IVT vs. VOO
Compare and contrast key facts about Inventrust Properties Corp (IVT) and Vanguard S&P 500 ETF (VOO).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IVT or VOO.
Key characteristics
IVT | VOO | |
---|---|---|
YTD Return | 0.56% | 9.19% |
1Y Return | 16.03% | 27.28% |
3Y Return (Ann) | 44.09% | 8.68% |
5Y Return (Ann) | 34.95% | 14.46% |
10Y Return (Ann) | -7.07% | 12.76% |
Sharpe Ratio | 0.64 | 2.36 |
Daily Std Dev | 23.21% | 11.57% |
Max Drawdown | -100.00% | -33.99% |
Current Drawdown | -26.13% | -1.24% |
Correlation
The correlation between IVT and VOO is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
IVT vs. VOO - Performance Comparison
In the year-to-date period, IVT achieves a 0.56% return, which is significantly lower than VOO's 9.19% return. Over the past 10 years, IVT has underperformed VOO with an annualized return of -7.07%, while VOO has yielded a comparatively higher 12.76% annualized 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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Risk-Adjusted Performance
IVT vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Inventrust Properties Corp (IVT) and Vanguard S&P 500 ETF (VOO). 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
IVT vs. VOO - Dividend Comparison
IVT's dividend yield for the trailing twelve months is around 3.46%, more than VOO's 1.35% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Inventrust Properties Corp | 3.46% | 3.40% | 3.47% | 2.90% | 1.73% | 1.19% | 3.46% | 4.63% | 4.63% | 4.75% | 0.00% | 0.00% |
Vanguard S&P 500 ETF | 1.35% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
IVT vs. VOO - Drawdown Comparison
The maximum IVT drawdown since its inception was -100.00%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IVT and VOO. For additional features, visit the drawdowns tool.
Volatility
IVT vs. VOO - Volatility Comparison
Inventrust Properties Corp (IVT) has a higher volatility of 5.90% compared to Vanguard S&P 500 ETF (VOO) at 4.07%. This indicates that IVT's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.