^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 | 7.15% | 15.36% |
1Y Return | 15.13% | 23.46% |
3Y Return (Ann) | 1.11% | 9.86% |
5Y Return (Ann) | 9.00% | 13.87% |
10Y Return (Ann) | 7.67% | 11.17% |
Sharpe Ratio | 0.74 | 1.59 |
Daily Std Dev | 20.16% | 14.53% |
Max Drawdown | -59.17% | -63.51% |
Current Drawdown | -3.65% | 0.00% |
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 7.15% return, which is significantly lower than VIS's 15.36% return. Over the past 10 years, ^SP600 has underperformed VIS with an annualized return of 7.67%, while VIS has yielded a comparatively higher 11.17% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 7.53% compared to Vanguard Industrials ETF (VIS) at 5.12%. 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.