VSIIX vs. VOO
Compare and contrast key facts about Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX) and Vanguard S&P 500 ETF (VOO).
VSIIX is managed by Vanguard. It was launched on Dec 7, 1999. 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: VSIIX or VOO.
Performance
VSIIX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, VSIIX achieves a 17.11% return, which is significantly lower than VOO's 25.52% return. Over the past 10 years, VSIIX has underperformed VOO with an annualized return of 9.33%, while VOO has yielded a comparatively higher 13.15% annualized return.
VSIIX
17.11%
2.89%
11.52%
30.72%
11.75%
9.33%
VOO
25.52%
1.19%
12.21%
32.23%
15.58%
13.15%
Key characteristics
| VSIIX | VOO | |
|---|---|---|
| Sharpe Ratio | 1.79 | 2.62 |
| Sortino Ratio | 2.56 | 3.50 |
| Omega Ratio | 1.32 | 1.49 |
| Calmar Ratio | 3.45 | 3.78 |
| Martin Ratio | 10.06 | 17.12 |
| Ulcer Index | 2.95% | 1.86% |
| Daily Std Dev | 16.61% | 12.19% |
| Max Drawdown | -62.05% | -33.99% |
| Current Drawdown | -2.88% | -1.36% |
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VSIIX vs. VOO - Expense Ratio Comparison
VSIIX has a 0.06% 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 VSIIX and VOO is 0.84, 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
VSIIX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX) 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
VSIIX vs. VOO - Dividend Comparison
VSIIX's dividend yield for the trailing twelve months is around 1.93%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSIIX Vanguard Small-Cap Value Index Fund Institutional Shares | 1.93% | 2.12% | 2.04% | 1.76% | 1.69% | 2.07% | 2.36% | 1.80% | 1.77% | 1.99% | 1.78% | 1.88% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
VSIIX vs. VOO - Drawdown Comparison
The maximum VSIIX drawdown since its inception was -62.05%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VSIIX and VOO. For additional features, visit the drawdowns tool.
Volatility
VSIIX vs. VOO - Volatility Comparison
Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX) has a higher volatility of 5.59% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. This indicates that VSIIX'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.