IOO vs. VHYAX
Compare and contrast key facts about iShares Global 100 ETF (IOO) and Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX).
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. VHYAX is managed by Vanguard. It was launched on Feb 7, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IOO or VHYAX.
Performance
IOO vs. VHYAX - Performance Comparison
Returns By Period
In the year-to-date period, IOO achieves a 24.15% return, which is significantly higher than VHYAX's 19.65% return.
IOO
24.15%
-1.45%
7.80%
28.46%
15.79%
11.99%
VHYAX
19.65%
0.54%
10.15%
28.07%
10.88%
N/A
Key characteristics
| IOO | VHYAX | |
|---|---|---|
| Sharpe Ratio | 2.05 | 2.63 |
| Sortino Ratio | 2.74 | 3.73 |
| Omega Ratio | 1.38 | 1.48 |
| Calmar Ratio | 2.51 | 5.34 |
| Martin Ratio | 10.37 | 16.79 |
| Ulcer Index | 2.69% | 1.66% |
| Daily Std Dev | 13.64% | 10.56% |
| Max Drawdown | -55.85% | -35.14% |
| Current Drawdown | -2.28% | -1.47% |
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IOO vs. VHYAX - Expense Ratio Comparison
IOO has a 0.40% expense ratio, which is higher than VHYAX's 0.08% expense ratio.
Correlation
The correlation between IOO and VHYAX is 0.75, 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. VHYAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global 100 ETF (IOO) and Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX). 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. VHYAX - Dividend Comparison
IOO's dividend yield for the trailing twelve months is around 1.09%, less than VHYAX's 2.76% 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% |
VHYAX Vanguard High Dividend Yield Index Fund Admiral Shares | 2.76% | 3.10% | 2.98% | 2.74% | 3.16% | 3.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IOO vs. VHYAX - Drawdown Comparison
The maximum IOO drawdown since its inception was -55.85%, which is greater than VHYAX's maximum drawdown of -35.14%. Use the drawdown chart below to compare losses from any high point for IOO and VHYAX. For additional features, visit the drawdowns tool.
Volatility
IOO vs. VHYAX - Volatility Comparison
iShares Global 100 ETF (IOO) has a higher volatility of 4.24% compared to Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX) at 3.72%. This indicates that IOO's price experiences larger fluctuations and is considered to be riskier than VHYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.