DOX vs. VOO
DOX (Amdocs Limited) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, DOX returned 1.38%/yr vs 15.77%/yr for VOO. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
DOX vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, DOX achieves a -35.23% return, which is significantly lower than VOO's 9.75% return. Over the past 10 years, DOX has underperformed VOO with an annualized return of 1.38%, while VOO has yielded a comparatively higher 15.77% annualized return.
DOX
- 1D
- 0.43%
- 1M
- -17.51%
- YTD
- -35.23%
- 6M
- -34.47%
- 1Y
- -41.75%
- 3Y*
- -16.67%
- 5Y*
- -5.84%
- 10Y*
- 1.38%
VOO
- 1D
- -0.29%
- 1M
- 0.08%
- YTD
- 9.75%
- 6M
- 9.30%
- 1Y
- 26.77%
- 3Y*
- 21.36%
- 5Y*
- 13.58%
- 10Y*
- 15.77%
DOX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DOX Amdocs Limited | -35.23% | -3.08% | -0.92% | -1.44% | 23.77% | 7.49% | 0.45% | 25.49% | -9.12% | 13.97% |
VOO Vanguard S&P 500 ETF | 9.75% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between DOX and VOO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.56 |
Over the past year, the correlation between DOX and VOO has dropped to 0.28 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.
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Return for Risk
DOX vs. VOO — Risk / Return Rank
DOX
VOO
DOX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amdocs Limited (DOX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DOX | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.77 | ||
| Sortino ratioReturn per unit of downside risk | -5.28 | ||
| Omega ratioGain probability vs. loss probability | 0.71 | 1.39 | -0.69 |
| Calmar ratioReturn relative to maximum drawdown | -0.97 | 3.02 | -3.99 |
| Martin ratioReturn relative to average drawdown | -2.12 | 13.58 | -15.71 |
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Drawdowns
DOX vs. VOO - Drawdown Comparison
The maximum DOX drawdown since its inception was -93.37%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DOX and VOO.
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Drawdown Indicators
| DOX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.37% | -33.99% | -59.38% |
Max Drawdown (1Y)Largest decline over 1 year | -43.20% | -8.90% | -34.30% |
Max Drawdown (3Y)Largest decline over 3 years | -44.37% | -18.69% | -25.68% |
Max Drawdown (5Y)Largest decline over 5 years | -44.37% | -24.52% | -19.85% |
Max Drawdown (10Y)Largest decline over 10 years | -44.37% | -33.99% | -10.38% |
Current DrawdownCurrent decline from peak | -44.14% | -1.74% | -42.40% |
Average DrawdownAverage peak-to-trough decline | -41.82% | -3.68% | -38.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.67% | 1.98% | +17.69% |
Volatility
DOX vs. VOO - Volatility Comparison
Amdocs Limited (DOX) has a higher volatility of 9.83% compared to Vanguard S&P 500 ETF (VOO) at 4.60%. This indicates that DOX'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
| DOX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.83% | 4.60% | +5.23% |
Volatility (6M)Calculated over the trailing 6-month period | 21.34% | 9.73% | +11.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.32% | 12.39% | +13.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.82% | 16.90% | +3.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.46% | 18.05% | +3.41% |
Dividends
DOX vs. VOO - Dividend Comparison
DOX's dividend yield for the trailing twelve months is around 4.16%, more than VOO's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DOX Amdocs Limited | 4.16% | 2.62% | 2.25% | 1.98% | 1.74% | 1.92% | 1.85% | 1.58% | 1.71% | 1.34% | 1.34% | 1.25% |
VOO Vanguard S&P 500 ETF | 1.04% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
DOX and VOO have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DOX has higher volatility (9.83%) compared to VOO (4.60%). In terms of maximum drawdown, DOX dropped -93.37% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (2.17 vs -1.59), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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