PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
INTL vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between INTL and VOO is 0.72, 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

INTL vs. VOO - Performance Comparison

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

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
3.18%
7.46%
INTL
VOO

Key characteristics

Sharpe Ratio

INTL:

0.60

VOO:

1.76

Sortino Ratio

INTL:

0.90

VOO:

2.37

Omega Ratio

INTL:

1.11

VOO:

1.32

Calmar Ratio

INTL:

0.86

VOO:

2.66

Martin Ratio

INTL:

2.22

VOO:

11.10

Ulcer Index

INTL:

3.60%

VOO:

2.02%

Daily Std Dev

INTL:

13.42%

VOO:

12.79%

Max Drawdown

INTL:

-13.44%

VOO:

-33.99%

Current Drawdown

INTL:

-1.17%

VOO:

-2.11%

Returns By Period

In the year-to-date period, INTL achieves a 6.59% return, which is significantly higher than VOO's 2.40% return.


INTL

YTD

6.59%

1M

3.42%

6M

3.17%

1Y

6.76%

5Y*

N/A

10Y*

N/A

VOO

YTD

2.40%

1M

-1.05%

6M

7.47%

1Y

19.81%

5Y*

14.27%

10Y*

13.03%

*Annualized

Compare stocks, funds, or ETFs

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


INTL vs. VOO - Expense Ratio Comparison

INTL has a 1.04% expense ratio, which is higher than VOO's 0.03% expense ratio.


INTL
Main International ETF
Expense ratio chart for INTL: current value at 1.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.04%
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

INTL vs. VOO — Risk-Adjusted Performance Rank

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

INTL
The Risk-Adjusted Performance Rank of INTL is 2525
Overall Rank
The Sharpe Ratio Rank of INTL is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of INTL is 2121
Sortino Ratio Rank
The Omega Ratio Rank of INTL is 2121
Omega Ratio Rank
The Calmar Ratio Rank of INTL is 3838
Calmar Ratio Rank
The Martin Ratio Rank of INTL is 2525
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7777
Overall Rank
The Sharpe Ratio Rank of VOO is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7373
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7676
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8181
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.

INTL vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Main International ETF (INTL) 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 INTL, currently valued at 0.60, compared to the broader market0.002.004.000.601.76
The chart of Sortino ratio for INTL, currently valued at 0.90, compared to the broader market0.005.0010.000.902.37
The chart of Omega ratio for INTL, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.32
The chart of Calmar ratio for INTL, currently valued at 0.86, compared to the broader market0.005.0010.0015.000.862.66
The chart of Martin ratio for INTL, currently valued at 2.22, compared to the broader market0.0020.0040.0060.0080.00100.002.2211.10
INTL
VOO

The current INTL Sharpe Ratio is 0.60, which is lower than the VOO Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of INTL 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.60
1.76
INTL
VOO

Dividends

INTL vs. VOO - Dividend Comparison

INTL's dividend yield for the trailing twelve months is around 2.54%, more than VOO's 1.22% yield.


TTM20242023202220212020201920182017201620152014
INTL
Main International ETF
2.54%2.71%2.85%1.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

INTL vs. VOO - Drawdown Comparison

The maximum INTL drawdown since its inception was -13.44%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for INTL and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.17%
-2.11%
INTL
VOO

Volatility

INTL vs. VOO - Volatility Comparison

Main International ETF (INTL) has a higher volatility of 3.84% compared to Vanguard S&P 500 ETF (VOO) at 3.38%. This indicates that INTL'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%SeptemberOctoberNovemberDecember2025February
3.84%
3.38%
INTL
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab