CMIEX vs. VOO
Compare and contrast key facts about Multi-Manager International Equity Strategies Fund (CMIEX) and Vanguard S&P 500 ETF (VOO).
CMIEX is managed by BlackRock. It was launched on May 17, 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
CMIEX vs. VOO - Performance Comparison
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CMIEX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CMIEX Multi-Manager International Equity Strategies Fund | -5.23% | 32.46% | 3.96% | 21.41% | -15.46% | 6.89% | 16.20% | 23.87% | -16.02% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -6.86% |
Returns By Period
In the year-to-date period, CMIEX achieves a -5.23% return, which is significantly lower than VOO's -4.42% return.
CMIEX
- 1D
- 0.08%
- 1M
- -12.72%
- YTD
- -5.23%
- 6M
- -0.61%
- 1Y
- 16.48%
- 3Y*
- 12.44%
- 5Y*
- 6.38%
- 10Y*
- —
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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CMIEX vs. VOO - Expense Ratio Comparison
CMIEX has a 0.99% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
CMIEX vs. VOO — Risk / Return Rank
CMIEX
VOO
CMIEX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Multi-Manager International Equity Strategies Fund (CMIEX) 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.
| CMIEX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.98 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.50 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.07 | 1.53 | -0.47 |
Martin ratioReturn relative to average drawdown | 4.23 | 7.29 | -3.06 |
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
| CMIEX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.98 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.70 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.83 | -0.43 |
Correlation
The correlation between CMIEX and VOO is 0.79, 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
CMIEX vs. VOO - Dividend Comparison
CMIEX's dividend yield for the trailing twelve months is around 9.42%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMIEX Multi-Manager International Equity Strategies Fund | 9.42% | 8.92% | 7.54% | 2.26% | 2.44% | 3.21% | 1.30% | 2.47% | 0.83% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
CMIEX vs. VOO - Drawdown Comparison
The maximum CMIEX drawdown since its inception was -35.35%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CMIEX and VOO.
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Drawdown Indicators
| CMIEX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.35% | -33.99% | -1.36% |
Max Drawdown (1Y)Largest decline over 1 year | -13.08% | -11.98% | -1.10% |
Max Drawdown (5Y)Largest decline over 5 years | -32.43% | -24.52% | -7.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -13.01% | -6.29% | -6.72% |
Average DrawdownAverage peak-to-trough decline | -6.86% | -3.72% | -3.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 2.52% | +0.78% |
Volatility
CMIEX vs. VOO - Volatility Comparison
Multi-Manager International Equity Strategies Fund (CMIEX) has a higher volatility of 7.18% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that CMIEX'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
| CMIEX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.18% | 5.29% | +1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 11.05% | 9.44% | +1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.00% | 18.10% | -1.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.28% | 16.82% | -0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 17.99% | +0.30% |