VGSTX vs. IOO

In the year-to-date period, VGSTX achieves a -1.06% return, which is significantly higher than IOO's -5.69% return. Over the past 10 years, VGSTX has underperformed IOO with an annualized return of 2.50%, while IOO has yielded a comparatively higher 11.32% annualized return.

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VGSTX has a 0.31% expense ratio, which is lower than IOO's 0.40% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Vanguard STAR Fund (VGSTX) and iShares Global 100 ETF (IOO). 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.

The current VGSTX Sharpe Ratio is 0.23, which is lower than the IOO Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of VGSTX and IOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VGSTX's dividend yield for the trailing twelve months is around 2.45%, more than IOO's 1.14% yield.

The maximum VGSTX drawdown since its inception was -43.45%, smaller than the maximum IOO drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for VGSTX and IOO. For additional features, visit the drawdowns tool.

The current volatility for Vanguard STAR Fund (VGSTX) is 8.28%, while iShares Global 100 ETF (IOO) has a volatility of 14.43%. This indicates that VGSTX experiences smaller price fluctuations and is considered to be less risky than IOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.