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

Correlation

The correlation between VOO and NINDX 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

VOO vs. NINDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P 500 ETF (VOO) and Columbia Large Cap Index Fund (NINDX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VOO:

0.74

NINDX:

0.73

Sortino Ratio

VOO:

1.04

NINDX:

1.03

Omega Ratio

VOO:

1.15

NINDX:

1.15

Calmar Ratio

VOO:

0.68

NINDX:

0.68

Martin Ratio

VOO:

2.58

NINDX:

2.58

Ulcer Index

VOO:

4.93%

NINDX:

4.94%

Daily Std Dev

VOO:

19.54%

NINDX:

19.77%

Max Drawdown

VOO:

-33.99%

NINDX:

-55.32%

Current Drawdown

VOO:

-3.55%

NINDX:

-3.49%

Returns By Period

In the year-to-date period, VOO achieves a 0.90% return, which is significantly lower than NINDX's 0.95% return. Both investments have delivered pretty close results over the past 10 years, with VOO having a 12.81% annualized return and NINDX not far behind at 12.72%.


VOO

YTD

0.90%

1M

4.04%

6M

-1.46%

1Y

13.29%

3Y*

14.31%

5Y*

15.89%

10Y*

12.81%

NINDX

YTD

0.95%

1M

4.07%

6M

-1.42%

1Y

13.32%

3Y*

14.28%

5Y*

15.79%

10Y*

12.72%

*Annualized

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Vanguard S&P 500 ETF

Columbia Large Cap Index Fund

VOO vs. NINDX - Expense Ratio Comparison

VOO has a 0.03% expense ratio, which is lower than NINDX's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

VOO vs. NINDX — Risk-Adjusted Performance Rank

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

VOO
The Risk-Adjusted Performance Rank of VOO is 6262
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6565
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
Martin Ratio Rank

NINDX
The Risk-Adjusted Performance Rank of NINDX is 5656
Overall Rank
The Sharpe Ratio Rank of NINDX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of NINDX is 5454
Sortino Ratio Rank
The Omega Ratio Rank of NINDX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of NINDX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of NINDX is 5656
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.

VOO vs. NINDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) and Columbia Large Cap Index Fund (NINDX). 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 current VOO Sharpe Ratio is 0.74, which is comparable to the NINDX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of VOO and NINDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

VOO vs. NINDX - Dividend Comparison

VOO's dividend yield for the trailing twelve months is around 1.29%, less than NINDX's 8.62% yield.


TTM20242023202220212020201920182017201620152014
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%
NINDX
Columbia Large Cap Index Fund
8.62%8.71%8.82%13.23%16.96%7.23%9.84%9.71%4.49%2.24%2.69%1.76%

Drawdowns

VOO vs. NINDX - Drawdown Comparison

The maximum VOO drawdown since its inception was -33.99%, smaller than the maximum NINDX drawdown of -55.32%. Use the drawdown chart below to compare losses from any high point for VOO and NINDX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

VOO vs. NINDX - Volatility Comparison

Vanguard S&P 500 ETF (VOO) and Columbia Large Cap Index Fund (NINDX) have volatilities of 4.84% and 4.77%, 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.


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