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

Correlation

The correlation between LQDI and VOO is 0.24, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

LQDI vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Inflation Hedged Corporate Bond ETF (LQDI) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%140.00%160.00%NovemberDecember2025FebruaryMarchApril
31.28%
128.25%
LQDI
VOO

Key characteristics

Sharpe Ratio

LQDI:

0.89

VOO:

0.54

Sortino Ratio

LQDI:

1.25

VOO:

0.88

Omega Ratio

LQDI:

1.16

VOO:

1.13

Calmar Ratio

LQDI:

0.56

VOO:

0.55

Martin Ratio

LQDI:

3.41

VOO:

2.27

Ulcer Index

LQDI:

1.74%

VOO:

4.55%

Daily Std Dev

LQDI:

6.67%

VOO:

19.19%

Max Drawdown

LQDI:

-28.99%

VOO:

-33.99%

Current Drawdown

LQDI:

-4.93%

VOO:

-9.90%

Returns By Period

In the year-to-date period, LQDI achieves a 2.66% return, which is significantly higher than VOO's -5.74% return.


LQDI

YTD

2.66%

1M

-0.13%

6M

1.13%

1Y

6.04%

5Y*

4.08%

10Y*

N/A

VOO

YTD

-5.74%

1M

-2.90%

6M

-4.28%

1Y

9.78%

5Y*

15.72%

10Y*

12.12%

*Annualized

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LQDI vs. VOO - Expense Ratio Comparison

LQDI has a 0.18% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for LQDI: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
LQDI: 0.18%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

LQDI vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LQDI
The Risk-Adjusted Performance Rank of LQDI is 7474
Overall Rank
The Sharpe Ratio Rank of LQDI is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of LQDI is 7676
Sortino Ratio Rank
The Omega Ratio Rank of LQDI is 7373
Omega Ratio Rank
The Calmar Ratio Rank of LQDI is 6767
Calmar Ratio Rank
The Martin Ratio Rank of LQDI is 7777
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LQDI vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Inflation Hedged Corporate Bond ETF (LQDI) 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.


The chart of Sharpe ratio for LQDI, currently valued at 0.89, compared to the broader market-1.000.001.002.003.004.00
LQDI: 0.89
VOO: 0.54
The chart of Sortino ratio for LQDI, currently valued at 1.25, compared to the broader market-2.000.002.004.006.008.00
LQDI: 1.25
VOO: 0.88
The chart of Omega ratio for LQDI, currently valued at 1.16, compared to the broader market0.501.001.502.002.50
LQDI: 1.16
VOO: 1.13
The chart of Calmar ratio for LQDI, currently valued at 0.56, compared to the broader market0.002.004.006.008.0010.0012.00
LQDI: 0.56
VOO: 0.55
The chart of Martin ratio for LQDI, currently valued at 3.41, compared to the broader market0.0020.0040.0060.00
LQDI: 3.41
VOO: 2.27

The current LQDI Sharpe Ratio is 0.89, which is higher than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of LQDI and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.89
0.54
LQDI
VOO

Dividends

LQDI vs. VOO - Dividend Comparison

LQDI's dividend yield for the trailing twelve months is around 4.52%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
LQDI
iShares Inflation Hedged Corporate Bond ETF
4.52%4.65%3.98%3.27%2.42%2.34%3.26%2.53%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

LQDI vs. VOO - Drawdown Comparison

The maximum LQDI drawdown since its inception was -28.99%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LQDI and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.93%
-9.90%
LQDI
VOO

Volatility

LQDI vs. VOO - Volatility Comparison

The current volatility for iShares Inflation Hedged Corporate Bond ETF (LQDI) is 3.54%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that LQDI experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
3.54%
13.96%
LQDI
VOO