VGSBX vs. IVV
Compare and contrast key facts about VY BrandywineGLOBAL - Bond Portfolio (VGSBX) and iShares Core S&P 500 ETF (IVV).
VGSBX is managed by Voya. It was launched on Feb 20, 2015. IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.
Performance
VGSBX vs. IVV - Performance Comparison
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VGSBX vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGSBX VY BrandywineGLOBAL - Bond Portfolio | 0.21% | 6.12% | 0.68% | 5.65% | -11.86% | 1.15% | 17.48% | 10.01% | -1.55% | 2.93% |
IVV iShares Core S&P 500 ETF | -4.38% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Returns By Period
In the year-to-date period, VGSBX achieves a 0.21% return, which is significantly higher than IVV's -4.38% return. Over the past 10 years, VGSBX has underperformed IVV with an annualized return of 2.87%, while IVV has yielded a comparatively higher 14.02% annualized return.
VGSBX
- 1D
- 0.21%
- 1M
- -0.53%
- YTD
- 0.21%
- 6M
- 1.07%
- 1Y
- 4.09%
- 3Y*
- 2.46%
- 5Y*
- 0.14%
- 10Y*
- 2.87%
IVV
- 1D
- 2.88%
- 1M
- -4.99%
- YTD
- -4.38%
- 6M
- -1.80%
- 1Y
- 17.69%
- 3Y*
- 18.29%
- 5Y*
- 11.76%
- 10Y*
- 14.02%
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VGSBX vs. IVV - Expense Ratio Comparison
VGSBX has a 0.55% expense ratio, which is higher than IVV's 0.03% expense ratio.
Return for Risk
VGSBX vs. IVV — Risk / Return Rank
VGSBX
IVV
VGSBX vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY BrandywineGLOBAL - Bond Portfolio (VGSBX) and iShares Core S&P 500 ETF (IVV). 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.
| VGSBX | IVV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.97 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.49 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.12 | 1.53 | +0.58 |
Martin ratioReturn relative to average drawdown | 6.58 | 7.32 | -0.75 |
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
| VGSBX | IVV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 0.97 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.70 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.78 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.42 | +0.07 |
Correlation
The correlation between VGSBX and IVV is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
VGSBX vs. IVV - Dividend Comparison
VGSBX's dividend yield for the trailing twelve months is around 3.92%, more than IVV's 1.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGSBX VY BrandywineGLOBAL - Bond Portfolio | 3.92% | 3.93% | 4.56% | 2.18% | 6.85% | 8.48% | 2.48% | 1.89% | 2.29% | 2.31% | 2.34% | 0.00% |
IVV iShares Core S&P 500 ETF | 1.23% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
Drawdowns
VGSBX vs. IVV - Drawdown Comparison
The maximum VGSBX drawdown since its inception was -18.20%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for VGSBX and IVV.
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Drawdown Indicators
| VGSBX | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.20% | -55.25% | +37.05% |
Max Drawdown (1Y)Largest decline over 1 year | -2.73% | -12.06% | +9.33% |
Max Drawdown (5Y)Largest decline over 5 years | -18.20% | -24.53% | +6.33% |
Max Drawdown (10Y)Largest decline over 10 years | -18.20% | -33.90% | +15.70% |
Current DrawdownCurrent decline from peak | -0.74% | -6.26% | +5.52% |
Average DrawdownAverage peak-to-trough decline | -3.50% | -10.85% | +7.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.88% | 2.53% | -1.65% |
Volatility
VGSBX vs. IVV - Volatility Comparison
The current volatility for VY BrandywineGLOBAL - Bond Portfolio (VGSBX) is 0.72%, while iShares Core S&P 500 ETF (IVV) has a volatility of 5.30%. This indicates that VGSBX experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGSBX | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.72% | 5.30% | -4.58% |
Volatility (6M)Calculated over the trailing 6-month period | 2.02% | 9.45% | -7.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.91% | 18.31% | -13.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.86% | 16.89% | -9.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.20% | 18.04% | -11.84% |