USA vs. VOO
Compare and contrast key facts about Liberty All-Star Equity Fund (USA) 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: USA or VOO.
Performance
USA vs. VOO - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with USA having a 23.77% return and VOO slightly higher at 24.51%. Both investments have delivered pretty close results over the past 10 years, with USA having a 12.71% annualized return and VOO not far ahead at 13.12%.
USA
23.77%
0.11%
10.15%
28.61%
12.71%
12.71%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| USA | VOO | |
|---|---|---|
| Sharpe Ratio | 2.05 | 2.64 |
| Sortino Ratio | 2.78 | 3.53 |
| Omega Ratio | 1.35 | 1.49 |
| Calmar Ratio | 1.64 | 3.81 |
| Martin Ratio | 13.62 | 17.34 |
| Ulcer Index | 2.10% | 1.86% |
| Daily Std Dev | 13.97% | 12.20% |
| Max Drawdown | -69.06% | -33.99% |
| Current Drawdown | -2.17% | -2.16% |
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Correlation
The correlation between USA and VOO is 0.79, 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.
Risk-Adjusted Performance
USA vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Liberty All-Star Equity Fund (USA) 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.
Dividends
USA vs. VOO - Dividend Comparison
USA's dividend yield for the trailing twelve months is around 9.97%, more than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USA Liberty All-Star Equity Fund | 9.97% | 9.56% | 12.11% | 9.67% | 9.26% | 9.88% | 12.81% | 9.01% | 9.43% | 9.66% | 6.61% | 5.94% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
USA vs. VOO - Drawdown Comparison
The maximum USA drawdown since its inception was -69.06%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for USA and VOO. For additional features, visit the drawdowns tool.
Volatility
USA vs. VOO - Volatility Comparison
Liberty All-Star Equity Fund (USA) has a higher volatility of 4.36% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that USA'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.