^SPTSX60 vs. VOO
Compare and contrast key facts about S&P/TSX 60 Index (^SPTSX60) 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: ^SPTSX60 or VOO.
Correlation
The correlation between ^SPTSX60 and VOO is 0.72, 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
^SPTSX60 vs. VOO - Performance Comparison
Key characteristics
^SPTSX60:
1.82
VOO:
1.76
^SPTSX60:
2.54
VOO:
2.37
^SPTSX60:
1.32
VOO:
1.32
^SPTSX60:
3.72
VOO:
2.66
^SPTSX60:
10.38
VOO:
11.10
^SPTSX60:
1.78%
VOO:
2.02%
^SPTSX60:
10.11%
VOO:
12.79%
^SPTSX60:
-49.15%
VOO:
-33.99%
^SPTSX60:
-2.74%
VOO:
-2.11%
Returns By Period
In the year-to-date period, ^SPTSX60 achieves a 2.16% return, which is significantly lower than VOO's 2.40% return. Over the past 10 years, ^SPTSX60 has underperformed VOO with an annualized return of 5.53%, while VOO has yielded a comparatively higher 13.03% annualized return.
^SPTSX60
2.16%
-0.25%
8.60%
17.54%
7.37%
5.53%
VOO
2.40%
-1.05%
7.47%
19.81%
14.27%
13.03%
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Risk-Adjusted Performance
^SPTSX60 vs. VOO — Risk-Adjusted Performance Rank
^SPTSX60
VOO
^SPTSX60 vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P/TSX 60 Index (^SPTSX60) 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
^SPTSX60 vs. VOO - Drawdown Comparison
The maximum ^SPTSX60 drawdown since its inception was -49.15%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^SPTSX60 and VOO. For additional features, visit the drawdowns tool.
Volatility
^SPTSX60 vs. VOO - Volatility Comparison
S&P/TSX 60 Index (^SPTSX60) has a higher volatility of 3.57% compared to Vanguard S&P 500 ETF (VOO) at 3.38%. This indicates that ^SPTSX60'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.