VGSBX vs. VOO
Compare and contrast key facts about VY BrandywineGLOBAL - Bond Portfolio (VGSBX) and Vanguard S&P 500 ETF (VOO).
VGSBX is managed by Voya. It was launched on Feb 20, 2015. 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
VGSBX vs. VOO - Performance Comparison
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VGSBX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGSBX VY BrandywineGLOBAL - Bond Portfolio | 0.32% | 6.12% | 0.68% | 5.65% | -11.86% | 1.15% | 17.48% | 10.01% | -1.55% | 2.93% |
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, VGSBX achieves a 0.32% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, VGSBX has underperformed VOO with an annualized return of 2.88%, while VOO has yielded a comparatively higher 14.14% annualized return.
VGSBX
- 1D
- 0.11%
- 1M
- -0.32%
- YTD
- 0.32%
- 6M
- 1.07%
- 1Y
- 3.87%
- 3Y*
- 2.50%
- 5Y*
- 0.14%
- 10Y*
- 2.88%
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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VGSBX vs. VOO - Expense Ratio Comparison
VGSBX has a 0.55% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
VGSBX vs. VOO — Risk / Return Rank
VGSBX
VOO
VGSBX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY BrandywineGLOBAL - Bond Portfolio (VGSBX) 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.
| VGSBX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.01 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.53 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.12 | 1.55 | +0.56 |
Martin ratioReturn relative to average drawdown | 6.57 | 7.31 | -0.74 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.01 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.71 | -0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.79 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.83 | -0.34 |
Correlation
The correlation between VGSBX and VOO 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. VOO - Dividend Comparison
VGSBX's dividend yield for the trailing twelve months is around 3.92%, more than VOO's 1.18% 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% |
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
VGSBX vs. VOO - Drawdown Comparison
The maximum VGSBX drawdown since its inception was -18.20%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VGSBX and VOO.
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Drawdown Indicators
| VGSBX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.20% | -33.99% | +15.79% |
Max Drawdown (1Y)Largest decline over 1 year | -2.73% | -11.98% | +9.25% |
Max Drawdown (5Y)Largest decline over 5 years | -18.20% | -24.52% | +6.32% |
Max Drawdown (10Y)Largest decline over 10 years | -18.20% | -33.99% | +15.79% |
Current DrawdownCurrent decline from peak | -0.63% | -5.55% | +4.92% |
Average DrawdownAverage peak-to-trough decline | -3.50% | -3.72% | +0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.88% | 2.55% | -1.67% |
Volatility
VGSBX vs. VOO - Volatility Comparison
The current volatility for VY BrandywineGLOBAL - Bond Portfolio (VGSBX) is 0.72%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.34%. This indicates that VGSBX 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
| VGSBX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.72% | 5.34% | -4.62% |
Volatility (6M)Calculated over the trailing 6-month period | 2.03% | 9.47% | -7.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.90% | 18.11% | -13.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.86% | 16.82% | -8.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.20% | 17.99% | -11.79% |