VIS vs. ^SP600
Compare and contrast key facts about Vanguard Industrials ETF (VIS) and S&P 600 (^SP600).
VIS is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Industrials 25/50 Index. It was launched on Sep 23, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VIS or ^SP600.
Key characteristics
| VIS | ^SP600 | |
|---|---|---|
| YTD Return | 25.97% | 12.01% |
| 1Y Return | 38.61% | 25.45% |
| 3Y Return (Ann) | 11.55% | 0.48% |
| 5Y Return (Ann) | 13.87% | 8.51% |
| 10Y Return (Ann) | 11.85% | 8.19% |
| Sharpe Ratio | 2.90 | 1.28 |
| Sortino Ratio | 4.04 | 1.94 |
| Omega Ratio | 1.51 | 1.23 |
| Calmar Ratio | 6.23 | 1.23 |
| Martin Ratio | 19.44 | 7.13 |
| Ulcer Index | 2.18% | 3.60% |
| Daily Std Dev | 14.58% | 20.06% |
| Max Drawdown | -63.51% | -59.17% |
| Current Drawdown | -0.89% | -3.58% |
Correlation
The correlation between VIS and ^SP600 is 0.88, 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
In the year-to-date period, VIS achieves a 25.97% return, which is significantly higher than ^SP600's 12.01% return. Over the past 10 years, VIS has outperformed ^SP600 with an annualized return of 11.85%, while ^SP600 has yielded a comparatively lower 8.19% 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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Risk-Adjusted Performance
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.
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.
Volatility
VIS vs. ^SP600 - Volatility Comparison
The current volatility for Vanguard Industrials ETF (VIS) is 5.23%, while S&P 600 (^SP600) has a volatility of 7.69%. 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.