IOO vs. VGSTX
Compare and contrast key facts about iShares Global 100 ETF (IOO) and Vanguard STAR Fund (VGSTX).
IOO is a passively managed fund by iShares that tracks the performance of the S&P Global 100 Index. It was launched on Dec 5, 2000. VGSTX is managed by Vanguard. It was launched on Mar 29, 1985.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IOO or VGSTX.
Performance
IOO vs. VGSTX - Performance Comparison
Returns By Period
In the year-to-date period, IOO achieves a 24.15% return, which is significantly higher than VGSTX's 10.19% return. Over the past 10 years, IOO has outperformed VGSTX with an annualized return of 11.99%, while VGSTX has yielded a comparatively lower 7.43% annualized return.
IOO
24.15%
-1.45%
7.80%
28.46%
15.79%
11.99%
VGSTX
10.19%
-0.51%
4.66%
16.99%
7.72%
7.43%
Key characteristics
| IOO | VGSTX | |
|---|---|---|
| Sharpe Ratio | 2.05 | 1.93 |
| Sortino Ratio | 2.74 | 2.75 |
| Omega Ratio | 1.38 | 1.35 |
| Calmar Ratio | 2.51 | 1.45 |
| Martin Ratio | 10.37 | 11.98 |
| Ulcer Index | 2.69% | 1.40% |
| Daily Std Dev | 13.64% | 8.68% |
| Max Drawdown | -55.85% | -38.62% |
| Current Drawdown | -2.28% | -1.55% |
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IOO vs. VGSTX - Expense Ratio Comparison
IOO has a 0.40% expense ratio, which is higher than VGSTX's 0.31% expense ratio.
Correlation
The correlation between IOO and VGSTX is 0.90, 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.
Risk-Adjusted Performance
IOO vs. VGSTX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global 100 ETF (IOO) and Vanguard STAR Fund (VGSTX). 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
IOO vs. VGSTX - Dividend Comparison
IOO's dividend yield for the trailing twelve months is around 1.09%, less than VGSTX's 2.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IOO iShares Global 100 ETF | 1.09% | 1.49% | 2.00% | 1.53% | 1.49% | 2.02% | 2.54% | 2.23% | 2.75% | 2.89% | 3.52% | 2.37% |
VGSTX Vanguard STAR Fund | 2.22% | 2.21% | 2.08% | 1.36% | 1.42% | 2.11% | 2.52% | 1.85% | 2.08% | 2.09% | 2.18% | 1.82% |
Drawdowns
IOO vs. VGSTX - Drawdown Comparison
The maximum IOO drawdown since its inception was -55.85%, which is greater than VGSTX's maximum drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for IOO and VGSTX. For additional features, visit the drawdowns tool.
Volatility
IOO vs. VGSTX - Volatility Comparison
iShares Global 100 ETF (IOO) has a higher volatility of 4.24% compared to Vanguard STAR Fund (VGSTX) at 2.32%. This indicates that IOO's price experiences larger fluctuations and is considered to be riskier than VGSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.