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VSPVX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VSPVX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P 500 Value Index Fund Institutional Shares (VSPVX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
15.26%
14.95%
VSPVX
VOO

Returns By Period

In the year-to-date period, VSPVX achieves a 20.04% return, which is significantly lower than VOO's 27.70% return. Over the past 10 years, VSPVX has underperformed VOO with an annualized return of 10.74%, while VOO has yielded a comparatively higher 13.32% annualized return.


VSPVX

YTD

20.04%

1M

4.58%

6M

14.01%

1Y

27.79%

5Y (annualized)

12.52%

10Y (annualized)

10.74%

VOO

YTD

27.70%

1M

3.77%

6M

14.14%

1Y

34.11%

5Y (annualized)

15.63%

10Y (annualized)

13.32%

Key characteristics


VSPVXVOO
Sharpe Ratio2.772.80
Sortino Ratio3.873.71
Omega Ratio1.501.52
Calmar Ratio5.104.04
Martin Ratio16.2918.30
Ulcer Index1.71%1.86%
Daily Std Dev10.00%12.17%
Max Drawdown-37.05%-33.99%
Current Drawdown0.00%0.00%

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VSPVX vs. VOO - Expense Ratio Comparison

VSPVX has a 0.08% 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%.


VSPVX
Vanguard S&P 500 Value Index Fund Institutional Shares
Expense ratio chart for VSPVX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

The correlation between VSPVX and VOO is 0.92, 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.


-0.50.00.51.00.9

Risk-Adjusted Performance

VSPVX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 Value Index Fund Institutional Shares (VSPVX) 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.


Sharpe ratio
The chart of Sharpe ratio for VSPVX, currently valued at 2.77, compared to the broader market-1.000.001.002.003.004.005.002.772.80
The chart of Sortino ratio for VSPVX, currently valued at 3.87, compared to the broader market0.005.0010.003.873.71
The chart of Omega ratio for VSPVX, currently valued at 1.50, compared to the broader market1.002.003.004.001.501.52
The chart of Calmar ratio for VSPVX, currently valued at 5.10, compared to the broader market0.005.0010.0015.0020.005.104.04
The chart of Martin ratio for VSPVX, currently valued at 16.29, compared to the broader market0.0020.0040.0060.0080.0016.2918.30
VSPVX
VOO

The current VSPVX Sharpe Ratio is 2.77, which is comparable to the VOO Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of VSPVX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.77
2.80
VSPVX
VOO

Dividends

VSPVX vs. VOO - Dividend Comparison

VSPVX's dividend yield for the trailing twelve months is around 1.90%, more than VOO's 1.23% yield.


TTM20232022202120202019201820172016201520142013
VSPVX
Vanguard S&P 500 Value Index Fund Institutional Shares
1.90%1.71%2.21%1.88%2.46%2.11%2.73%2.18%2.30%2.47%0.00%0.00%
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

VSPVX vs. VOO - Drawdown Comparison

The maximum VSPVX drawdown since its inception was -37.05%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VSPVX and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
VSPVX
VOO

Volatility

VSPVX vs. VOO - Volatility Comparison

The current volatility for Vanguard S&P 500 Value Index Fund Institutional Shares (VSPVX) is 3.45%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.01%. This indicates that VSPVX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.45%
4.01%
VSPVX
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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