IOO vs. VTSMX
IOO (iShares Global 100 ETF) and VTSMX (Vanguard Total Stock Market Index Fund Investor Shares) are both funds - IOO is a Global Equities fund tracking the S&P Global 100 Index (Net), while VTSMX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, IOO returned 16.70%/yr vs 14.94%/yr for VTSMX. Their correlation of 0.90 suggests significant overlap in exposure. IOO charges 0.40%/yr vs 0.14%/yr for VTSMX.
Performance
IOO vs. VTSMX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with IOO having a 12.26% return and VTSMX slightly lower at 11.96%. Over the past 10 years, IOO has outperformed VTSMX with an annualized return of 16.70%, while VTSMX has yielded a comparatively lower 14.94% 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%
VTSMX
- 1D
- 0.24%
- 1M
- 5.75%
- YTD
- 11.96%
- 6M
- 11.85%
- 1Y
- 29.00%
- 3Y*
- 21.99%
- 5Y*
- 12.80%
- 10Y*
- 14.94%
IOO vs. VTSMX - 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% |
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 11.96% | 16.63% | 22.76% | 26.38% | -19.60% | 25.59% | 20.87% | 30.63% | -5.27% | 21.05% |
Correlation
The correlation between IOO and VTSMX 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 | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2000 | 0.90 |
The correlation between IOO and VTSMX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
IOO vs. VTSMX — Risk / Return Rank
IOO
VTSMX
IOO vs. VTSMX - Risk-Adjusted Trends 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.
| IOO | VTSMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.44 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.87 | 3.36 | +0.51 |
| Martin ratioReturn relative to average drawdown | 17.94 | 15.51 | +2.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IOO | VTSMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.84 | 2.46 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.74 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 0.81 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.59 | -0.20 |
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.
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Drawdown Indicators
| IOO | VTSMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.85% | -55.38% | -0.47% |
Max Drawdown (1Y)Largest decline over 1 year | -9.94% | -8.93% | -1.01% |
Max Drawdown (3Y)Largest decline over 3 years | -19.19% | -19.63% | +0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -23.52% | -25.43% | +1.91% |
Max Drawdown (10Y)Largest decline over 10 years | -31.43% | -34.98% | +3.55% |
Current DrawdownCurrent decline from peak | -1.33% | 0.00% | -1.33% |
Average DrawdownAverage peak-to-trough decline | -11.27% | -8.90% | -2.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 1.93% | +0.21% |
Volatility
IOO vs. VTSMX - Volatility Comparison
iShares Global 100 ETF (IOO) has a higher volatility of 3.81% compared to Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) at 2.95%. This indicates that IOO's price experiences larger fluctuations and is considered to be riskier than VTSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IOO | VTSMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.81% | 2.95% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 9.19% | +1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.54% | 12.19% | +1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.04% | 17.36% | -0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.78% | 18.41% | -0.63% |
IOO vs. VTSMX - Expense Ratio Comparison
IOO has a 0.40% expense ratio, which is higher than VTSMX's 0.14% expense ratio.
Dividends
IOO vs. VTSMX - Dividend Comparison
IOO's dividend yield for the trailing twelve months is around 0.82%, less than VTSMX's 0.93% 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% |
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 0.93% | 0.75% | 0.89% | 1.33% | 1.54% | 1.11% | 1.33% | 1.67% | 1.92% | 1.61% | 1.83% | 1.86% |
Frequently Asked Questions
With a correlation of 0.91, IOO and VTSMX 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 (3.81%) compared to VTSMX (2.95%). In terms of maximum drawdown, IOO dropped -55.85% vs VTSMX's -55.38%.
IOO currently has the higher Sharpe Ratio (2.84 vs 2.46), 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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