PortfoliosLab logo
CUSEX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CUSEX and VOO is 0.96, 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.


-0.50.00.51.0
Correlation: 1.0

Performance

CUSEX vs. VOO - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%December2025FebruaryMarchAprilMay
162.13%
454.02%
CUSEX
VOO

Key characteristics

Sharpe Ratio

CUSEX:

0.26

VOO:

0.75

Sortino Ratio

CUSEX:

0.47

VOO:

1.15

Omega Ratio

CUSEX:

1.07

VOO:

1.17

Calmar Ratio

CUSEX:

0.23

VOO:

0.77

Martin Ratio

CUSEX:

0.73

VOO:

3.04

Ulcer Index

CUSEX:

7.02%

VOO:

4.72%

Daily Std Dev

CUSEX:

19.98%

VOO:

19.15%

Max Drawdown

CUSEX:

-30.16%

VOO:

-33.99%

Current Drawdown

CUSEX:

-10.72%

VOO:

-7.30%

Returns By Period

In the year-to-date period, CUSEX achieves a -0.53% return, which is significantly higher than VOO's -3.02% return. Over the past 10 years, CUSEX has underperformed VOO with an annualized return of 6.67%, while VOO has yielded a comparatively higher 12.58% annualized return.


CUSEX

YTD

-0.53%

1M

6.39%

6M

-5.73%

1Y

3.99%

5Y*

8.72%

10Y*

6.67%

VOO

YTD

-3.02%

1M

5.37%

6M

-0.14%

1Y

12.28%

5Y*

16.67%

10Y*

12.58%

*Annualized

Compare stocks, funds, or ETFs

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


CUSEX vs. VOO - Expense Ratio Comparison

CUSEX has a 0.42% expense ratio, which is higher than VOO's 0.03% expense ratio.


Expense ratio chart for CUSEX: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CUSEX: 0.42%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

CUSEX vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CUSEX
The Risk-Adjusted Performance Rank of CUSEX is 3131
Overall Rank
The Sharpe Ratio Rank of CUSEX is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of CUSEX is 3131
Sortino Ratio Rank
The Omega Ratio Rank of CUSEX is 3232
Omega Ratio Rank
The Calmar Ratio Rank of CUSEX is 3434
Calmar Ratio Rank
The Martin Ratio Rank of CUSEX is 2929
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6868
Overall Rank
The Sharpe Ratio Rank of VOO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CUSEX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group U.S. Equity Fund (CUSEX) 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.


The chart of Sharpe ratio for CUSEX, currently valued at 0.26, compared to the broader market-2.00-1.000.001.002.003.00
CUSEX: 0.26
VOO: 0.75
The chart of Sortino ratio for CUSEX, currently valued at 0.47, compared to the broader market-2.000.002.004.006.008.00
CUSEX: 0.47
VOO: 1.15
The chart of Omega ratio for CUSEX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.00
CUSEX: 1.07
VOO: 1.17
The chart of Calmar ratio for CUSEX, currently valued at 0.23, compared to the broader market0.002.004.006.008.0010.00
CUSEX: 0.23
VOO: 0.77
The chart of Martin ratio for CUSEX, currently valued at 0.73, compared to the broader market0.0010.0020.0030.0040.00
CUSEX: 0.73
VOO: 3.04

The current CUSEX Sharpe Ratio is 0.26, which is lower than the VOO Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of CUSEX 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.26
0.75
CUSEX
VOO

Dividends

CUSEX vs. VOO - Dividend Comparison

CUSEX's dividend yield for the trailing twelve months is around 0.90%, less than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
CUSEX
Capital Group U.S. Equity Fund
0.90%0.93%1.24%1.25%0.81%1.03%1.32%1.60%1.40%1.46%1.36%1.23%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

CUSEX vs. VOO - Drawdown Comparison

The maximum CUSEX drawdown since its inception was -30.16%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CUSEX and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-10.72%
-7.30%
CUSEX
VOO

Volatility

CUSEX vs. VOO - Volatility Comparison

Capital Group U.S. Equity Fund (CUSEX) and Vanguard S&P 500 ETF (VOO) have volatilities of 13.49% and 13.90%, 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%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
13.49%
13.90%
CUSEX
VOO