DYTA vs. VOO

Last updated Jun 3, 2026

DYTA (SGI Dynamic Tactical ETF) and VOO (Vanguard S&P 500 ETF) are both exchange-traded funds - DYTA is a Global Allocation fund actively managed by Summit Global Investments, while VOO is a S&P 500 fund tracking the S&P 500 Index. DYTA is actively managed, while VOO is passively managed. Over the past 3 years, DYTA returned 12.16%/yr vs 22.73%/yr for VOO. Their correlation of 0.87 suggests significant overlap in exposure. DYTA charges 1.04%/yr vs 0.03%/yr for VOO.

Performance

DYTA vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SGI Dynamic Tactical ETF (DYTA) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DYTA achieves a 8.77% return, which is significantly lower than VOO's 11.69% return.

DYTA

• 1D: 0.69%
• 1M: 5.13%
• YTD: 8.77%
• 6M: 9.55%
• 1Y: 16.37%
• 3Y*: 12.16%
• 5Y*: —
• 10Y*: —

VOO

• 1D: 0.14%
• 1M: 5.39%
• YTD: 11.69%
• 6M: 12.11%
• 1Y: 29.68%
• 3Y*: 22.73%
• 5Y*: 14.26%
• 10Y*: 15.65%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DYTA vs. VOO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DYTA SGI Dynamic Tactical ETF	8.77%	6.95%	13.59%	8.73%
VOO Vanguard S&P 500 ETF	11.69%	17.82%	24.98%	19.17%

Correlation

The correlation between DYTA and VOO is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (All Time) Calculated using the full available price history since Mar 31, 2023	0.87

The correlation between DYTA and VOO has been stable across timeframes, ranging from 0.84 to 0.87 - a consistent structural relationship.

Return for Risk

DYTA vs. VOO — Risk / Return Rank

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

DYTA

DYTA Risk / Return Rank: 49
DYTA Sharpe Ratio Rank: 48
DYTA Sortino Ratio Rank: 49
DYTA Omega Ratio Rank: 61
DYTA Calmar Ratio Rank: 36
DYTA Martin Ratio Rank: 53

VOO

VOO Risk / Return Rank: 75
VOO Sharpe Ratio Rank: 77
VOO Sortino Ratio Rank: 75
VOO Omega Ratio Rank: 76
VOO Calmar Ratio Rank: 68
VOO Martin Ratio Rank: 80

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DYTA vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SGI Dynamic Tactical ETF (DYTA) 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.

	DYTA	VOO	Difference
Sharpe ratio Return per unit of total volatility	1.69	2.53	-0.84
Sortino ratio Return per unit of downside risk	2.40	3.43	-1.03
Omega ratio Gain probability vs. loss probability	1.38	1.46	-0.08
Calmar ratio Return relative to maximum drawdown	1.78	3.42	-1.64
Martin ratio Return relative to average drawdown	9.24	15.95	-6.71
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DYTA vs. VOO - Sharpe Ratio Comparison

The current DYTA Sharpe Ratio is 1.69, which is lower than the VOO Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of DYTA and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DYTA	VOO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.69	2.53	-0.84
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.85	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.87	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.12	0.89	+0.23

Drawdowns

DYTA vs. VOO - Drawdown Comparison

The maximum DYTA drawdown since its inception was -9.41%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DYTA and VOO.

Drawdown Indicators

	DYTA	VOO	Difference
Max Drawdown Largest peak-to-trough decline	-9.41%	-33.99%	+24.58%
Max Drawdown (1Y) Largest decline over 1 year	-9.33%	-8.90%	-0.43%
Max Drawdown (3Y) Largest decline over 3 years	-9.41%	-18.69%	+9.28%
Max Drawdown (5Y) Largest decline over 5 years	—	-24.52%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.99%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-2.21%	-3.69%	+1.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.80%	1.91%	-0.11%

Volatility

DYTA vs. VOO - Volatility Comparison

SGI Dynamic Tactical ETF (DYTA) has a higher volatility of 2.91% compared to Vanguard S&P 500 ETF (VOO) at 2.74%. This indicates that DYTA'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.

Volatility by Period

	DYTA	VOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.91%	2.74%	+0.17%
Volatility (6M) Calculated over the trailing 6-month period	9.37%	8.88%	+0.49%
Volatility (1Y) Calculated over the trailing 1-year period	9.72%	11.78%	-2.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.85%	16.81%	-5.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.85%	18.01%	-7.16%

DYTA vs. VOO - Expense Ratio Comparison

DYTA has a 1.04% expense ratio, which is higher than VOO's 0.03% expense ratio.

Dividends

DYTA vs. VOO - Dividend Comparison

DYTA's dividend yield for the trailing twelve months is around 1.51%, more than VOO's 1.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DYTA SGI Dynamic Tactical ETF	1.51%	1.64%	10.80%	0.89%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VOO Vanguard S&P 500 ETF	1.02%	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

Can I hold both DYTA and VOO in my portfolio?

DYTA and VOO have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DYTA or VOO?

DYTA has higher volatility (2.91%) compared to VOO (2.74%). In terms of maximum drawdown, DYTA dropped -9.41% vs VOO's -33.99%.

Which ETF is better, DYTA or VOO?

On 3-year performance, VOO leads with 22.73% vs 12.16% for DYTA. On fees, VOO is cheaper at 0.03% per year. On volatility, VOO has been the lower-risk option at 2.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DYTA or VOO?

Over the 3-year period, VOO has performed better with a 22.73% return vs 12.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DYTA or VOO?

VOO is cheaper with a 0.03% expense ratio, compared with 1.04% for DYTA.

Which ETF pays a higher dividend yield, DYTA or VOO?

DYTA has the higher dividend yield at 1.51%, compared with 1.02% for VOO.

What is the main difference between DYTA and VOO?

DYTA is categorized as Global Allocation, while VOO is S&P 500. They also come from different issuers: Summit Global Investments and Vanguard. Their fees differ too: 1.04% for DYTA and 0.03% for VOO.

Which has better risk-adjusted returns?

VOO currently has the higher Sharpe Ratio (2.53 vs 1.69), 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.