08% |
| 3Y Return (Ann) | 1.25% | 12.39% |
| 5Y Return (Ann) | 8.64% | 14.31% |
| 10Y Return (Ann) | 8.55% | 11.87% |
| Sharpe Ratio | 1.27 | 2.51 |
| Daily Std Dev | 20.27% | 14.56% |
| Max Drawdown | -59.17% | -63.51% |
| Current Drawdown | -3.99% | -0.85% |
Correlation
The correlation between ^SP600 and VIS is 0.88, 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
^SP600 vs. VIS - Performance Comparison
In the year-to-date period, ^SP600 achieves a 6.77% return, which is significantly lower than VIS's 18.01% return. Over the past 10 years, ^SP600 has underperformed VIS with an annualized return of 8.55%, while VIS has yielded a comparatively higher 11.87% 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
^SP600 vs. VIS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 600 (^SP600) and Vanguard Industrials ETF (VIS). 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
^SP600 vs. VIS - Drawdown Comparison
The maximum ^SP600 drawdown since its inception was -59.17%, smaller than the maximum VIS drawdown of -63.51%. Use the drawdown chart below to compare losses from any high point for ^SP600 and VIS. For additional features, visit the drawdowns tool.
Volatility
^SP600 vs. VIS - Volatility Comparison
S&P 600 (^SP600) has a higher volatility of 5.04% compared to Vanguard Industrials ETF (VIS) at 3.22%. This indicates that ^SP600's price experiences larger fluctuations and is considered to be riskier than VIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.