CIUEX vs. VOO
Compare and contrast key facts about Six Circles International Unconstrained Equity Fund (CIUEX) and Vanguard S&P 500 ETF (VOO).
CIUEX is managed by Six Circles. It was launched on Jul 9, 2018. 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.
Performance
CIUEX vs. VOO - Performance Comparison
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CIUEX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CIUEX Six Circles International Unconstrained Equity Fund | 0.29% | 34.22% | 2.29% | 18.98% | -13.67% | 14.00% | 5.75% | 18.91% | -17.00% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -10.83% |
Returns By Period
In the year-to-date period, CIUEX achieves a 0.29% return, which is significantly higher than VOO's -3.66% return.
CIUEX
- 1D
- 3.12%
- 1M
- -6.52%
- YTD
- 0.29%
- 6M
- 5.35%
- 1Y
- 22.22%
- 3Y*
- 14.23%
- 5Y*
- 8.91%
- 10Y*
- —
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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CIUEX vs. VOO - Expense Ratio Comparison
CIUEX has a 0.10% 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%.
Return for Risk
CIUEX vs. VOO — Risk / Return Rank
CIUEX
VOO
CIUEX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Six Circles International Unconstrained Equity Fund (CIUEX) 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.
| CIUEX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 1.01 | +0.30 |
Sortino ratioReturn per unit of downside risk | 1.82 | 1.53 | +0.29 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.23 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 1.55 | +0.18 |
Martin ratioReturn relative to average drawdown | 6.65 | 7.31 | -0.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CIUEX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 1.01 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.71 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.83 | -0.46 |
Correlation
The correlation between CIUEX and VOO is 0.74, 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.
Dividends
CIUEX vs. VOO - Dividend Comparison
CIUEX's dividend yield for the trailing twelve months is around 3.15%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIUEX Six Circles International Unconstrained Equity Fund | 3.15% | 3.16% | 3.25% | 2.87% | 3.14% | 2.44% | 1.59% | 2.87% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
CIUEX vs. VOO - Drawdown Comparison
The maximum CIUEX drawdown since its inception was -37.39%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CIUEX and VOO.
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Drawdown Indicators
| CIUEX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.39% | -33.99% | -3.40% |
Max Drawdown (1Y)Largest decline over 1 year | -11.89% | -11.98% | +0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -30.15% | -24.52% | -5.63% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -8.67% | -5.55% | -3.12% |
Average DrawdownAverage peak-to-trough decline | -6.80% | -3.72% | -3.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 2.55% | +0.55% |
Volatility
CIUEX vs. VOO - Volatility Comparison
Six Circles International Unconstrained Equity Fund (CIUEX) has a higher volatility of 8.06% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that CIUEX'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.
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Volatility by Period
| CIUEX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.06% | 5.34% | +2.72% |
Volatility (6M)Calculated over the trailing 6-month period | 11.66% | 9.47% | +2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.52% | 18.11% | -0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.41% | 16.82% | +0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.00% | 17.99% | +1.01% |