ARSYX vs. VOO
Compare and contrast key facts about AB Global Real Estate Investment Fund (ARSYX) and Vanguard S&P 500 ETF (VOO).
ARSYX is managed by AllianceBernstein. It was launched on Sep 29, 1996. 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: ARSYX or VOO.
Key characteristics
| ARSYX | VOO | |
|---|---|---|
| YTD Return | -7.94% | 5.43% |
| 1Y Return | 0.01% | 23.09% |
| 3Y Return (Ann) | -4.82% | 7.90% |
| 5Y Return (Ann) | -0.27% | 13.22% |
| 10Y Return (Ann) | 3.13% | 12.47% |
| Sharpe Ratio | -0.01 | 1.97 |
| Daily Std Dev | 16.23% | 11.80% |
| Max Drawdown | -71.50% | -33.99% |
| Current Drawdown | -23.53% | -4.63% |
Correlation
The correlation between ARSYX 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
ARSYX vs. VOO - Performance Comparison
In the year-to-date period, ARSYX achieves a -7.94% return, which is significantly lower than VOO's 5.43% return. Over the past 10 years, ARSYX has underperformed VOO with an annualized return of 3.13%, while VOO has yielded a comparatively higher 12.47% 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.
ARSYX vs. VOO - Expense Ratio Comparison
ARSYX has a 1.19% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
ARSYX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Global Real Estate Investment Fund (ARSYX) 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.
Dividends
ARSYX vs. VOO - Dividend Comparison
ARSYX's dividend yield for the trailing twelve months is around 1.64%, more than VOO's 1.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARSYX AB Global Real Estate Investment Fund | 1.64% | 1.50% | 2.01% | 2.34% | 0.93% | 6.19% | 4.17% | 5.85% | 4.14% | 2.96% | 3.96% | 4.26% |
VOO Vanguard S&P 500 ETF | 1.40% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
ARSYX vs. VOO - Drawdown Comparison
The maximum ARSYX drawdown since its inception was -71.50%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ARSYX and VOO. For additional features, visit the drawdowns tool.
Volatility
ARSYX vs. VOO - Volatility Comparison
AB Global Real Estate Investment Fund (ARSYX) has a higher volatility of 5.22% compared to Vanguard S&P 500 ETF (VOO) at 3.25%. This indicates that ARSYX'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.