VSQYX vs. VOO
Compare and contrast key facts about Invesco MSCI World SRI Index Fund (VSQYX) and Vanguard S&P 500 ETF (VOO).
VSQYX is managed by Invesco. It was launched on Jun 30, 2016. 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: VSQYX or VOO.
Key characteristics
| VSQYX | VOO | |
|---|---|---|
| YTD Return | 18.24% | 26.94% |
| 1Y Return | 26.31% | 35.06% |
| 3Y Return (Ann) | 5.92% | 10.23% |
| 5Y Return (Ann) | 11.57% | 15.77% |
| Sharpe Ratio | 1.89 | 3.08 |
| Sortino Ratio | 2.66 | 4.09 |
| Omega Ratio | 1.36 | 1.58 |
| Calmar Ratio | 3.32 | 4.46 |
| Martin Ratio | 12.19 | 20.36 |
| Ulcer Index | 2.40% | 1.85% |
| Daily Std Dev | 15.44% | 12.23% |
| Max Drawdown | -38.11% | -33.99% |
| Current Drawdown | -0.83% | -0.25% |
Correlation
The correlation between VSQYX and VOO is 0.93, 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
VSQYX vs. VOO - Performance Comparison
In the year-to-date period, VSQYX achieves a 18.24% return, which is significantly lower than VOO's 26.94% 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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VSQYX vs. VOO - Expense Ratio Comparison
VSQYX has a 0.19% 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
VSQYX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI World SRI Index Fund (VSQYX) 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
VSQYX vs. VOO - Dividend Comparison
VSQYX's dividend yield for the trailing twelve months is around 1.21%, less than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSQYX Invesco MSCI World SRI Index Fund | 1.21% | 1.43% | 1.84% | 1.40% | 1.46% | 1.78% | 1.96% | 0.80% | 0.67% | 0.00% | 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
VSQYX vs. VOO - Drawdown Comparison
The maximum VSQYX drawdown since its inception was -38.11%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VSQYX and VOO. For additional features, visit the drawdowns tool.
Volatility
VSQYX vs. VOO - Volatility Comparison
Invesco MSCI World SRI Index Fund (VSQYX) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.78% and 3.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.