VOO vs. ITDF
Compare and contrast key facts about Vanguard S&P 500 ETF (VOO) and Ishares Lifepath Target Date 2050 ETF (ITDF).
VOO and ITDF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. ITDF is an actively managed fund by iShares. It was launched on Oct 17, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VOO or ITDF.
Key characteristics
| VOO | ITDF | |
|---|---|---|
| YTD Return | 26.88% | 18.41% |
| 1Y Return | 37.59% | 29.82% |
| Sharpe Ratio | 3.06 | 2.61 |
| Sortino Ratio | 4.08 | 3.57 |
| Omega Ratio | 1.58 | 1.47 |
| Calmar Ratio | 4.43 | 3.88 |
| Martin Ratio | 20.25 | 17.20 |
| Ulcer Index | 1.85% | 1.74% |
| Daily Std Dev | 12.23% | 11.46% |
| Max Drawdown | -33.99% | -7.71% |
| Current Drawdown | -0.30% | -0.87% |
Correlation
The correlation between VOO and ITDF is 0.93, 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.
Performance
VOO vs. ITDF - Performance Comparison
In the year-to-date period, VOO achieves a 26.88% return, which is significantly higher than ITDF's 18.41% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VOO vs. ITDF - Expense Ratio Comparison
VOO has a 0.03% expense ratio, which is lower than ITDF's 0.11% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VOO vs. ITDF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) and Ishares Lifepath Target Date 2050 ETF (ITDF). 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
VOO vs. ITDF - Dividend Comparison
VOO's dividend yield for the trailing twelve months is around 1.23%, more than ITDF's 0.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
ITDF Ishares Lifepath Target Date 2050 ETF | 0.72% | 0.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VOO vs. ITDF - Drawdown Comparison
The maximum VOO drawdown since its inception was -33.99%, which is greater than ITDF's maximum drawdown of -7.71%. Use the drawdown chart below to compare losses from any high point for VOO and ITDF. For additional features, visit the drawdowns tool.
Volatility
VOO vs. ITDF - Volatility Comparison
Vanguard S&P 500 ETF (VOO) has a higher volatility of 3.89% compared to Ishares Lifepath Target Date 2050 ETF (ITDF) at 3.22%. This indicates that VOO's price experiences larger fluctuations and is considered to be riskier than ITDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.