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

Correlation

The correlation between GXG and VOO is 0.46, 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.


-0.50.00.51.00.5

Performance

GXG vs. VOO - Performance Comparison

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

0.00%200.00%400.00%600.00%AugustSeptemberOctoberNovemberDecember2025
-51.67%
623.26%
GXG
VOO

Key characteristics

Sharpe Ratio

GXG:

0.64

VOO:

2.12

Sortino Ratio

GXG:

0.98

VOO:

2.82

Omega Ratio

GXG:

1.12

VOO:

1.39

Calmar Ratio

GXG:

0.18

VOO:

3.21

Martin Ratio

GXG:

1.11

VOO:

13.50

Ulcer Index

GXG:

10.29%

VOO:

2.01%

Daily Std Dev

GXG:

17.80%

VOO:

12.80%

Max Drawdown

GXG:

-78.88%

VOO:

-33.99%

Current Drawdown

GXG:

-56.63%

VOO:

-0.30%

Returns By Period

In the year-to-date period, GXG achieves a 7.89% return, which is significantly higher than VOO's 3.75% return. Over the past 10 years, GXG has underperformed VOO with an annualized return of -2.91%, while VOO has yielded a comparatively higher 13.84% annualized return.


GXG

YTD

7.89%

1M

8.50%

6M

3.77%

1Y

10.37%

5Y*

-2.69%

10Y*

-2.91%

VOO

YTD

3.75%

1M

1.12%

6M

12.44%

1Y

26.35%

5Y*

15.29%

10Y*

13.84%

*Annualized

Compare stocks, funds, or ETFs

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


GXG vs. VOO - Expense Ratio Comparison

GXG has a 0.62% expense ratio, which is higher than VOO's 0.03% expense ratio.


GXG
Global X MSCI Colombia ETF
Expense ratio chart for GXG: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%
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

GXG vs. VOO — Risk-Adjusted Performance Rank

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

GXG
The Risk-Adjusted Performance Rank of GXG is 2020
Overall Rank
The Sharpe Ratio Rank of GXG is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of GXG is 2424
Sortino Ratio Rank
The Omega Ratio Rank of GXG is 2323
Omega Ratio Rank
The Calmar Ratio Rank of GXG is 1313
Calmar Ratio Rank
The Martin Ratio Rank of GXG is 1515
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8282
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8282
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
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.

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.


Sharpe ratio
The chart of Sharpe ratio for GXG, currently valued at 0.64, compared to the broader market0.002.004.000.642.12
The chart of Sortino ratio for GXG, currently valued at 0.98, compared to the broader market0.005.0010.000.982.82
The chart of Omega ratio for GXG, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.39
The chart of Calmar ratio for GXG, currently valued at 0.18, compared to the broader market0.005.0010.0015.0020.000.183.21
The chart of Martin ratio for GXG, currently valued at 1.11, compared to the broader market0.0020.0040.0060.0080.00100.001.1113.50
GXG
VOO

The current GXG Sharpe Ratio is 0.64, which is lower than the VOO Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of GXG 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.64
2.12
GXG
VOO

Dividends

GXG vs. VOO - Dividend Comparison

GXG's dividend yield for the trailing twelve months is around 5.64%, more than VOO's 1.20% yield.


TTM20242023202220212020201920182017201620152014
GXG
Global X MSCI Colombia ETF
5.64%6.08%7.00%12.55%2.32%3.23%3.04%3.03%1.83%1.48%1.58%3.20%
VOO
Vanguard S&P 500 ETF
1.20%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-56.63%
-0.30%
GXG
VOO

Volatility

GXG vs. VOO - Volatility Comparison

Global X MSCI Colombia ETF (GXG) has a higher volatility of 4.70% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
4.70%
3.99%
GXG
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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