CUSUX vs. VOO
Compare and contrast key facts about Six Circles U.S. Unconstrained Equity Fund (CUSUX) and Vanguard S&P 500 ETF (VOO).
CUSUX 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
CUSUX vs. VOO - Performance Comparison
Loading graphics...
CUSUX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CUSUX Six Circles U.S. Unconstrained Equity Fund | -9.56% | 19.35% | 24.86% | 30.38% | -21.28% | 30.27% | 22.69% | 24.95% | -11.01% |
VOO Vanguard S&P 500 ETF | -4.42% | 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, CUSUX achieves a -9.56% return, which is significantly lower than VOO's -4.42% return.
CUSUX
- 1D
- -0.29%
- 1M
- -7.02%
- YTD
- -9.56%
- 6M
- -6.09%
- 1Y
- 13.27%
- 3Y*
- 17.56%
- 5Y*
- 10.79%
- 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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CUSUX vs. VOO - Expense Ratio Comparison
CUSUX has a 0.05% 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
CUSUX vs. VOO — Risk / Return Rank
CUSUX
VOO
CUSUX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Six Circles U.S. Unconstrained Equity Fund (CUSUX) 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.
| CUSUX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.98 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.19 | 1.50 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.86 | 1.53 | -0.68 |
Martin ratioReturn relative to average drawdown | 3.43 | 7.29 | -3.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CUSUX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.98 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.70 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.83 | -0.25 |
Correlation
The correlation between CUSUX and VOO is 0.95, 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
CUSUX vs. VOO - Dividend Comparison
CUSUX's dividend yield for the trailing twelve months is around 10.15%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CUSUX Six Circles U.S. Unconstrained Equity Fund | 10.15% | 9.18% | 6.64% | 1.19% | 2.68% | 16.48% | 1.55% | 1.67% | 0.00% | 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
CUSUX vs. VOO - Drawdown Comparison
The maximum CUSUX drawdown since its inception was -35.55%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CUSUX and VOO.
Loading graphics...
Drawdown Indicators
| CUSUX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.55% | -33.99% | -1.56% |
Max Drawdown (1Y)Largest decline over 1 year | -11.98% | -11.98% | 0.00% |
Max Drawdown (5Y)Largest decline over 5 years | -35.55% | -24.52% | -11.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -11.01% | -6.29% | -4.72% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -3.72% | -5.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.52% | +0.61% |
Volatility
CUSUX vs. VOO - Volatility Comparison
The current volatility for Six Circles U.S. Unconstrained Equity Fund (CUSUX) is 4.10%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that CUSUX 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.
Loading graphics...
Volatility by Period
| CUSUX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.10% | 5.29% | -1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 9.23% | 9.44% | -0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.74% | 18.10% | +0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.73% | 16.82% | +3.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.69% | 17.99% | +3.70% |