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.
Key characteristics
| VSIIX | VOO | |
|---|---|---|
| YTD Return | 19.34% | 27.15% |
| 1Y Return | 39.85% | 39.90% |
| 3Y Return (Ann) | 6.89% | 10.28% |
| 5Y Return (Ann) | 11.89% | 16.00% |
| 10Y Return (Ann) | 9.57% | 13.43% |
| Sharpe Ratio | 2.23 | 3.15 |
| Sortino Ratio | 3.17 | 4.19 |
| Omega Ratio | 1.40 | 1.59 |
| Calmar Ratio | 2.96 | 4.60 |
| Martin Ratio | 13.10 | 21.00 |
| Ulcer Index | 2.92% | 1.85% |
| Daily Std Dev | 17.17% | 12.34% |
| Max Drawdown | -62.05% | -33.99% |
| Current Drawdown | 0.00% | 0.00% |
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.
Performance
VSIIX vs. VOO - Performance Comparison
In the year-to-date period, VSIIX achieves a 19.34% return, which is significantly lower than VOO's 27.15% return. Over the past 10 years, VSIIX has underperformed VOO with an annualized return of 9.57%, while VOO has yielded a comparatively higher 13.43% 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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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%.
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 1.89%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSIIX Vanguard Small-Cap Value Index Fund Institutional Shares | 1.89% | 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 | 1.23% | 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 5.70% compared to Vanguard S&P 500 ETF (VOO) at 3.95%. 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.