IOO vs. VTSMX
Compare and contrast key facts about iShares Global 100 ETF (IOO) and Vanguard Total Stock Market Index Fund Investor Shares (VTSMX).
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. VTSMX is managed by Vanguard.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IOO or VTSMX.
Performance
IOO vs. VTSMX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with IOO having a 23.36% return and VTSMX slightly higher at 23.46%. Both investments have delivered pretty close results over the past 10 years, with IOO having a 11.96% annualized return and VTSMX not far ahead at 12.47%.
IOO
23.36%
-1.28%
7.21%
28.33%
15.51%
11.96%
VTSMX
23.46%
0.82%
11.37%
32.14%
14.53%
12.47%
Key characteristics
| IOO | VTSMX | |
|---|---|---|
| Sharpe Ratio | 2.12 | 2.56 |
| Sortino Ratio | 2.82 | 3.43 |
| Omega Ratio | 1.39 | 1.47 |
| Calmar Ratio | 2.60 | 3.75 |
| Martin Ratio | 10.78 | 16.38 |
| Ulcer Index | 2.68% | 1.96% |
| Daily Std Dev | 13.63% | 12.55% |
| Max Drawdown | -55.85% | -55.38% |
| Current Drawdown | -2.90% | -2.42% |
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IOO vs. VTSMX - Expense Ratio Comparison
IOO has a 0.40% expense ratio, which is higher than VTSMX's 0.14% expense ratio.
Correlation
The correlation between IOO and VTSMX 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. VTSMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global 100 ETF (IOO) and Vanguard Total Stock Market Index Fund Investor Shares (VTSMX). 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. VTSMX - Dividend Comparison
IOO's dividend yield for the trailing twelve months is around 1.10%, less than VTSMX's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IOO iShares Global 100 ETF | 1.10% | 1.49% | 2.00% | 1.53% | 1.49% | 2.02% | 2.54% | 2.23% | 2.75% | 2.89% | 3.52% | 2.37% |
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 1.19% | 1.34% | 1.54% | 1.11% | 1.33% | 1.67% | 1.92% | 1.61% | 1.83% | 1.86% | 1.65% | 1.64% |
Drawdowns
IOO vs. VTSMX - Drawdown Comparison
The maximum IOO drawdown since its inception was -55.85%, roughly equal to the maximum VTSMX drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for IOO and VTSMX. For additional features, visit the drawdowns tool.
Volatility
IOO vs. VTSMX - Volatility Comparison
iShares Global 100 ETF (IOO) and Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) have volatilities of 4.21% and 4.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.