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

Correlation

The correlation between INDEX and VOO is 0.94, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

INDEX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Index Funds S&P 500 Equal Weight (INDEX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
138.12%
216.02%
INDEX
VOO

Key characteristics

Sharpe Ratio

INDEX:

0.49

VOO:

0.54

Sortino Ratio

INDEX:

0.82

VOO:

0.88

Omega Ratio

INDEX:

1.12

VOO:

1.13

Calmar Ratio

INDEX:

0.51

VOO:

0.55

Martin Ratio

INDEX:

2.08

VOO:

2.27

Ulcer Index

INDEX:

4.58%

VOO:

4.55%

Daily Std Dev

INDEX:

19.42%

VOO:

19.19%

Max Drawdown

INDEX:

-38.82%

VOO:

-33.99%

Current Drawdown

INDEX:

-9.89%

VOO:

-9.90%

Returns By Period

The year-to-date returns for both investments are quite close, with INDEX having a -5.76% return and VOO slightly higher at -5.74%.


INDEX

YTD

-5.76%

1M

-2.89%

6M

-4.92%

1Y

8.89%

5Y*

14.48%

10Y*

N/A

VOO

YTD

-5.74%

1M

-2.90%

6M

-4.28%

1Y

9.78%

5Y*

15.72%

10Y*

12.12%

*Annualized

Compare stocks, funds, or ETFs

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


INDEX vs. VOO - Expense Ratio Comparison

INDEX has a 0.25% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for INDEX: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
INDEX: 0.25%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

INDEX vs. VOO — Risk-Adjusted Performance Rank

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

INDEX
The Risk-Adjusted Performance Rank of INDEX is 5959
Overall Rank
The Sharpe Ratio Rank of INDEX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of INDEX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of INDEX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of INDEX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of INDEX is 6060
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
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.

INDEX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Index Funds S&P 500 Equal Weight (INDEX) 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.


The chart of Sharpe ratio for INDEX, currently valued at 0.49, compared to the broader market-1.000.001.002.003.00
INDEX: 0.49
VOO: 0.54
The chart of Sortino ratio for INDEX, currently valued at 0.82, compared to the broader market-2.000.002.004.006.008.00
INDEX: 0.82
VOO: 0.88
The chart of Omega ratio for INDEX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.00
INDEX: 1.12
VOO: 1.13
The chart of Calmar ratio for INDEX, currently valued at 0.51, compared to the broader market0.002.004.006.008.0010.00
INDEX: 0.51
VOO: 0.55
The chart of Martin ratio for INDEX, currently valued at 2.08, compared to the broader market0.0010.0020.0030.0040.0050.00
INDEX: 2.08
VOO: 2.27

The current INDEX Sharpe Ratio is 0.49, which is comparable to the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of INDEX 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.49
0.54
INDEX
VOO

Dividends

INDEX vs. VOO - Dividend Comparison

INDEX's dividend yield for the trailing twelve months is around 1.42%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
INDEX
Index Funds S&P 500 Equal Weight
1.42%1.34%1.56%1.21%1.09%1.53%1.61%1.82%1.15%1.15%1.19%0.00%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

INDEX vs. VOO - Drawdown Comparison

The maximum INDEX drawdown since its inception was -38.82%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for INDEX and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.89%
-9.90%
INDEX
VOO

Volatility

INDEX vs. VOO - Volatility Comparison

Index Funds S&P 500 Equal Weight (INDEX) and Vanguard S&P 500 ETF (VOO) have volatilities of 14.21% and 13.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.21%
13.96%
INDEX
VOO