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

Correlation

The correlation between PEOPX and VOO is 0.98, 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.


-0.50.00.51.01.0

Performance

PEOPX vs. VOO - Performance Comparison

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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
9.30%
9.64%
PEOPX
VOO

Key characteristics

Sharpe Ratio

PEOPX:

1.47

VOO:

2.25

Sortino Ratio

PEOPX:

1.91

VOO:

2.98

Omega Ratio

PEOPX:

1.29

VOO:

1.42

Calmar Ratio

PEOPX:

0.88

VOO:

3.31

Martin Ratio

PEOPX:

10.40

VOO:

14.77

Ulcer Index

PEOPX:

1.91%

VOO:

1.90%

Daily Std Dev

PEOPX:

13.53%

VOO:

12.46%

Max Drawdown

PEOPX:

-55.51%

VOO:

-33.99%

Current Drawdown

PEOPX:

-2.59%

VOO:

-2.47%

Returns By Period

The year-to-date returns for both investments are quite close, with PEOPX having a 25.41% return and VOO slightly higher at 26.02%. Over the past 10 years, PEOPX has underperformed VOO with an annualized return of 2.82%, while VOO has yielded a comparatively higher 13.08% annualized return.


PEOPX

YTD

25.41%

1M

0.31%

6M

8.97%

1Y

26.02%

5Y*

3.47%

10Y*

2.82%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PEOPX vs. VOO - Expense Ratio Comparison

PEOPX has a 0.50% expense ratio, which is higher than VOO's 0.03% expense ratio.


PEOPX
BNY Mellon S&P 500 Index Fund
Expense ratio chart for PEOPX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

PEOPX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon S&P 500 Index Fund (PEOPX) 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 ratio
The chart of Sharpe ratio for PEOPX, currently valued at 1.47, compared to the broader market-1.000.001.002.003.004.001.472.25
The chart of Sortino ratio for PEOPX, currently valued at 1.91, compared to the broader market-2.000.002.004.006.008.0010.001.912.98
The chart of Omega ratio for PEOPX, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.003.501.291.42
The chart of Calmar ratio for PEOPX, currently valued at 0.88, compared to the broader market0.002.004.006.008.0010.0012.0014.000.883.31
The chart of Martin ratio for PEOPX, currently valued at 10.40, compared to the broader market0.0020.0040.0060.0010.4014.77
PEOPX
VOO

The current PEOPX Sharpe Ratio is 1.47, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of PEOPX 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 Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.47
2.25
PEOPX
VOO

Dividends

PEOPX vs. VOO - Dividend Comparison

PEOPX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
PEOPX
BNY Mellon S&P 500 Index Fund
0.00%1.17%1.42%0.97%1.42%1.68%1.92%1.60%1.86%1.79%1.61%1.51%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

PEOPX vs. VOO - Drawdown Comparison

The maximum PEOPX drawdown since its inception was -55.51%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PEOPX and VOO. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.59%
-2.47%
PEOPX
VOO

Volatility

PEOPX vs. VOO - Volatility Comparison

BNY Mellon S&P 500 Index Fund (PEOPX) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.78% and 3.75%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.78%
3.75%
PEOPX
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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