VGSTX vs. IOO
VGSTX (Vanguard STAR Fund) and IOO (iShares Global 100 ETF) are both funds - VGSTX is a Diversified Portfolio fund actively managed by Vanguard, while IOO is a Global Equities fund tracking the S&P Global 100 Index (Net). VGSTX is actively managed, while IOO is passively managed. Over the past 10 years, VGSTX returned 9.68%/yr vs 16.79%/yr for IOO. Their correlation of 0.87 suggests significant overlap in exposure. VGSTX charges 0.29%/yr vs 0.40%/yr for IOO.
Performance
VGSTX vs. IOO - Performance Comparison
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Returns By Period
In the year-to-date period, VGSTX achieves a 6.04% return, which is significantly lower than IOO's 8.90% return. Over the past 10 years, VGSTX has underperformed IOO with an annualized return of 9.68%, while IOO has yielded a comparatively higher 16.79% annualized return.
VGSTX
- 1D
- 0.68%
- 1M
- 1.34%
- YTD
- 6.04%
- 6M
- 5.92%
- 1Y
- 17.74%
- 3Y*
- 13.98%
- 5Y*
- 6.70%
- 10Y*
- 9.68%
IOO
- 1D
- -1.37%
- 1M
- -2.56%
- YTD
- 8.90%
- 6M
- 9.44%
- 1Y
- 34.19%
- 3Y*
- 23.69%
- 5Y*
- 15.86%
- 10Y*
- 16.79%
VGSTX vs. IOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGSTX Vanguard STAR Fund | 6.04% | 15.88% | 13.69% | 17.14% | -18.05% | 9.65% | 21.45% | 22.21% | -5.33% | 16.95% |
IOO iShares Global 100 ETF | 8.90% | 27.02% | 26.54% | 27.71% | -16.34% | 26.03% | 18.61% | 30.01% | -6.22% | 23.56% |
Correlation
The correlation between VGSTX and IOO is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2000 | 0.87 |
The correlation between VGSTX and IOO has been stable across timeframes, ranging from 0.84 to 0.89 - a consistent structural relationship.
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Return for Risk
VGSTX vs. IOO — Risk / Return Rank
VGSTX
IOO
VGSTX vs. IOO - Risk-Adjusted Trends Comparison
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VGSTX | IOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.43 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.58 | 3.46 | -0.87 |
| Martin ratioReturn relative to average drawdown | 11.13 | 15.01 | -3.88 |
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Drawdowns
VGSTX vs. IOO - Drawdown Comparison
The maximum VGSTX drawdown since its inception was -38.62%, 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.
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Drawdown Indicators
| VGSTX | IOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.62% | -55.85% | +17.23% |
Max Drawdown (1Y)Largest decline over 1 year | -6.76% | -9.94% | +3.18% |
Max Drawdown (3Y)Largest decline over 3 years | -11.77% | -19.19% | +7.42% |
Max Drawdown (5Y)Largest decline over 5 years | -25.55% | -23.52% | -2.03% |
Max Drawdown (10Y)Largest decline over 10 years | -25.55% | -31.43% | +5.88% |
Current DrawdownCurrent decline from peak | -0.42% | -4.28% | +3.86% |
Average DrawdownAverage peak-to-trough decline | -4.03% | -11.25% | +7.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 2.28% | -0.71% |
Volatility
VGSTX vs. IOO - Volatility Comparison
The current volatility for Vanguard STAR Fund (VGSTX) is 3.41%, while iShares Global 100 ETF (IOO) has a volatility of 5.15%. 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.
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Volatility by Period
| VGSTX | IOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 5.15% | -1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 7.26% | 11.44% | -4.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.91% | 14.21% | -5.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.89% | 17.15% | -5.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.86% | 17.82% | -5.96% |
VGSTX vs. IOO - Expense Ratio Comparison
VGSTX has a 0.29% expense ratio, which is lower than IOO's 0.40% expense ratio.
Dividends
VGSTX vs. IOO - Dividend Comparison
VGSTX's dividend yield for the trailing twelve months is around 8.61%, more than IOO's 0.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IOO iShares Global 100 ETF | 0.85% | 0.92% | 1.08% | 1.49% | 2.00% | 1.53% | 1.49% | 2.02% | 2.54% | 2.23% | 2.75% | 2.89% |
VGSTX Vanguard STAR Fund | 8.61% | 9.13% | 10.67% | 5.35% | 8.34% | 6.70% | 6.68% | 6.07% | 6.90% | 3.32% | 4.77% | 5.62% |
Frequently Asked Questions
VGSTX and IOO have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IOO has higher volatility (5.15%) compared to VGSTX (3.41%). In terms of maximum drawdown, VGSTX dropped -38.62% vs IOO's -55.85%.
IOO currently has the higher Sharpe Ratio (2.42 vs 1.96), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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