CIVVX vs. VOO
Compare and contrast key facts about Causeway International Value Fund (CIVVX) and Vanguard S&P 500 ETF (VOO).
CIVVX is managed by Causeway. It was launched on Oct 25, 2001. 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: CIVVX or VOO.
Key characteristics
| CIVVX | VOO | |
|---|---|---|
| YTD Return | 7.47% | 26.59% |
| 1Y Return | 15.52% | 38.23% |
| 3Y Return (Ann) | 6.82% | 9.99% |
| 5Y Return (Ann) | 8.03% | 15.91% |
| 10Y Return (Ann) | 5.30% | 13.40% |
| Sharpe Ratio | 1.24 | 3.11 |
| Sortino Ratio | 1.73 | 4.14 |
| Omega Ratio | 1.22 | 1.58 |
| Calmar Ratio | 2.27 | 4.54 |
| Martin Ratio | 6.33 | 20.72 |
| Ulcer Index | 2.50% | 1.85% |
| Daily Std Dev | 12.74% | 12.33% |
| Max Drawdown | -61.07% | -33.99% |
| Current Drawdown | -6.24% | 0.00% |
Correlation
The correlation between CIVVX and VOO is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CIVVX vs. VOO - Performance Comparison
In the year-to-date period, CIVVX achieves a 7.47% return, which is significantly lower than VOO's 26.59% return. Over the past 10 years, CIVVX has underperformed VOO with an annualized return of 5.30%, while VOO has yielded a comparatively higher 13.40% 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.
CIVVX vs. VOO - Expense Ratio Comparison
CIVVX has a 1.10% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
CIVVX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Causeway International Value Fund (CIVVX) 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
CIVVX vs. VOO - Dividend Comparison
CIVVX's dividend yield for the trailing twelve months is around 1.51%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIVVX Causeway International Value Fund | 1.51% | 1.63% | 1.54% | 1.60% | 1.11% | 2.95% | 2.51% | 1.73% | 1.69% | 1.70% | 2.31% | 0.82% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
CIVVX vs. VOO - Drawdown Comparison
The maximum CIVVX drawdown since its inception was -61.07%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CIVVX and VOO. For additional features, visit the drawdowns tool.
Volatility
CIVVX vs. VOO - Volatility Comparison
The current volatility for Causeway International Value Fund (CIVVX) is 3.26%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.95%. This indicates that CIVVX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.