VIS vs. ^SP600
VIS (Vanguard Industrials ETF) is Industrials Equities fund tracking the MSCI US Investable Market Industrials 25/50 Index, while ^SP600 (S&P 600) is an index. Over the past 10 years, VIS returned 14.60%/yr vs 9.65%/yr for ^SP600. Their correlation of 0.87 suggests significant overlap in exposure.
Performance
VIS vs. ^SP600 - Performance Comparison
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Returns By Period
In the year-to-date period, VIS achieves a 17.02% return, which is significantly lower than ^SP600's 18.45% return. Over the past 10 years, VIS has outperformed ^SP600 with an annualized return of 14.60%, while ^SP600 has yielded a comparatively lower 9.65% annualized return.
VIS
- 1D
- -2.14%
- 1M
- 3.63%
- YTD
- 17.02%
- 6M
- 15.14%
- 1Y
- 28.65%
- 3Y*
- 22.20%
- 5Y*
- 13.58%
- 10Y*
- 14.60%
^SP600
- 1D
- -0.36%
- 1M
- 4.06%
- YTD
- 18.45%
- 6M
- 15.98%
- 1Y
- 32.47%
- 3Y*
- 14.23%
- 5Y*
- 4.62%
- 10Y*
- 9.65%
VIS vs. ^SP600 - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VIS Vanguard Industrials ETF | 17.02% | 18.57% | 16.85% | 22.50% | -8.57% | 20.80% | 12.34% | 30.09% | -14.01% | 21.47% |
^SP600 S&P 600 | 18.45% | 4.23% | 6.82% | 13.89% | -17.42% | 25.27% | 9.57% | 20.86% | -9.75% | 11.73% |
Correlation
The correlation between VIS and ^SP600 is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2004 | 0.87 |
The correlation between VIS and ^SP600 has been stable across timeframes, ranging from 0.82 to 0.88 - a consistent structural relationship.
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Return for Risk
VIS vs. ^SP600 — Risk / Return Rank
VIS
^SP600
VIS vs. ^SP600 - Risk-Adjusted Trends Comparison
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.
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.
| VIS | ^SP600 | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.32 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | 3.65 | -1.31 |
| Martin ratioReturn relative to average drawdown | 9.68 | 12.28 | -2.60 |
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Drawdowns
VIS vs. ^SP600 - Drawdown Comparison
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.
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Drawdown Indicators
| VIS | ^SP600 | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.51% | -59.17% | -4.34% |
Max Drawdown (1Y)Largest decline over 1 year | -12.29% | -8.94% | -3.35% |
Max Drawdown (3Y)Largest decline over 3 years | -20.80% | -28.39% | +7.59% |
Max Drawdown (5Y)Largest decline over 5 years | -22.96% | -28.39% | +5.43% |
Max Drawdown (10Y)Largest decline over 10 years | -42.42% | -45.77% | +3.35% |
Current DrawdownCurrent decline from peak | -2.14% | -0.38% | -1.76% |
Average DrawdownAverage peak-to-trough decline | -8.36% | -9.26% | +0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 2.65% | +0.32% |
Volatility
VIS vs. ^SP600 - Volatility Comparison
Vanguard Industrials ETF (VIS) has a higher volatility of 6.60% compared to S&P 600 (^SP600) at 4.92%. This indicates that VIS's price experiences larger fluctuations and is considered to be riskier than ^SP600 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VIS | ^SP600 | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.60% | 4.92% | +1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 14.33% | 12.12% | +2.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.37% | 17.78% | -0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.49% | 21.46% | -2.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.46% | 23.19% | -2.73% |
Frequently Asked Questions
VIS and ^SP600 have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VIS has higher volatility (6.60%) compared to ^SP600 (4.92%). In terms of maximum drawdown, VIS dropped -63.51% vs ^SP600's -59.17%.
^SP600 currently has the higher Sharpe Ratio (1.84 vs 1.66), 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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