VOX vs. VIOO
Compare and contrast key facts about Vanguard Communication Services ETF (VOX) and Vanguard S&P Small-Cap 600 ETF (VIOO).
VOX and VIOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VOX is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Telecommunication Services 25/50 Index. It was launched on Sep 23, 2004. VIOO is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Index. It was launched on Sep 7, 2010. Both VOX and VIOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VOX or VIOO.
Key characteristics
| VOX | VIOO | |
|---|---|---|
| YTD Return | 32.51% | 14.95% |
| 1Y Return | 40.55% | 29.60% |
| 3Y Return (Ann) | 3.64% | 2.59% |
| 5Y Return (Ann) | 12.21% | 10.52% |
| 10Y Return (Ann) | 7.73% | 9.82% |
| Sharpe Ratio | 2.76 | 1.77 |
| Sortino Ratio | 3.61 | 2.62 |
| Omega Ratio | 1.49 | 1.31 |
| Calmar Ratio | 1.74 | 1.99 |
| Martin Ratio | 19.77 | 10.34 |
| Ulcer Index | 2.20% | 3.54% |
| Daily Std Dev | 15.76% | 20.66% |
| Max Drawdown | -57.18% | -44.15% |
| Current Drawdown | -0.50% | -2.45% |
Correlation
The correlation between VOX and VIOO is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VOX vs. VIOO - Performance Comparison
In the year-to-date period, VOX achieves a 32.51% return, which is significantly higher than VIOO's 14.95% return. Over the past 10 years, VOX has underperformed VIOO with an annualized return of 7.73%, while VIOO has yielded a comparatively higher 9.82% 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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VOX vs. VIOO - Expense Ratio Comparison
Both VOX and VIOO have an expense ratio of 0.10%, 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
VOX vs. VIOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Communication Services ETF (VOX) and Vanguard S&P Small-Cap 600 ETF (VIOO). 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.
Dividends
VOX vs. VIOO - Dividend Comparison
VOX's dividend yield for the trailing twelve months is around 0.95%, less than VIOO's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOX Vanguard Communication Services ETF | 0.95% | 1.03% | 0.88% | 0.93% | 0.74% | 0.90% | 2.77% | 3.83% | 2.67% | 3.55% | 2.66% | 3.88% |
VIOO Vanguard S&P Small-Cap 600 ETF | 1.28% | 1.47% | 1.51% | 1.16% | 1.09% | 1.37% | 1.32% | 1.11% | 0.95% | 1.26% | 1.06% | 0.86% |
Drawdowns
VOX vs. VIOO - Drawdown Comparison
The maximum VOX drawdown since its inception was -57.18%, which is greater than VIOO's maximum drawdown of -44.15%. Use the drawdown chart below to compare losses from any high point for VOX and VIOO. For additional features, visit the drawdowns tool.
Volatility
VOX vs. VIOO - Volatility Comparison
The current volatility for Vanguard Communication Services ETF (VOX) is 4.01%, while Vanguard S&P Small-Cap 600 ETF (VIOO) has a volatility of 7.66%. This indicates that VOX experiences smaller price fluctuations and is considered to be less risky than VIOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.