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

Key characteristics


BTIIXVOO
YTD Return22.54%22.64%
1Y Return34.55%34.74%
3Y Return (Ann)11.03%11.37%
5Y Return (Ann)18.26%16.16%
10Y Return (Ann)14.68%13.81%
Sharpe Ratio2.812.84
Sortino Ratio3.753.79
Omega Ratio1.511.52
Calmar Ratio2.833.05
Martin Ratio17.4017.66
Ulcer Index2.03%2.01%
Daily Std Dev12.53%12.46%
Max Drawdown-84.57%-33.99%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.01.0

The correlation between BTIIX and VOO is 1.00, 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

BTIIX vs. VOO - Performance Comparison

The year-to-date returns for both investments are quite close, with BTIIX having a 22.54% return and VOO slightly higher at 22.64%. Over the past 10 years, BTIIX has outperformed VOO with an annualized return of 14.68%, while VOO has yielded a comparatively lower 13.81% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
12.04%
12.17%
BTIIX
VOO

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.


BTIIX
Sharpe ratio
The chart of Sharpe ratio for BTIIX, currently valued at 2.81, compared to the broader market0.002.004.002.81
Sortino ratio
The chart of Sortino ratio for BTIIX, currently valued at 3.75, compared to the broader market0.005.0010.003.75
Omega ratio
The chart of Omega ratio for BTIIX, currently valued at 1.51, compared to the broader market1.002.003.004.001.51
Calmar ratio
The chart of Calmar ratio for BTIIX, currently valued at 2.83, compared to the broader market0.005.0010.0015.0020.0025.002.83
Martin ratio
The chart of Martin ratio for BTIIX, currently valued at 17.40, compared to the broader market0.0020.0040.0060.0080.00100.0017.40
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.84, compared to the broader market0.002.004.002.84
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.79, compared to the broader market0.005.0010.003.79
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.52, compared to the broader market1.002.003.004.001.52
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 3.05, compared to the broader market0.005.0010.0015.0020.0025.003.05
Martin ratio
The chart of Martin ratio for VOO, currently valued at 17.66, compared to the broader market0.0020.0040.0060.0080.00100.0017.66

BTIIX vs. VOO - Sharpe Ratio Comparison

The current BTIIX Sharpe Ratio is 2.81, which roughly equals the VOO Sharpe Ratio of 2.84. The chart below compares the historical Sharpe Ratios of BTIIX and VOO, offering insights into how both instruments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.00MayJuneJulyAugustSeptemberOctober
2.81
2.84
BTIIX
VOO

Dividends

BTIIX vs. VOO - Dividend Comparison

BTIIX's dividend yield for the trailing twelve months is around 22.94%, more than VOO's 1.28% yield.


TTM20232022202120202019201820172016201520142013
BTIIX
DWS Equity 500 Index Fund
22.94%26.16%14.49%15.07%20.31%23.22%22.74%15.17%11.52%8.32%5.09%1.77%
VOO
Vanguard S&P 500 ETF
1.28%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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober00
BTIIX
VOO

Volatility

BTIIX vs. VOO - Volatility Comparison

DWS Equity 500 Index Fund (BTIIX) and Vanguard S&P 500 ETF (VOO) have volatilities of 2.95% and 2.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
2.95%
2.95%
BTIIX
VOO