STSEX vs. VOO
Compare and contrast key facts about BlackRock Exchange Portfolio (STSEX) and Vanguard S&P 500 ETF (VOO).
STSEX is managed by Blackrock. It was launched on Dec 17, 1976. 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: STSEX or VOO.
Correlation
The correlation between STSEX and VOO is 0.92, 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
STSEX vs. VOO - Performance Comparison
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Key characteristics
STSEX:
0.61
VOO:
0.52
STSEX:
1.05
VOO:
0.89
STSEX:
1.16
VOO:
1.13
STSEX:
0.92
VOO:
0.57
STSEX:
3.95
VOO:
2.18
STSEX:
2.67%
VOO:
4.85%
STSEX:
15.46%
VOO:
19.11%
STSEX:
-49.89%
VOO:
-33.99%
STSEX:
-0.95%
VOO:
-7.67%
Returns By Period
In the year-to-date period, STSEX achieves a 5.08% return, which is significantly higher than VOO's -3.41% return. Both investments have delivered pretty close results over the past 10 years, with STSEX having a 12.12% annualized return and VOO not far ahead at 12.42%.
STSEX
5.08%
7.77%
2.60%
8.85%
16.85%
12.12%
VOO
-3.41%
7.59%
-5.06%
9.79%
15.86%
12.42%
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STSEX vs. VOO - Expense Ratio Comparison
STSEX has a 0.81% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
STSEX vs. VOO — Risk-Adjusted Performance Rank
STSEX
VOO
STSEX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Exchange Portfolio (STSEX) 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.
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Dividends
STSEX vs. VOO - Dividend Comparison
STSEX's dividend yield for the trailing twelve months is around 0.88%, less than VOO's 1.34% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STSEX BlackRock Exchange Portfolio | 0.88% | 0.93% | 1.07% | 1.22% | 1.01% | 1.33% | 1.40% | 1.73% | 1.67% | 1.95% | 1.94% | 2.43% |
VOO Vanguard S&P 500 ETF | 1.34% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
STSEX vs. VOO - Drawdown Comparison
The maximum STSEX drawdown since its inception was -49.89%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for STSEX and VOO. For additional features, visit the drawdowns tool.
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Volatility
STSEX vs. VOO - Volatility Comparison
The current volatility for BlackRock Exchange Portfolio (STSEX) is 5.69%, while Vanguard S&P 500 ETF (VOO) has a volatility of 6.83%. This indicates that STSEX 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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