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.
Performance
STSEX vs. VOO - Performance Comparison
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STSEX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STSEX BlackRock Exchange Portfolio | -5.16% | 19.42% | 16.06% | 20.71% | -5.51% | 31.09% | 9.30% | 28.62% | -2.95% | 15.24% |
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, STSEX achieves a -5.16% return, which is significantly lower than VOO's -3.66% return. Over the past 10 years, STSEX has underperformed VOO with an annualized return of 13.27%, while VOO has yielded a comparatively higher 14.14% annualized return.
STSEX
- 1D
- 1.64%
- 1M
- -3.81%
- YTD
- -5.16%
- 6M
- -4.32%
- 1Y
- 11.17%
- 3Y*
- 15.00%
- 5Y*
- 12.48%
- 10Y*
- 13.27%
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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STSEX vs. VOO - Expense Ratio Comparison
STSEX has a 0.81% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
STSEX vs. VOO — Risk / Return Rank
STSEX
VOO
STSEX vs. VOO - Risk-Adjusted Trends 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.
| STSEX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 1.01 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.22 | 1.53 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.55 | -0.25 |
Martin ratioReturn relative to average drawdown | 4.87 | 7.31 | -2.44 |
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
| STSEX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 1.01 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.71 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.79 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.83 | -0.19 |
Correlation
The correlation between STSEX and VOO is 0.91, 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
STSEX vs. VOO - Dividend Comparison
STSEX's dividend yield for the trailing twelve months is around 0.95%, less than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STSEX BlackRock Exchange Portfolio | 0.95% | 0.90% | 0.93% | 1.07% | 1.22% | 1.01% | 1.33% | 1.40% | 1.73% | 1.67% | 1.95% | 1.94% |
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
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.
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Drawdown Indicators
| STSEX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.89% | -33.99% | -15.90% |
Max Drawdown (1Y)Largest decline over 1 year | -9.03% | -11.98% | +2.95% |
Max Drawdown (5Y)Largest decline over 5 years | -19.57% | -24.52% | +4.95% |
Max Drawdown (10Y)Largest decline over 10 years | -31.28% | -33.99% | +2.71% |
Current DrawdownCurrent decline from peak | -6.64% | -5.55% | -1.09% |
Average DrawdownAverage peak-to-trough decline | -7.28% | -3.72% | -3.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 2.55% | -0.13% |
Volatility
STSEX vs. VOO - Volatility Comparison
The current volatility for BlackRock Exchange Portfolio (STSEX) is 3.39%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.34%. 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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Volatility by Period
| STSEX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 5.34% | -1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 7.92% | 9.47% | -1.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.49% | 18.11% | -3.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.38% | 16.82% | -2.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.71% | 17.99% | -1.28% |