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IVV vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


IVVVOO
YTD Return10.42%10.42%
1Y Return34.27%34.26%
3Y Return (Ann)11.44%11.43%
5Y Return (Ann)15.04%15.04%
10Y Return (Ann)13.02%13.04%
Sharpe Ratio2.942.94
Daily Std Dev11.56%11.59%
Max Drawdown-55.25%-33.99%
Current Drawdown0.00%-0.12%

Correlation

1.00
-1.001.00

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 10.42% and VOO at 10.42%. Both investments have delivered pretty close results over the past 10 years, with IVV having a 13.02% annualized return and VOO not far ahead at 13.04%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


400.00%450.00%500.00%OctoberNovemberDecember2024FebruaryMarch
514.04%
515.91%
IVV
VOO

Compare stocks, funds, or ETFs


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%.

IVV
iShares Core S&P 500 ETF
0.50%1.00%1.50%2.00%0.03%
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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
IVV
iShares Core S&P 500 ETF
2.94
VOO
Vanguard S&P 500 ETF
2.94

IVV vs. VOO - Sharpe Ratio Comparison

The current IVV Sharpe Ratio is 2.94, which roughly equals the VOO Sharpe Ratio of 2.94. The chart below compares the 12-month rolling Sharpe Ratio of IVV and VOO.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.94
2.94
IVV
VOO

Dividends

IVV vs. VOO - Dividend Comparison

IVV's dividend yield for the trailing twelve months is around 1.32%, which matches VOO's 1.33% yield.


TTM20232022202120202019201820172016201520142013
IVV
iShares Core S&P 500 ETF
1.32%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
1.33%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%. The drawdown chart below compares losses from any high point along the way for IVV and VOO


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch0
-0.12%
IVV
VOO

Volatility

IVV vs. VOO - Volatility Comparison

iShares Core S&P 500 ETF (IVV) and Vanguard S&P 500 ETF (VOO) have volatilities of 2.84% and 2.90%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.84%
2.90%
IVV
VOO