PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IVV vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


IVVVOO
YTD Return13.35%13.35%
1Y Return25.69%25.68%
3Y Return (Ann)9.86%9.86%
5Y Return (Ann)15.08%15.08%
10Y Return (Ann)12.80%12.82%
Sharpe Ratio2.362.36
Daily Std Dev11.36%11.36%
Max Drawdown-55.25%-33.99%
Current Drawdown-0.05%0.00%

Correlation

-0.50.00.51.01.0

The correlation between IVV and VOO is 1.00, 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

IVV vs. VOO - Performance Comparison

As of year-to-date, both investments have demonstrated similar returns, with IVV at 13.35% and VOO at 13.35%. Both investments have delivered pretty close results over the past 10 years, with IVV having a 12.80% annualized return and VOO not far ahead at 12.82%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


440.00%460.00%480.00%500.00%520.00%540.00%2024FebruaryMarchAprilMayJune
530.33%
532.27%
IVV
VOO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares Core S&P 500 ETF

Vanguard S&P 500 ETF

IVV vs. VOO - Expense Ratio Comparison

Both IVV and VOO have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


IVV
iShares Core S&P 500 ETF
Expense ratio chart for IVV: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

IVV vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 ETF (IVV) 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.


IVV
Sharpe ratio
The chart of Sharpe ratio for IVV, currently valued at 2.36, compared to the broader market0.002.004.006.002.36
Sortino ratio
The chart of Sortino ratio for IVV, currently valued at 3.34, compared to the broader market0.005.0010.003.34
Omega ratio
The chart of Omega ratio for IVV, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for IVV, currently valued at 2.31, compared to the broader market0.005.0010.0015.002.31
Martin ratio
The chart of Martin ratio for IVV, currently valued at 9.30, compared to the broader market0.0020.0040.0060.0080.00100.009.30
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.36, compared to the broader market0.002.004.006.002.36
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.33, compared to the broader market0.005.0010.003.33
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.001.41
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.31, compared to the broader market0.005.0010.0015.002.31
Martin ratio
The chart of Martin ratio for VOO, currently valued at 9.24, compared to the broader market0.0020.0040.0060.0080.00100.009.24

IVV vs. VOO - Sharpe Ratio Comparison

The current IVV Sharpe Ratio is 2.36, which roughly equals the VOO Sharpe Ratio of 2.36. The chart below compares the 12-month rolling Sharpe Ratio of IVV and VOO.


Rolling 12-month Sharpe Ratio1.502.002.503.002024FebruaryMarchAprilMayJune
2.36
2.36
IVV
VOO

Dividends

IVV vs. VOO - Dividend Comparison

IVV's dividend yield for the trailing twelve months is around 1.34%, more than VOO's 1.30% yield.


TTM20232022202120202019201820172016201520142013
IVV
iShares Core S&P 500 ETF
1.34%1.44%1.66%1.20%1.57%1.99%2.20%1.75%2.01%2.26%1.82%1.80%
VOO
Vanguard S&P 500 ETF
1.30%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

IVV vs. VOO - Drawdown Comparison

The maximum IVV drawdown since its inception was -55.25%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IVV and VOO. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-0.05%
0
IVV
VOO

Volatility

IVV vs. VOO - Volatility Comparison

iShares Core S&P 500 ETF (IVV) has a higher volatility of 2.63% compared to Vanguard S&P 500 ETF (VOO) at 2.47%. This indicates that IVV'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.


2.00%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
2.63%
2.47%
IVV
VOO