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VIS vs. ^SP600
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

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.


Performance

VIS vs. ^SP600 - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Industrials ETF (VIS) and S&P 600 (^SP600). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VIS:

0.61

^SP600:

-0.03

Sortino Ratio

VIS:

0.99

^SP600:

0.12

Omega Ratio

VIS:

1.13

^SP600:

1.01

Calmar Ratio

VIS:

0.59

^SP600:

-0.03

Martin Ratio

VIS:

1.98

^SP600:

-0.09

Ulcer Index

VIS:

6.14%

^SP600:

9.90%

Daily Std Dev

VIS:

20.84%

^SP600:

24.08%

Max Drawdown

VIS:

-63.51%

^SP600:

-59.17%

Current Drawdown

VIS:

-3.16%

^SP600:

-14.70%

Returns By Period

In the year-to-date period, VIS achieves a 5.70% return, which is significantly higher than ^SP600's -6.43% return. Over the past 10 years, VIS has outperformed ^SP600 with an annualized return of 11.28%, while ^SP600 has yielded a comparatively lower 6.32% annualized return.


VIS

YTD

5.70%

1M

12.96%

6M

-1.43%

1Y

12.64%

5Y*

20.85%

10Y*

11.28%

^SP600

YTD

-6.43%

1M

13.13%

6M

-12.61%

1Y

-0.64%

5Y*

13.44%

10Y*

6.32%

*Annualized

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Risk-Adjusted Performance

VIS vs. ^SP600 — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VIS
The Risk-Adjusted Performance Rank of VIS is 5757
Overall Rank
The Sharpe Ratio Rank of VIS is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of VIS is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VIS is 5555
Omega Ratio Rank
The Calmar Ratio Rank of VIS is 6060
Calmar Ratio Rank
The Martin Ratio Rank of VIS is 5353
Martin Ratio Rank

^SP600
The Risk-Adjusted Performance Rank of ^SP600 is 2222
Overall Rank
The Sharpe Ratio Rank of ^SP600 is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP600 is 2222
Sortino Ratio Rank
The Omega Ratio Rank of ^SP600 is 2222
Omega Ratio Rank
The Calmar Ratio Rank of ^SP600 is 2222
Calmar Ratio Rank
The Martin Ratio Rank of ^SP600 is 2222
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VIS vs. ^SP600 - Risk-Adjusted Performance 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.


The current VIS Sharpe Ratio is 0.61, which is higher than the ^SP600 Sharpe Ratio of -0.03. 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.


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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. For additional features, visit the drawdowns tool.


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Volatility

VIS vs. ^SP600 - Volatility Comparison

The current volatility for Vanguard Industrials ETF (VIS) is 5.85%, while S&P 600 (^SP600) has a volatility of 6.20%. 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.


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