IYG vs. VOOG
Compare and contrast key facts about iShares U.S. Financial Services ETF (IYG) and Vanguard S&P 500 Growth ETF (VOOG).
IYG and VOOG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IYG is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Financial Services TR. It was launched on Jun 12, 2000. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010. Both IYG and VOOG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IYG or VOOG.
Key characteristics
| IYG | VOOG | |
|---|---|---|
| YTD Return | 23.66% | 27.65% |
| 1Y Return | 42.15% | 38.70% |
| 3Y Return (Ann) | 4.92% | 5.94% |
| 5Y Return (Ann) | 10.71% | 16.92% |
| 10Y Return (Ann) | 11.14% | 14.66% |
| Sharpe Ratio | 3.28 | 2.36 |
| Sortino Ratio | 4.28 | 3.04 |
| Omega Ratio | 1.56 | 1.44 |
| Calmar Ratio | 2.13 | 2.36 |
| Martin Ratio | 21.62 | 12.34 |
| Ulcer Index | 2.06% | 3.21% |
| Daily Std Dev | 13.50% | 16.80% |
| Max Drawdown | -81.84% | -32.73% |
| Current Drawdown | -2.76% | -3.02% |
Correlation
The correlation between IYG and VOOG is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IYG vs. VOOG - Performance Comparison
In the year-to-date period, IYG achieves a 23.66% return, which is significantly lower than VOOG's 27.65% return. Over the past 10 years, IYG has underperformed VOOG with an annualized return of 11.14%, while VOOG has yielded a comparatively higher 14.66% 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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IYG vs. VOOG - Expense Ratio Comparison
IYG has a 0.42% expense ratio, which is higher than VOOG's 0.10% expense ratio.
Risk-Adjusted Performance
IYG vs. VOOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Financial Services ETF (IYG) and Vanguard S&P 500 Growth ETF (VOOG). 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
IYG vs. VOOG - Dividend Comparison
IYG's dividend yield for the trailing twelve months is around 1.25%, more than VOOG's 0.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYG iShares U.S. Financial Services ETF | 1.25% | 1.77% | 2.07% | 1.25% | 1.71% | 1.59% | 1.81% | 1.24% | 1.28% | 1.33% | 1.14% | 1.04% |
VOOG Vanguard S&P 500 Growth ETF | 0.63% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Drawdowns
IYG vs. VOOG - Drawdown Comparison
The maximum IYG drawdown since its inception was -81.84%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for IYG and VOOG. For additional features, visit the drawdowns tool.
Volatility
IYG vs. VOOG - Volatility Comparison
The current volatility for iShares U.S. Financial Services ETF (IYG) is 3.95%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 4.59%. This indicates that IYG experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.