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BTIIX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BTIIX and VOO is 0.99, 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.


-0.50.00.51.01.0

Performance

BTIIX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS Equity 500 Index Fund (BTIIX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-6.74%
8.89%
BTIIX
VOO

Key characteristics

Sharpe Ratio

BTIIX:

0.48

VOO:

2.21

Sortino Ratio

BTIIX:

0.64

VOO:

2.93

Omega Ratio

BTIIX:

1.14

VOO:

1.41

Calmar Ratio

BTIIX:

0.52

VOO:

3.25

Martin Ratio

BTIIX:

3.07

VOO:

14.47

Ulcer Index

BTIIX:

2.98%

VOO:

1.90%

Daily Std Dev

BTIIX:

19.01%

VOO:

12.43%

Max Drawdown

BTIIX:

-84.57%

VOO:

-33.99%

Current Drawdown

BTIIX:

-16.74%

VOO:

-2.87%

Returns By Period

In the year-to-date period, BTIIX achieves a 7.48% return, which is significantly lower than VOO's 25.49% return. Over the past 10 years, BTIIX has underperformed VOO with an annualized return of 12.15%, while VOO has yielded a comparatively higher 13.04% annualized return.


BTIIX

YTD

7.48%

1M

-14.25%

6M

-6.74%

1Y

8.02%

5Y*

10.97%

10Y*

12.15%

VOO

YTD

25.49%

1M

0.01%

6M

8.65%

1Y

27.45%

5Y*

14.70%

10Y*

13.04%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BTIIX vs. VOO - Expense Ratio Comparison

BTIIX has a 0.20% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


BTIIX
DWS Equity 500 Index Fund
Expense ratio chart for BTIIX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

BTIIX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Equity 500 Index Fund (BTIIX) 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.


Sharpe ratio
The chart of Sharpe ratio for BTIIX, currently valued at 0.48, compared to the broader market-1.000.001.002.003.004.000.482.21
The chart of Sortino ratio for BTIIX, currently valued at 0.64, compared to the broader market-2.000.002.004.006.008.0010.000.642.93
The chart of Omega ratio for BTIIX, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.003.501.141.41
The chart of Calmar ratio for BTIIX, currently valued at 0.52, compared to the broader market0.002.004.006.008.0010.0012.0014.000.523.25
The chart of Martin ratio for BTIIX, currently valued at 3.07, compared to the broader market0.0020.0040.0060.003.0714.47
BTIIX
VOO

The current BTIIX Sharpe Ratio is 0.48, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of BTIIX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.48
2.21
BTIIX
VOO

Dividends

BTIIX vs. VOO - Dividend Comparison

BTIIX's dividend yield for the trailing twelve months is around 0.99%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
BTIIX
DWS Equity 500 Index Fund
0.99%1.67%1.63%1.36%1.66%1.73%2.18%1.80%2.00%1.68%1.90%1.77%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

BTIIX vs. VOO - Drawdown Comparison

The maximum BTIIX drawdown since its inception was -84.57%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BTIIX and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.74%
-2.87%
BTIIX
VOO

Volatility

BTIIX vs. VOO - Volatility Comparison

DWS Equity 500 Index Fund (BTIIX) has a higher volatility of 15.77% compared to Vanguard S&P 500 ETF (VOO) at 3.64%. This indicates that BTIIX'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.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
15.77%
3.64%
BTIIX
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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