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IOO vs. VGSTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IOO and VGSTX is 0.91, 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

IOO vs. VGSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global 100 ETF (IOO) and Vanguard STAR Fund (VGSTX). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
339.98%
181.00%
IOO
VGSTX

Key characteristics

Sharpe Ratio

IOO:

0.56

VGSTX:

0.23

Sortino Ratio

IOO:

0.91

VGSTX:

0.40

Omega Ratio

IOO:

1.13

VGSTX:

1.06

Calmar Ratio

IOO:

0.60

VGSTX:

0.14

Martin Ratio

IOO:

2.39

VGSTX:

0.70

Ulcer Index

IOO:

4.77%

VGSTX:

4.25%

Daily Std Dev

IOO:

20.52%

VGSTX:

12.73%

Max Drawdown

IOO:

-55.85%

VGSTX:

-43.45%

Current Drawdown

IOO:

-9.59%

VGSTX:

-15.65%

Returns By Period

In the year-to-date period, IOO achieves a -5.69% return, which is significantly lower than VGSTX's -1.06% return. Over the past 10 years, IOO has outperformed VGSTX with an annualized return of 11.32%, while VGSTX has yielded a comparatively lower 2.50% annualized return.


IOO

YTD

-5.69%

1M

-4.89%

6M

-4.27%

1Y

10.01%

5Y*

16.21%

10Y*

11.32%

VGSTX

YTD

-1.06%

1M

-2.96%

6M

-5.94%

1Y

2.09%

5Y*

3.32%

10Y*

2.50%

*Annualized

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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.


Expense ratio chart for IOO: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IOO: 0.40%
Expense ratio chart for VGSTX: current value is 0.31%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGSTX: 0.31%

Risk-Adjusted Performance

IOO vs. VGSTX — Risk-Adjusted Performance Rank

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

IOO
The Risk-Adjusted Performance Rank of IOO is 6666
Overall Rank
The Sharpe Ratio Rank of IOO is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of IOO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of IOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of IOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of IOO is 6767
Martin Ratio Rank

VGSTX
The Risk-Adjusted Performance Rank of VGSTX is 3838
Overall Rank
The Sharpe Ratio Rank of VGSTX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of VGSTX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of VGSTX is 3838
Omega Ratio Rank
The Calmar Ratio Rank of VGSTX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of VGSTX is 3838
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.

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.


The chart of Sharpe ratio for IOO, currently valued at 0.56, compared to the broader market-1.000.001.002.003.004.00
IOO: 0.56
VGSTX: 0.23
The chart of Sortino ratio for IOO, currently valued at 0.91, compared to the broader market-2.000.002.004.006.008.00
IOO: 0.91
VGSTX: 0.40
The chart of Omega ratio for IOO, currently valued at 1.13, compared to the broader market0.501.001.502.00
IOO: 1.13
VGSTX: 1.06
The chart of Calmar ratio for IOO, currently valued at 0.59, compared to the broader market0.002.004.006.008.0010.0012.00
IOO: 0.60
VGSTX: 0.14
The chart of Martin ratio for IOO, currently valued at 2.39, compared to the broader market0.0020.0040.0060.00
IOO: 2.39
VGSTX: 0.70

The current IOO Sharpe Ratio is 0.56, which is higher than the VGSTX Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of IOO and VGSTX, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.56
0.23
IOO
VGSTX

Dividends

IOO vs. VGSTX - Dividend Comparison

IOO's dividend yield for the trailing twelve months is around 1.14%, less than VGSTX's 2.45% yield.


TTM20242023202220212020201920182017201620152014
IOO
iShares Global 100 ETF
1.14%1.08%1.49%2.00%1.53%1.49%2.02%2.54%2.23%2.75%2.89%3.52%
VGSTX
Vanguard STAR Fund
2.45%2.43%2.21%2.08%1.36%1.42%2.11%2.52%1.85%2.08%2.09%2.18%

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 -43.45%. Use the drawdown chart below to compare losses from any high point for IOO and VGSTX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.59%
-15.65%
IOO
VGSTX

Volatility

IOO vs. VGSTX - Volatility Comparison

iShares Global 100 ETF (IOO) has a higher volatility of 14.43% compared to Vanguard STAR Fund (VGSTX) at 8.28%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.43%
8.28%
IOO
VGSTX