GXG vs. VOO
Compare and contrast key facts about Global X MSCI Colombia ETF (GXG) and Vanguard S&P 500 ETF (VOO).
GXG and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GXG is a passively managed fund by Global X that tracks the performance of the MSCI All Colombia Select 25/50. It was launched on Feb 5, 2009. 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. Both GXG and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GXG or VOO.
Performance
GXG vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, GXG achieves a 2.64% return, which is significantly lower than VOO's 25.02% return. Over the past 10 years, GXG has underperformed VOO with an annualized return of -6.22%, while VOO has yielded a comparatively higher 13.11% annualized return.
GXG
2.64%
-2.63%
-14.53%
18.56%
-3.51%
-6.22%
VOO
25.02%
0.63%
11.74%
32.35%
15.50%
13.11%
Key characteristics
| GXG | VOO | |
|---|---|---|
| Sharpe Ratio | 1.13 | 2.67 |
| Sortino Ratio | 1.66 | 3.56 |
| Omega Ratio | 1.20 | 1.50 |
| Calmar Ratio | 0.32 | 3.85 |
| Martin Ratio | 2.32 | 17.51 |
| Ulcer Index | 9.15% | 1.86% |
| Daily Std Dev | 18.69% | 12.23% |
| Max Drawdown | -78.88% | -33.99% |
| Current Drawdown | -60.59% | -1.76% |
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GXG vs. VOO - Expense Ratio Comparison
GXG has a 0.62% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between GXG and VOO is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
GXG vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X MSCI Colombia ETF (GXG) 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.
Dividends
GXG vs. VOO - Dividend Comparison
GXG's dividend yield for the trailing twelve months is around 6.78%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GXG Global X MSCI Colombia ETF | 6.78% | 7.00% | 12.55% | 2.32% | 3.23% | 3.04% | 3.03% | 1.83% | 1.48% | 1.58% | 3.20% | 4.10% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
GXG vs. VOO - Drawdown Comparison
The maximum GXG drawdown since its inception was -78.88%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GXG and VOO. For additional features, visit the drawdowns tool.
Volatility
GXG vs. VOO - Volatility Comparison
Global X MSCI Colombia ETF (GXG) has a higher volatility of 5.34% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that GXG'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.