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VASIX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VASIX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard LifeStrategy Income Fund (VASIX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.45%
13.23%
VASIX
VOO

Returns By Period

In the year-to-date period, VASIX achieves a 5.16% return, which is significantly lower than VOO's 26.58% return. Over the past 10 years, VASIX has underperformed VOO with an annualized return of 3.22%, while VOO has yielded a comparatively higher 13.22% annualized return.


VASIX

YTD

5.16%

1M

0.13%

6M

4.45%

1Y

9.99%

5Y (annualized)

2.11%

10Y (annualized)

3.22%

VOO

YTD

26.58%

1M

3.05%

6M

13.23%

1Y

32.77%

5Y (annualized)

15.74%

10Y (annualized)

13.22%

Key characteristics


VASIXVOO
Sharpe Ratio2.012.69
Sortino Ratio3.003.59
Omega Ratio1.361.50
Calmar Ratio0.923.88
Martin Ratio9.9617.58
Ulcer Index1.00%1.86%
Daily Std Dev4.97%12.19%
Max Drawdown-18.17%-33.99%
Current Drawdown-1.71%-0.53%

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VASIX vs. VOO - Expense Ratio Comparison

VASIX has a 0.11% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VASIX
Vanguard LifeStrategy Income Fund
Expense ratio chart for VASIX: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.00.6

The correlation between VASIX and VOO is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

VASIX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy Income Fund (VASIX) 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.


Sharpe ratio
The chart of Sharpe ratio for VASIX, currently valued at 2.01, compared to the broader market-1.000.001.002.003.004.005.002.012.69
The chart of Sortino ratio for VASIX, currently valued at 3.00, compared to the broader market0.005.0010.003.003.59
The chart of Omega ratio for VASIX, currently valued at 1.36, compared to the broader market1.002.003.004.001.361.50
The chart of Calmar ratio for VASIX, currently valued at 0.92, compared to the broader market0.005.0010.0015.0020.000.923.88
The chart of Martin ratio for VASIX, currently valued at 9.96, compared to the broader market0.0020.0040.0060.0080.00100.009.9617.58
VASIX
VOO

The current VASIX Sharpe Ratio is 2.01, which is comparable to the VOO Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of VASIX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.01
2.69
VASIX
VOO

Dividends

VASIX vs. VOO - Dividend Comparison

VASIX's dividend yield for the trailing twelve months is around 3.54%, more than VOO's 1.24% yield.


TTM20232022202120202019201820172016201520142013
VASIX
Vanguard LifeStrategy Income Fund
3.54%3.18%2.03%2.08%1.72%2.71%2.78%2.28%2.20%2.17%2.08%1.99%
VOO
Vanguard S&P 500 ETF
1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

VASIX vs. VOO - Drawdown Comparison

The maximum VASIX drawdown since its inception was -18.17%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VASIX and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.71%
-0.53%
VASIX
VOO

Volatility

VASIX vs. VOO - Volatility Comparison

The current volatility for Vanguard LifeStrategy Income Fund (VASIX) is 1.19%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.99%. This indicates that VASIX 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.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
1.19%
3.99%
VASIX
VOO