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VOO vs. IVV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VOO and IVV is 1.00, 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

VOO vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P 500 ETF (VOO) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VOO:

0.70

IVV:

0.69

Sortino Ratio

VOO:

1.15

IVV:

1.14

Omega Ratio

VOO:

1.17

IVV:

1.17

Calmar Ratio

VOO:

0.76

IVV:

0.76

Martin Ratio

VOO:

2.93

IVV:

2.92

Ulcer Index

VOO:

4.86%

IVV:

4.86%

Daily Std Dev

VOO:

19.43%

IVV:

19.61%

Max Drawdown

VOO:

-33.99%

IVV:

-55.25%

Current Drawdown

VOO:

-4.59%

IVV:

-4.60%

Returns By Period

In the year-to-date period, VOO achieves a -0.19% return, which is significantly higher than IVV's -0.20% return. Both investments have delivered pretty close results over the past 10 years, with VOO having a 12.67% annualized return and IVV not far behind at 12.65%.


VOO

YTD

-0.19%

1M

9.25%

6M

-1.98%

1Y

13.44%

5Y*

17.53%

10Y*

12.67%

IVV

YTD

-0.20%

1M

9.07%

6M

-1.99%

1Y

13.43%

5Y*

17.51%

10Y*

12.65%

*Annualized

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VOO vs. IVV - Expense Ratio Comparison

Both VOO and IVV have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Risk-Adjusted Performance

VOO vs. IVV — Risk-Adjusted Performance Rank

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

VOO
The Risk-Adjusted Performance Rank of VOO is 7676
Overall Rank
The Sharpe Ratio Rank of VOO is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7474
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7676
Martin Ratio Rank

IVV
The Risk-Adjusted Performance Rank of IVV is 7575
Overall Rank
The Sharpe Ratio Rank of IVV is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of IVV is 7474
Sortino Ratio Rank
The Omega Ratio Rank of IVV is 7777
Omega Ratio Rank
The Calmar Ratio Rank of IVV is 7878
Calmar Ratio Rank
The Martin Ratio Rank of IVV is 7575
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.

VOO vs. IVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) and iShares Core S&P 500 ETF (IVV). 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 VOO Sharpe Ratio is 0.70, which is comparable to the IVV Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of VOO and IVV, 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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Dividends

VOO vs. IVV - Dividend Comparison

VOO's dividend yield for the trailing twelve months is around 1.30%, less than IVV's 1.32% yield.


TTM20242023202220212020201920182017201620152014
VOO
Vanguard S&P 500 ETF
1.30%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%
IVV
iShares Core S&P 500 ETF
1.32%1.30%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%

Drawdowns

VOO vs. IVV - Drawdown Comparison

The maximum VOO drawdown since its inception was -33.99%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for VOO and IVV. For additional features, visit the drawdowns tool.


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Volatility

VOO vs. IVV - Volatility Comparison

Vanguard S&P 500 ETF (VOO) and iShares Core S&P 500 ETF (IVV) have volatilities of 6.36% and 6.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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