SGLC vs. VOO

Last updated Aug 2, 2026

SGLC (SGI U.S. Large Cap Core ETF) and VOO (Vanguard S&P 500 ETF) are both exchange-traded funds - SGLC is a Large Cap Blend Equities fund actively managed by Summit Global Investments, while VOO is a S&P 500 fund tracking the S&P 500 Index. SGLC is actively managed, while VOO is passively managed. Over the past 3 years, SGLC returned 19.42%/yr vs 19.42%/yr for VOO. Their correlation of 0.93 means they have usually moved in the same direction. SGLC charges 0.85%/yr vs 0.03%/yr for VOO.

Performance

SGLC vs. VOO - Performance Comparison

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

Returns By Period

In the year-to-date period, SGLC achieves a 15.05% return, which is significantly higher than VOO's 10.16% return.

SGLC

• 1D: 0.41%
• 1M: 1.35%
• 6M: 10.93%
• YTD: 15.05%
• 1Y: 28.98%
• 3Y*: 19.42%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 21.89%

VOO

• 1D: 0.71%
• 1M: 0.26%
• 6M: 8.58%
• YTD: 10.16%
• 1Y: 21.58%
• 3Y*: 19.42%
• 5Y*: 12.83%
• 10Y*: 15.14%
• ALL TIME*: 14.78%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SGLC SGI U.S. Large Cap Core ETF	$554.91K	$515.82K	$530.23K
VOO Vanguard S&P 500 ETF	$3.82B	$3.78B	$5.44B

SGLC vs. VOO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SGLC SGI U.S. Large Cap Core ETF	15.05%	17.30%	20.19%	19.30%
VOO Vanguard S&P 500 ETF	10.16%	17.82%	24.98%	19.17%

Correlation

The correlation between SGLC and VOO is 0.90, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.90
Correlation (3Y) Balances recent behavior with more history.	0.92
Correlation (All Time) Calculated using the full available price history since Mar 31, 2023	0.93

The correlation between SGLC and VOO has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

SGLC vs. VOO - Sectors Allocation Comparison

Sectors	SGLC	VOO
Technology	36.7%	38.6%
Financial Services	14.5%	11.4%
Communication Services	10.7%	9.9%
Healthcare	9.8%	8.9%
Consumer Cyclical	8.9%	9.5%
Industrials	5.9%	8.5%
Consumer Defensive	3.7%	4.5%
Energy	2.9%	3.0%
Real Estate	2.5%	1.8%
Basic Materials	2.1%	1.7%
Utilities	2.1%	2.2%

Return for Risk

SGLC vs. VOO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SGLC

SGLC Risk / Return Rank: 80
SGLC Sharpe Ratio Rank: 80
SGLC Sortino Ratio Rank: 78
SGLC Omega Ratio Rank: 79
SGLC Calmar Ratio Rank: 78
SGLC Martin Ratio Rank: 84

VOO

VOO Risk / Return Rank: 68
VOO Sharpe Ratio Rank: 68
VOO Sortino Ratio Rank: 65
VOO Omega Ratio Rank: 66
VOO Calmar Ratio Rank: 64
VOO Martin Ratio Rank: 76

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SGLC vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SGI U.S. Large Cap Core ETF (SGLC) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SGLC	VOO	Difference
Sharpe ratio: Return per unit of total volatility	1.87	1.53	+0.33
Sortino ratio: Return per unit of downside risk	2.52	2.13	+0.39
Omega ratio: Gain probability vs. loss probability	1.33	1.28	+0.06
Calmar ratio: Return relative to maximum drawdown	2.81	2.21	+0.60
Martin ratio: Return relative to average drawdown	11.81	9.44	+2.37

SGLC vs. VOO - Sharpe Ratio Comparison

The current SGLC Sharpe Ratio is 1.87, which is comparable to the VOO Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of SGLC and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SGLC vs. VOO - Drawdown Comparison

The maximum SGLC drawdown since its inception was -20.24%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SGLC and VOO.

Drawdown Indicators

	SGLC	VOO	Difference
Max Drawdown Largest peak-to-trough decline	-20.24%	-33.99%	+13.75%
Max Drawdown (1Y) Largest decline over 1 year	-9.67%	-8.90%	-0.77%
Max Drawdown (3Y) Largest decline over 3 years	-20.24%	-18.69%	-1.55%
Max Drawdown (5Y) Largest decline over 5 years	—	-24.52%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.99%	—
Current Drawdown Current decline from peak	-0.50%	-1.38%	+0.88%
Average Drawdown Average peak-to-trough decline	-2.41%	-3.67%	+1.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.30%	2.08%	+0.22%

Volatility

SGLC vs. VOO - Volatility Comparison

SGI U.S. Large Cap Core ETF (SGLC) has a higher volatility of 4.40% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. This indicates that SGLC'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.

Volatility by Period

	SGLC	VOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.40%	3.54%	+0.86%
Volatility (6M) Calculated over the trailing 6-month period	11.65%	10.10%	+1.55%
Volatility (1Y) Calculated over the trailing 1-year period	14.55%	12.82%	+1.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.05%	16.93%	-0.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.05%	18.01%	-1.96%

SGLC vs. VOO - Expense Ratio Comparison

SGLC has a 0.85% expense ratio, which is higher than VOO's 0.03% expense ratio.

Dividends

SGLC vs. VOO - Dividend Comparison

SGLC's dividend yield for the trailing twelve months is around 0.20%, less than VOO's 1.07% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SGLC SGI U.S. Large Cap Core ETF	0.20%	0.23%	8.68%	1.49%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VOO Vanguard S&P 500 ETF	1.07%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%

Frequently Asked Questions

Can I hold both SGLC and VOO in my portfolio?

SGLC and VOO have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SGLC or VOO?

SGLC has higher volatility (4.40%) compared to VOO (3.54%). In terms of maximum drawdown, SGLC dropped -20.24% vs VOO's -33.99%.

Which ETF is better, SGLC or VOO?

On 3-year performance, VOO leads with 19.42% vs 19.42% for SGLC. On fees, VOO is cheaper at 0.03% per year. On volatility, VOO has been the lower-risk option at 3.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SGLC or VOO?

Over the 3-year period, VOO has performed better with a 19.42% return vs 19.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SGLC or VOO?

VOO is cheaper with a 0.03% expense ratio, compared with 0.85% for SGLC.

Which ETF pays a higher dividend yield, SGLC or VOO?

VOO has the higher dividend yield at 1.07%, compared with 0.20% for SGLC.

What is the main difference between SGLC and VOO?

SGLC is categorized as Large Cap Blend Equities, while VOO is S&P 500. They also come from different issuers: Summit Global Investments and Vanguard. Their fees differ too: 0.85% for SGLC and 0.03% for VOO.

Which has better risk-adjusted returns?

SGLC currently has the higher Sharpe Ratio (1.87 vs 1.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.