VINEX vs. VOO
Compare and contrast key facts about Vanguard International Explorer Fund (VINEX) and Vanguard S&P 500 ETF (VOO).
VINEX is managed by Vanguard. It was launched on Nov 4, 1996. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VINEX or VOO.
Key characteristics
| VINEX | VOO | |
|---|---|---|
| YTD Return | 1.41% | 26.94% |
| 1Y Return | 10.95% | 35.06% |
| 3Y Return (Ann) | -6.35% | 10.23% |
| 5Y Return (Ann) | 2.14% | 15.77% |
| 10Y Return (Ann) | 4.03% | 13.41% |
| Sharpe Ratio | 0.99 | 3.08 |
| Sortino Ratio | 1.46 | 4.09 |
| Omega Ratio | 1.18 | 1.58 |
| Calmar Ratio | 0.51 | 4.46 |
| Martin Ratio | 5.08 | 20.36 |
| Ulcer Index | 2.91% | 1.85% |
| Daily Std Dev | 14.99% | 12.23% |
| Max Drawdown | -65.50% | -33.99% |
| Current Drawdown | -20.85% | -0.25% |
Correlation
The correlation between VINEX and VOO is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VINEX vs. VOO - Performance Comparison
In the year-to-date period, VINEX achieves a 1.41% return, which is significantly lower than VOO's 26.94% return. Over the past 10 years, VINEX has underperformed VOO with an annualized return of 4.03%, while VOO has yielded a comparatively higher 13.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VINEX vs. VOO - Expense Ratio Comparison
VINEX has a 0.40% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
VINEX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International Explorer Fund (VINEX) 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.
Dividends
VINEX vs. VOO - Dividend Comparison
VINEX's dividend yield for the trailing twelve months is around 2.44%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VINEX Vanguard International Explorer Fund | 2.44% | 2.47% | 1.74% | 2.29% | 1.06% | 2.51% | 1.92% | 2.10% | 1.95% | 1.55% | 1.98% | 2.28% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
VINEX vs. VOO - Drawdown Comparison
The maximum VINEX drawdown since its inception was -65.50%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VINEX and VOO. For additional features, visit the drawdowns tool.
Volatility
VINEX vs. VOO - Volatility Comparison
The current volatility for Vanguard International Explorer Fund (VINEX) is 3.54%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.78%. This indicates that VINEX 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.