CUSUX vs. VOOV
Compare and contrast key facts about Six Circles U.S. Unconstrained Equity Fund (CUSUX) and Vanguard S&P 500 Value ETF (VOOV).
CUSUX is managed by Six Circles. It was launched on Jul 9, 2018. VOOV is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Value Index. It was launched on Sep 7, 2010.
Performance
CUSUX vs. VOOV - Performance Comparison
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CUSUX vs. VOOV - 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% |
VOOV Vanguard S&P 500 Value ETF | -0.06% | 13.10% | 12.21% | 22.15% | -5.37% | 24.87% | 1.23% | 31.75% | -10.21% |
Returns By Period
In the year-to-date period, CUSUX achieves a -9.56% return, which is significantly lower than VOOV's -0.06% return.
CUSUX
- 1D
- -0.29%
- 1M
- -7.02%
- YTD
- -9.56%
- 6M
- -6.09%
- 1Y
- 13.27%
- 3Y*
- 17.56%
- 5Y*
- 10.79%
- 10Y*
- —
VOOV
- 1D
- 1.68%
- 1M
- -4.67%
- YTD
- -0.06%
- 6M
- 3.11%
- 1Y
- 12.71%
- 3Y*
- 13.79%
- 5Y*
- 10.40%
- 10Y*
- 11.33%
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CUSUX vs. VOOV - Expense Ratio Comparison
CUSUX has a 0.05% expense ratio, which is lower than VOOV's 0.10% expense ratio. Despite the difference, 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. VOOV — Risk / Return Rank
CUSUX
VOOV
CUSUX vs. VOOV - 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 Value ETF (VOOV). 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 | VOOV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.82 | -0.08 |
Sortino ratioReturn per unit of downside risk | 1.19 | 1.23 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.18 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.86 | 1.15 | -0.30 |
Martin ratioReturn relative to average drawdown | 3.43 | 5.41 | -1.98 |
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
| CUSUX | VOOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.82 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.72 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.72 | -0.15 |
Correlation
The correlation between CUSUX and VOOV is 0.80, 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. VOOV - Dividend Comparison
CUSUX's dividend yield for the trailing twelve months is around 10.15%, more than VOOV's 1.80% 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% |
VOOV Vanguard S&P 500 Value ETF | 1.80% | 1.76% | 2.10% | 1.69% | 2.19% | 1.87% | 2.45% | 2.10% | 2.65% | 2.13% | 2.24% | 2.36% |
Drawdowns
CUSUX vs. VOOV - Drawdown Comparison
The maximum CUSUX drawdown since its inception was -35.55%, roughly equal to the maximum VOOV drawdown of -37.31%. Use the drawdown chart below to compare losses from any high point for CUSUX and VOOV.
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Drawdown Indicators
| CUSUX | VOOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.55% | -37.31% | +1.76% |
Max Drawdown (1Y)Largest decline over 1 year | -11.98% | -11.99% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -35.55% | -18.10% | -17.45% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.31% | — |
Current DrawdownCurrent decline from peak | -11.01% | -4.67% | -6.34% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -3.88% | -4.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.56% | +0.57% |
Volatility
CUSUX vs. VOOV - Volatility Comparison
Six Circles U.S. Unconstrained Equity Fund (CUSUX) has a higher volatility of 4.10% compared to Vanguard S&P 500 Value ETF (VOOV) at 3.86%. This indicates that CUSUX's price experiences larger fluctuations and is considered to be riskier than VOOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CUSUX | VOOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.10% | 3.86% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.23% | 7.77% | +1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.74% | 15.61% | +3.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.73% | 14.50% | +6.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.69% | 16.97% | +4.72% |