SABPX vs. VOO
Compare and contrast key facts about Principal Strategic Asset Management Balanced Portfolio (SABPX) and Vanguard S&P 500 ETF (VOO).
SABPX is managed by BlackRock. It was launched on Jul 24, 1996. 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.
Performance
SABPX vs. VOO - Performance Comparison
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SABPX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SABPX Principal Strategic Asset Management Balanced Portfolio | -1.15% | 13.62% | 18.04% | 15.64% | -16.48% | 13.14% | 10.83% | 19.57% | -5.44% | 14.65% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, SABPX achieves a -1.15% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, SABPX has underperformed VOO with an annualized return of 8.14%, while VOO has yielded a comparatively higher 14.14% annualized return.
SABPX
- 1D
- 1.75%
- 1M
- -4.39%
- YTD
- -1.15%
- 6M
- 0.40%
- 1Y
- 12.17%
- 3Y*
- 13.68%
- 5Y*
- 6.78%
- 10Y*
- 8.14%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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SABPX vs. VOO - Expense Ratio Comparison
SABPX has a 0.60% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
SABPX vs. VOO — Risk / Return Rank
SABPX
VOO
SABPX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Strategic Asset Management Balanced Portfolio (SABPX) 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.
| SABPX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 1.01 | +0.17 |
Sortino ratioReturn per unit of downside risk | 1.72 | 1.53 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.23 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 1.55 | +0.09 |
Martin ratioReturn relative to average drawdown | 7.30 | 7.31 | -0.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SABPX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 1.01 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.71 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.79 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.83 | -0.23 |
Correlation
The correlation between SABPX and VOO is 0.95, 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.
Dividends
SABPX vs. VOO - Dividend Comparison
SABPX's dividend yield for the trailing twelve months is around 10.65%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SABPX Principal Strategic Asset Management Balanced Portfolio | 10.65% | 10.71% | 11.81% | 1.64% | 8.16% | 9.60% | 3.13% | 4.05% | 9.79% | 6.97% | 3.58% | 8.20% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
SABPX vs. VOO - Drawdown Comparison
The maximum SABPX drawdown since its inception was -40.58%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SABPX and VOO.
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Drawdown Indicators
| SABPX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.58% | -33.99% | -6.59% |
Max Drawdown (1Y)Largest decline over 1 year | -7.80% | -11.98% | +4.18% |
Max Drawdown (5Y)Largest decline over 5 years | -22.41% | -24.52% | +2.11% |
Max Drawdown (10Y)Largest decline over 10 years | -25.29% | -33.99% | +8.70% |
Current DrawdownCurrent decline from peak | -5.01% | -5.55% | +0.54% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -3.72% | -1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 2.55% | -0.80% |
Volatility
SABPX vs. VOO - Volatility Comparison
The current volatility for Principal Strategic Asset Management Balanced Portfolio (SABPX) is 4.16%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.34%. This indicates that SABPX 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.
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Volatility by Period
| SABPX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 5.34% | -1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 6.42% | 9.47% | -3.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.64% | 18.11% | -7.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.84% | 16.82% | -5.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.71% | 17.99% | -7.28% |