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GAL vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GAL and VOO is 0.84, 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.


-0.50.00.51.00.8

Performance

GAL vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR SSgA Global Allocation ETF (GAL) 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%OctoberNovemberDecember2025FebruaryMarch
121.70%
404.58%
GAL
VOO

Key characteristics

Sharpe Ratio

GAL:

1.20

VOO:

1.01

Sortino Ratio

GAL:

1.70

VOO:

1.41

Omega Ratio

GAL:

1.21

VOO:

1.19

Calmar Ratio

GAL:

1.98

VOO:

1.58

Martin Ratio

GAL:

6.72

VOO:

6.08

Ulcer Index

GAL:

1.46%

VOO:

2.19%

Daily Std Dev

GAL:

8.20%

VOO:

13.13%

Max Drawdown

GAL:

-28.31%

VOO:

-33.99%

Current Drawdown

GAL:

-1.09%

VOO:

-6.56%

Returns By Period

In the year-to-date period, GAL achieves a 2.54% return, which is significantly higher than VOO's -2.25% return. Over the past 10 years, GAL has underperformed VOO with an annualized return of 5.79%, while VOO has yielded a comparatively higher 12.69% annualized return.


GAL

YTD

2.54%

1M

0.33%

6M

3.88%

1Y

9.57%

5Y*

7.73%

10Y*

5.79%

VOO

YTD

-2.25%

1M

-4.82%

6M

4.94%

1Y

13.87%

5Y*

15.87%

10Y*

12.69%

*Annualized

Compare stocks, funds, or ETFs

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


GAL vs. VOO - Expense Ratio Comparison

GAL has a 0.35% expense ratio, which is higher than VOO's 0.03% expense ratio.


GAL
SPDR SSgA Global Allocation ETF
Expense ratio chart for GAL: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

GAL vs. VOO — Risk-Adjusted Performance Rank

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

GAL
The Risk-Adjusted Performance Rank of GAL is 7474
Overall Rank
The Sharpe Ratio Rank of GAL is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of GAL is 7171
Sortino Ratio Rank
The Omega Ratio Rank of GAL is 6969
Omega Ratio Rank
The Calmar Ratio Rank of GAL is 8080
Calmar Ratio Rank
The Martin Ratio Rank of GAL is 7676
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5656
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 5858
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7070
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.

GAL vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR SSgA Global Allocation ETF (GAL) 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.


Sharpe ratio
The chart of Sharpe ratio for GAL, currently valued at 0.92, compared to the broader market-1.000.001.002.003.004.005.000.920.71
The chart of Sortino ratio for GAL, currently valued at 1.31, compared to the broader market-2.000.002.004.006.008.0010.0012.001.311.01
The chart of Omega ratio for GAL, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.13
The chart of Calmar ratio for GAL, currently valued at 1.53, compared to the broader market0.005.0010.0015.0020.001.531.02
The chart of Martin ratio for GAL, currently valued at 5.16, compared to the broader market0.0020.0040.0060.0080.00100.005.164.01
GAL
VOO

The current GAL Sharpe Ratio is 1.20, which is comparable to the VOO Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of GAL 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 Ratio0.501.001.502.002.503.003.504.00OctoberNovemberDecember2025FebruaryMarch
0.92
0.71
GAL
VOO

Dividends

GAL vs. VOO - Dividend Comparison

GAL's dividend yield for the trailing twelve months is around 2.92%, more than VOO's 1.27% yield.


TTM20242023202220212020201920182017201620152014
GAL
SPDR SSgA Global Allocation ETF
2.95%3.00%2.56%6.19%4.05%2.14%2.96%2.43%2.26%2.43%3.10%3.36%
VOO
Vanguard S&P 500 ETF
1.31%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

GAL vs. VOO - Drawdown Comparison

The maximum GAL drawdown since its inception was -28.31%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GAL and VOO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-2.14%
-9.29%
GAL
VOO

Volatility

GAL vs. VOO - Volatility Comparison

The current volatility for SPDR SSgA Global Allocation ETF (GAL) is 2.40%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.11%. This indicates that GAL 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.


1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2025FebruaryMarch
2.40%
5.11%
GAL
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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