VSCIX vs. VOO
Compare and contrast key facts about Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) and Vanguard S&P 500 ETF (VOO).
VSCIX is managed by Vanguard. It was launched on Jul 7, 1997. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSCIX or VOO.
Performance
VSCIX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, VSCIX achieves a 20.16% return, which is significantly lower than VOO's 26.16% return. Over the past 10 years, VSCIX has underperformed VOO with an annualized return of 9.70%, while VOO has yielded a comparatively higher 13.18% annualized return.
VSCIX
20.16%
6.56%
15.94%
33.97%
11.30%
9.70%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| VSCIX | VOO | |
|---|---|---|
| Sharpe Ratio | 2.03 | 2.70 |
| Sortino Ratio | 2.82 | 3.60 |
| Omega Ratio | 1.35 | 1.50 |
| Calmar Ratio | 2.04 | 3.90 |
| Martin Ratio | 11.17 | 17.65 |
| Ulcer Index | 3.11% | 1.86% |
| Daily Std Dev | 17.12% | 12.19% |
| Max Drawdown | -59.66% | -33.99% |
| Current Drawdown | -0.95% | -0.86% |
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VSCIX vs. VOO - Expense Ratio Comparison
VSCIX has a 0.04% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between VSCIX and VOO 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.
Risk-Adjusted Performance
VSCIX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) and Vanguard S&P 500 ETF (VOO). 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
VSCIX vs. VOO - Dividend Comparison
VSCIX's dividend yield for the trailing twelve months is around 1.31%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSCIX Vanguard Small-Cap Index Fund Institutional Shares | 1.31% | 1.56% | 1.55% | 1.25% | 1.15% | 1.40% | 1.68% | 1.36% | 1.50% | 1.49% | 1.44% | 1.31% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
VSCIX vs. VOO - Drawdown Comparison
The maximum VSCIX drawdown since its inception was -59.66%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VSCIX and VOO. For additional features, visit the drawdowns tool.
Volatility
VSCIX vs. VOO - Volatility Comparison
Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) has a higher volatility of 5.62% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that VSCIX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.