IOO vs. VGSTX

Last updated Jun 4, 2026

IOO (iShares Global 100 ETF) and VGSTX (Vanguard STAR Fund) are both funds - IOO is a Global Equities fund tracking the S&P Global 100 Index (Net), while VGSTX is a Diversified Portfolio fund managed by Vanguard. Over the past 10 years, IOO returned 16.70%/yr vs 9.65%/yr for VGSTX. Their correlation of 0.87 suggests significant overlap in exposure. IOO charges 0.40%/yr vs 0.31%/yr for VGSTX.

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.

Returns By Period

In the year-to-date period, IOO achieves a 12.26% return, which is significantly higher than VGSTX's 6.45% return. Over the past 10 years, IOO has outperformed VGSTX with an annualized return of 16.70%, while VGSTX has yielded a comparatively lower 9.65% annualized return.

IOO

• 1D: -1.33%
• 1M: 5.37%
• YTD: 12.26%
• 6M: 12.43%
• 1Y: 38.24%
• 3Y*: 25.48%
• 5Y*: 16.68%
• 10Y*: 16.70%

VGSTX

• 1D: 0.10%
• 1M: 3.50%
• YTD: 6.45%
• 6M: 7.04%
• 1Y: 18.40%
• 3Y*: 14.88%
• 5Y*: 6.81%
• 10Y*: 9.65%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IOO vs. VGSTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IOO iShares Global 100 ETF	12.26%	27.02%	26.54%	27.71%	-16.34%	26.03%	18.61%	30.01%	-6.22%	23.56%
VGSTX Vanguard STAR Fund	6.45%	15.88%	13.69%	17.14%	-18.05%	9.65%	21.45%	22.21%	-5.33%	16.95%

Correlation

The correlation between IOO and VGSTX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (10Y) Calculated over the trailing 10-year period	0.89
Correlation (All Time) Calculated using the full available price history since Dec 11, 2000	0.87

The correlation between IOO and VGSTX has been stable across timeframes, ranging from 0.84 to 0.89 - a consistent structural relationship.

IOO vs. VGSTX - Sectors Allocation Comparison

Sectors	IOO	VGSTX
Technology	46.2%	24.7%
Communication Services	11.0%	8.3%
Financial Services	9.1%	16.9%
Consumer Cyclical	8.4%	11.7%
Healthcare	8.4%	13.7%
Consumer Defensive	5.6%	4.4%
Industrials	4.8%	10.7%
Energy	3.6%	3.2%
Basic Materials	1.7%	3.7%
Utilities	0.5%	1.4%
Real Estate	0.2%	1.2%

Return for Risk

IOO vs. VGSTX — Risk / Return Rank

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

IOO

IOO Risk / Return Rank: 82
IOO Sharpe Ratio Rank: 85
IOO Sortino Ratio Rank: 84
IOO Omega Ratio Rank: 82
IOO Calmar Ratio Rank: 75
IOO Martin Ratio Rank: 85

VGSTX

VGSTX Risk / Return Rank: 56
VGSTX Sharpe Ratio Rank: 56
VGSTX Sortino Ratio Rank: 56
VGSTX Omega Ratio Rank: 55
VGSTX Calmar Ratio Rank: 52
VGSTX Martin Ratio Rank: 61

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IOO vs. VGSTX - Risk-Adjusted Trends 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.

	IOO	VGSTX	Difference
Sharpe ratio: Return per unit of total volatility	2.84	2.21	+0.63
Sortino ratio: Return per unit of downside risk	3.85	3.16	+0.69
Omega ratio: Gain probability vs. loss probability	1.50	1.41	+0.10
Calmar ratio: Return relative to maximum drawdown	3.87	2.77	+1.10
Martin ratio: Return relative to average drawdown	17.94	12.06	+5.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IOO vs. VGSTX - Sharpe Ratio Comparison

The current IOO Sharpe Ratio is 2.84, which is comparable to the VGSTX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of IOO and VGSTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IOO	VGSTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.84	2.21	+0.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.98	0.58	+0.40
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.94	0.82	+0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.81	-0.42

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.

Drawdown Indicators

	IOO	VGSTX	Difference
Max Drawdown Largest peak-to-trough decline	-55.85%	-38.62%	-17.23%
Max Drawdown (1Y) Largest decline over 1 year	-9.94%	-6.76%	-3.18%
Max Drawdown (3Y) Largest decline over 3 years	-19.19%	-11.77%	-7.42%
Max Drawdown (5Y) Largest decline over 5 years	-23.52%	-25.55%	+2.03%
Max Drawdown (10Y) Largest decline over 10 years	-31.43%	-25.55%	-5.88%
Current Drawdown Current decline from peak	-1.33%	0.00%	-1.33%
Average Drawdown Average peak-to-trough decline	-11.27%	-4.03%	-7.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.14%	1.55%	+0.59%

Volatility

IOO vs. VGSTX - Volatility Comparison

iShares Global 100 ETF (IOO) has a higher volatility of 3.81% compared to Vanguard STAR Fund (VGSTX) at 2.46%. 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.

Volatility by Period

	IOO	VGSTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.81%	2.46%	+1.35%
Volatility (6M) Calculated over the trailing 6-month period	10.59%	6.69%	+3.90%
Volatility (1Y) Calculated over the trailing 1-year period	13.54%	8.47%	+5.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.04%	11.82%	+5.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.78%	11.83%	+5.95%

IOO vs. VGSTX - Expense Ratio Comparison

IOO has a 0.40% expense ratio, which is higher than VGSTX's 0.31% expense ratio.

Dividends

IOO vs. VGSTX - Dividend Comparison

IOO's dividend yield for the trailing twelve months is around 0.82%, less than VGSTX's 8.57% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IOO iShares Global 100 ETF	0.82%	0.92%	1.08%	1.49%	2.00%	1.53%	1.49%	2.02%	2.54%	2.23%	2.75%	2.89%
VGSTX Vanguard STAR Fund	8.57%	9.13%	10.67%	5.35%	8.34%	6.70%	6.68%	6.07%	6.90%	3.32%	4.77%	5.62%

Frequently Asked Questions

Can I hold both IOO and VGSTX in my portfolio?

IOO and VGSTX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IOO or VGSTX?

IOO has higher volatility (3.81%) compared to VGSTX (2.46%). In terms of maximum drawdown, IOO dropped -55.85% vs VGSTX's -38.62%.

Which has better risk-adjusted returns?

IOO currently has the higher Sharpe Ratio (2.84 vs 2.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.