ICSIX vs. VOO
Compare and contrast key facts about Dynamic U.S. Opportunity Fund (ICSIX) and Vanguard S&P 500 ETF (VOO).
ICSIX is managed by Innealta Capital. It was launched on Dec 29, 2011. 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.
Performance
ICSIX vs. VOO - Performance Comparison
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ICSIX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ICSIX Dynamic U.S. Opportunity Fund | -4.38% | 16.41% | 8.16% | 16.05% | -7.52% | 16.14% | 18.73% | 25.95% | -11.12% | 15.19% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
The year-to-date returns for both stocks are quite close, with ICSIX having a -4.38% return and VOO slightly lower at -4.42%. Over the past 10 years, ICSIX has underperformed VOO with an annualized return of 9.94%, while VOO has yielded a comparatively higher 14.05% annualized return.
ICSIX
- 1D
- -0.37%
- 1M
- -6.73%
- YTD
- -4.38%
- 6M
- -2.81%
- 1Y
- 11.78%
- 3Y*
- 10.12%
- 5Y*
- 7.66%
- 10Y*
- 9.94%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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ICSIX vs. VOO - Expense Ratio Comparison
ICSIX has a 1.24% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
ICSIX vs. VOO — Risk / Return Rank
ICSIX
VOO
ICSIX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dynamic U.S. Opportunity Fund (ICSIX) 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.
| ICSIX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.98 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.50 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.22 | 1.53 | -0.31 |
Martin ratioReturn relative to average drawdown | 5.26 | 7.29 | -2.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ICSIX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.98 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.70 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.78 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.83 | -0.24 |
Correlation
The correlation between ICSIX 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.
Dividends
ICSIX vs. VOO - Dividend Comparison
ICSIX's dividend yield for the trailing twelve months is around 20.01%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICSIX Dynamic U.S. Opportunity Fund | 20.01% | 19.13% | 19.10% | 0.97% | 2.55% | 5.47% | 5.78% | 0.49% | 12.55% | 2.50% | 4.76% | 2.22% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
ICSIX vs. VOO - Drawdown Comparison
The maximum ICSIX drawdown since its inception was -25.63%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ICSIX and VOO.
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Drawdown Indicators
| ICSIX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.63% | -33.99% | +8.36% |
Max Drawdown (1Y)Largest decline over 1 year | -9.17% | -11.98% | +2.81% |
Max Drawdown (5Y)Largest decline over 5 years | -24.90% | -24.52% | -0.38% |
Max Drawdown (10Y)Largest decline over 10 years | -25.63% | -33.99% | +8.36% |
Current DrawdownCurrent decline from peak | -8.16% | -6.29% | -1.87% |
Average DrawdownAverage peak-to-trough decline | -3.25% | -3.72% | +0.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.52% | -0.39% |
Volatility
ICSIX vs. VOO - Volatility Comparison
The current volatility for Dynamic U.S. Opportunity Fund (ICSIX) is 3.39%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that ICSIX 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.
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Volatility by Period
| ICSIX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 5.29% | -1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 7.88% | 9.44% | -1.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.11% | 18.10% | -3.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 16.82% | -0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.62% | 17.99% | -2.37% |