IOO vs. VTIVX
IOO (iShares Global 100 ETF) and VTIVX (Vanguard Target Retirement 2045 Fund) are both funds - IOO is a Global Equities fund tracking the S&P Global 100 Index (Net), while VTIVX is a Target Retirement Date fund managed by Vanguard. Over the past 10 years, IOO returned 16.66%/yr vs 11.31%/yr for VTIVX. Their correlation of 0.93 suggests significant overlap in exposure. IOO charges 0.40%/yr vs 0.08%/yr for VTIVX.
Performance
IOO vs. VTIVX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with IOO having a 9.16% return and VTIVX slightly lower at 8.87%. Over the past 10 years, IOO has outperformed VTIVX with an annualized return of 16.66%, while VTIVX has yielded a comparatively lower 11.31% annualized return.
IOO
- 1D
- 0.11%
- 1M
- -1.76%
- YTD
- 9.16%
- 6M
- 10.36%
- 1Y
- 33.70%
- 3Y*
- 23.85%
- 5Y*
- 15.85%
- 10Y*
- 16.66%
VTIVX
- 1D
- 2.05%
- 1M
- 1.26%
- YTD
- 8.87%
- 6M
- 9.59%
- 1Y
- 23.02%
- 3Y*
- 17.25%
- 5Y*
- 8.91%
- 10Y*
- 11.31%
IOO vs. VTIVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IOO iShares Global 100 ETF | 9.16% | 27.02% | 26.54% | 27.71% | -16.34% | 26.03% | 18.61% | 30.01% | -6.22% | 23.56% |
VTIVX Vanguard Target Retirement 2045 Fund | 8.87% | 20.01% | 13.68% | 19.72% | -17.38% | 16.16% | 16.31% | 24.94% | -7.89% | 19.16% |
Correlation
The correlation between IOO and VTIVX is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2003 | 0.93 |
The correlation between IOO and VTIVX has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.
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Return for Risk
IOO vs. VTIVX — Risk / Return Rank
IOO
VTIVX
IOO vs. VTIVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global 100 ETF (IOO) and Vanguard Target Retirement 2045 Fund (VTIVX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IOO | VTIVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.37 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.23 | 2.68 | +0.55 |
| Martin ratioReturn relative to average drawdown | 14.35 | 11.59 | +2.76 |
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Drawdowns
IOO vs. VTIVX - Drawdown Comparison
The maximum IOO drawdown since its inception was -55.85%, which is greater than VTIVX's maximum drawdown of -51.69%. Use the drawdown chart below to compare losses from any high point for IOO and VTIVX.
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Drawdown Indicators
| IOO | VTIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.85% | -51.69% | -4.16% |
Max Drawdown (1Y)Largest decline over 1 year | -9.94% | -8.30% | -1.64% |
Max Drawdown (3Y)Largest decline over 3 years | -19.19% | -13.40% | -5.79% |
Max Drawdown (5Y)Largest decline over 5 years | -23.52% | -25.10% | +1.58% |
Max Drawdown (10Y)Largest decline over 10 years | -31.43% | -31.42% | -0.01% |
Current DrawdownCurrent decline from peak | -4.05% | -2.00% | -2.05% |
Average DrawdownAverage peak-to-trough decline | -11.26% | -6.33% | -4.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 1.92% | +0.32% |
Volatility
IOO vs. VTIVX - Volatility Comparison
iShares Global 100 ETF (IOO) has a higher volatility of 4.82% compared to Vanguard Target Retirement 2045 Fund (VTIVX) at 4.51%. This indicates that IOO's price experiences larger fluctuations and is considered to be riskier than VTIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IOO | VTIVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 4.51% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 11.31% | 9.13% | +2.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.07% | 11.10% | +2.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.12% | 13.58% | +3.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.80% | 14.82% | +2.98% |
IOO vs. VTIVX - Expense Ratio Comparison
IOO has a 0.40% expense ratio, which is higher than VTIVX's 0.08% expense ratio.
Dividends
IOO vs. VTIVX - Dividend Comparison
IOO's dividend yield for the trailing twelve months is around 0.84%, less than VTIVX's 2.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IOO iShares Global 100 ETF | 0.84% | 0.92% | 1.08% | 1.49% | 2.00% | 1.53% | 1.49% | 2.02% | 2.54% | 2.23% | 2.75% | 2.89% |
VTIVX Vanguard Target Retirement 2045 Fund | 2.29% | 2.50% | 2.36% | 2.27% | 2.75% | 15.40% | 1.90% | 2.23% | 2.52% | 0.04% | 2.47% | 3.29% |
Frequently Asked Questions
With a correlation of 0.91, IOO and VTIVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
IOO has higher volatility (4.82%) compared to VTIVX (4.51%). In terms of maximum drawdown, IOO dropped -55.85% vs VTIVX's -51.69%.
IOO currently has the higher Sharpe Ratio (2.28 vs 2.01), 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.
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