VIS vs. ^SP600

In the year-to-date period, VIS achieves a 11.99% return, which is significantly higher than ^SP600's -2.98% return. Over the past 10 years, VIS has outperformed ^SP600 with an annualized return of 12.35%, while ^SP600 has yielded a comparatively lower 6.63% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Vanguard Industrials ETF (VIS) and S&P 600 (^SP600). 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 VIS Sharpe Ratio is 1.09, which is higher than the ^SP600 Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of VIS and ^SP600, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The correlation between VIS and ^SP600 is 0.85, 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.

The maximum VIS drawdown since its inception was -63.51%, which is greater than ^SP600's maximum drawdown of -59.17%. Use the drawdown chart below to compare losses from any high point for VIS and ^SP600.

The current volatility for Vanguard Industrials ETF (VIS) is 3.13%, while S&P 600 (^SP600) has a volatility of 4.82%. This indicates that VIS experiences smaller price fluctuations and is considered to be less risky than ^SP600 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.