RTSI vs. VOO
Compare and contrast key facts about RTS Index (RTSI) 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: RTSI or VOO.
Key characteristics
| RTSI | VOO | |
|---|---|---|
| YTD Return | -11.78% | 19.30% |
| 1Y Return | -6.71% | 28.36% |
| 3Y Return (Ann) | -18.54% | 10.06% |
| 5Y Return (Ann) | -7.15% | 15.26% |
| 10Y Return (Ann) | -2.02% | 12.92% |
| Sharpe Ratio | -0.26 | 2.26 |
| Daily Std Dev | 18.28% | 12.63% |
| Max Drawdown | -93.26% | -33.99% |
| Current Drawdown | -61.58% | -0.28% |
Correlation
The correlation between RTSI and VOO is 0.31, 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.
Performance
RTSI vs. VOO - Performance Comparison
In the year-to-date period, RTSI achieves a -11.78% return, which is significantly lower than VOO's 19.30% return. Over the past 10 years, RTSI has underperformed VOO with an annualized return of -2.02%, while VOO has yielded a comparatively higher 12.92% 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
RTSI vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for RTS Index (RTSI) 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.
Drawdowns
RTSI vs. VOO - Drawdown Comparison
The maximum RTSI drawdown since its inception was -93.26%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RTSI and VOO. For additional features, visit the drawdowns tool.
Volatility
RTSI vs. VOO - Volatility Comparison
RTS Index (RTSI) has a higher volatility of 8.54% compared to Vanguard S&P 500 ETF (VOO) at 3.81%. This indicates that RTSI'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.