IGC.L vs. VOO
Compare and contrast key facts about India Capital Growth Fund (IGC.L) and Vanguard S&P 500 ETF (VOO).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IGC.L or VOO.
Key characteristics
| IGC.L | VOO | |
|---|---|---|
| YTD Return | 18.99% | 26.88% |
| 1Y Return | 23.63% | 37.59% |
| 3Y Return (Ann) | 18.57% | 10.23% |
| 5Y Return (Ann) | 21.97% | 15.93% |
| 10Y Return (Ann) | 13.70% | 13.41% |
| Sharpe Ratio | 0.81 | 3.06 |
| Sortino Ratio | 1.35 | 4.08 |
| Omega Ratio | 1.19 | 1.58 |
| Calmar Ratio | 1.00 | 4.43 |
| Martin Ratio | 3.43 | 20.25 |
| Ulcer Index | 6.79% | 1.85% |
| Daily Std Dev | 28.69% | 12.23% |
| Max Drawdown | -86.00% | -33.99% |
| Current Drawdown | 0.00% | -0.30% |
Correlation
The correlation between IGC.L and VOO is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
IGC.L vs. VOO - Performance Comparison
In the year-to-date period, IGC.L achieves a 18.99% return, which is significantly lower than VOO's 26.88% return. Both investments have delivered pretty close results over the past 10 years, with IGC.L having a 13.70% annualized return and VOO not far behind at 13.41%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
IGC.L vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for India Capital Growth Fund (IGC.L) 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
IGC.L vs. VOO - Dividend Comparison
IGC.L has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.23%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGC.L India Capital Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
IGC.L vs. VOO - Drawdown Comparison
The maximum IGC.L drawdown since its inception was -86.00%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IGC.L and VOO. For additional features, visit the drawdowns tool.
Volatility
IGC.L vs. VOO - Volatility Comparison
India Capital Growth Fund (IGC.L) has a higher volatility of 13.30% compared to Vanguard S&P 500 ETF (VOO) at 3.89%. This indicates that IGC.L'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.