IVZ vs. VOO
Compare and contrast key facts about Invesco Ltd. (IVZ) 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: IVZ or VOO.
Key characteristics
IVZ | VOO | |
---|---|---|
YTD Return | -9.02% | 11.89% |
1Y Return | 9.43% | 28.60% |
3Y Return (Ann) | -12.62% | 10.22% |
5Y Return (Ann) | -0.66% | 15.10% |
10Y Return (Ann) | -3.78% | 12.90% |
Sharpe Ratio | 0.27 | 2.47 |
Daily Std Dev | 32.04% | 11.53% |
Max Drawdown | -90.60% | -33.99% |
Current Drawdown | -70.10% | 0.00% |
Correlation
The correlation between IVZ and VOO is 0.70, 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
IVZ vs. VOO - Performance Comparison
In the year-to-date period, IVZ achieves a -9.02% return, which is significantly lower than VOO's 11.89% return. Over the past 10 years, IVZ has underperformed VOO with an annualized return of -3.78%, while VOO has yielded a comparatively higher 12.90% 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
IVZ vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Ltd. (IVZ) 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
IVZ vs. VOO - Dividend Comparison
IVZ's dividend yield for the trailing twelve months is around 5.02%, more than VOO's 1.32% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Invesco Ltd. | 5.02% | 4.41% | 4.07% | 2.89% | 4.45% | 6.84% | 7.11% | 3.15% | 3.66% | 3.17% | 2.47% | 2.33% |
Vanguard S&P 500 ETF | 1.32% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
IVZ vs. VOO - Drawdown Comparison
The maximum IVZ drawdown since its inception was -90.60%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IVZ and VOO. For additional features, visit the drawdowns tool.
Volatility
IVZ vs. VOO - Volatility Comparison
Invesco Ltd. (IVZ) has a higher volatility of 9.38% compared to Vanguard S&P 500 ETF (VOO) at 3.17%. This indicates that IVZ'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.