VOO vs. PG
VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index, while PG (The Procter & Gamble Company) is a stock. Over the past 10 years, VOO returned 14.98%/yr vs 8.53%/yr for PG. At a 0.41 correlation, their price movements are largely independent.
Performance
VOO vs. PG - Performance Comparison
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Returns By Period
In the year-to-date period, VOO achieves a 9.44% return, which is significantly higher than PG's 5.59% return. Over the past 10 years, VOO has outperformed PG with an annualized return of 14.98%, while PG has yielded a comparatively lower 8.53% annualized return.
VOO
- 1D
- -0.14%
- 1M
- -0.57%
- 6M
- 7.90%
- YTD
- 9.44%
- 1Y
- 19.65%
- 3Y*
- 19.52%
- 5Y*
- 12.88%
- 10Y*
- 14.98%
- ALL TIME*
- 14.77%
PG
- 1D
- -0.57%
- 1M
- -0.83%
- 6M
- 4.70%
- YTD
- 5.59%
- 1Y
- -1.76%
- 3Y*
- 1.56%
- 5Y*
- 4.00%
- 10Y*
- 8.53%
- ALL TIME*
- 10.13%
VOO vs. PG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 9.44% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
PG The Procter & Gamble Company | 5.59% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
Correlation
The correlation between VOO and PG is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.41 |
The correlation between VOO and PG shifts across timeframes, from -0.07 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VOO vs. PG — Risk / Return Rank
VOO
PG
VOO vs. PG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) and The Procter & Gamble Company (PG). 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.
| VOO | PG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.66 | ||
| Sortino ratioReturn per unit of downside risk | +2.17 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.00 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | -0.11 | +2.33 |
| Martin ratioReturn relative to average drawdown | 9.63 | -0.20 | +9.83 |
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Drawdowns
VOO vs. PG - Drawdown Comparison
The maximum VOO drawdown since its inception was -33.99%, smaller than the maximum PG drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for VOO and PG.
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Drawdown Indicators
| VOO | PG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.99% | -54.25% | +20.26% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -15.52% | +6.62% |
Max Drawdown (3Y)Largest decline over 3 years | -18.69% | -21.15% | +2.46% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -23.77% | -0.75% |
Max Drawdown (10Y)Largest decline over 10 years | -33.99% | -23.77% | -10.22% |
Current DrawdownCurrent decline from peak | -2.01% | -13.57% | +11.56% |
Average DrawdownAverage peak-to-trough decline | -3.67% | -12.17% | +8.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 8.87% | -6.83% |
Volatility
VOO vs. PG - Volatility Comparison
The current volatility for Vanguard S&P 500 ETF (VOO) is 3.36%, while The Procter & Gamble Company (PG) has a volatility of 7.35%. This indicates that VOO experiences smaller price fluctuations and is considered to be less risky than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VOO | PG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.36% | 7.35% | -3.99% |
Volatility (6M)Calculated over the trailing 6-month period | 10.02% | 15.86% | -5.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.58% | 19.69% | -7.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 18.08% | -1.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.00% | 19.17% | -1.17% |
Dividends
VOO vs. PG - Dividend Comparison
VOO's dividend yield for the trailing twelve months is around 1.08%, less than PG's 2.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 2.15% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
VOO Vanguard S&P 500 ETF | 1.08% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
VOO and PG have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PG has higher volatility (7.35%) compared to VOO (3.36%). In terms of maximum drawdown, VOO dropped -33.99% vs PG's -54.25%.
VOO currently has the higher Sharpe Ratio (1.57 vs -0.09), 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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