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

Correlation

The correlation between IGF and VOO is 0.73, 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.


-0.50.00.51.00.7

Performance

IGF vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Infrastructure ETF (IGF) 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%600.00%JulyAugustSeptemberOctoberNovemberDecember
150.58%
602.93%
IGF
VOO

Key characteristics

Sharpe Ratio

IGF:

1.34

VOO:

2.25

Sortino Ratio

IGF:

1.86

VOO:

2.98

Omega Ratio

IGF:

1.24

VOO:

1.42

Calmar Ratio

IGF:

1.58

VOO:

3.31

Martin Ratio

IGF:

6.55

VOO:

14.77

Ulcer Index

IGF:

2.41%

VOO:

1.90%

Daily Std Dev

IGF:

11.75%

VOO:

12.46%

Max Drawdown

IGF:

-58.33%

VOO:

-33.99%

Current Drawdown

IGF:

-5.35%

VOO:

-2.47%

Returns By Period

In the year-to-date period, IGF achieves a 13.96% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, IGF has underperformed VOO with an annualized return of 5.09%, while VOO has yielded a comparatively higher 13.08% annualized return.


IGF

YTD

13.96%

1M

-3.67%

6M

9.47%

1Y

14.56%

5Y*

4.48%

10Y*

5.09%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

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


IGF vs. VOO - Expense Ratio Comparison

IGF has a 0.46% expense ratio, which is higher than VOO's 0.03% expense ratio.


IGF
iShares Global Infrastructure ETF
Expense ratio chart for IGF: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
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

IGF vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Infrastructure ETF (IGF) 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 IGF, currently valued at 1.34, compared to the broader market0.002.004.001.342.25
The chart of Sortino ratio for IGF, currently valued at 1.86, compared to the broader market-2.000.002.004.006.008.0010.001.862.98
The chart of Omega ratio for IGF, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.42
The chart of Calmar ratio for IGF, currently valued at 1.58, compared to the broader market0.005.0010.0015.001.583.31
The chart of Martin ratio for IGF, currently valued at 6.55, compared to the broader market0.0020.0040.0060.0080.00100.006.5514.77
IGF
VOO

The current IGF Sharpe Ratio is 1.34, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of IGF 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.34
2.25
IGF
VOO

Dividends

IGF vs. VOO - Dividend Comparison

IGF's dividend yield for the trailing twelve months is around 3.24%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
IGF
iShares Global Infrastructure ETF
3.24%3.36%2.67%2.42%2.33%3.27%3.52%2.95%2.99%3.24%3.00%3.45%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

IGF vs. VOO - Drawdown Comparison

The maximum IGF drawdown since its inception was -58.33%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IGF and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.35%
-2.47%
IGF
VOO

Volatility

IGF vs. VOO - Volatility Comparison

iShares Global Infrastructure ETF (IGF) has a higher volatility of 4.22% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that IGF'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%JulyAugustSeptemberOctoberNovemberDecember
4.22%
3.75%
IGF
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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