VTEX vs. VOO
VTEX (VTEX) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 3 years, VTEX returned -7.75%/yr vs 21.36%/yr for VOO. At a 0.41 correlation, their price movements are largely independent.
Performance
VTEX vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, VTEX achieves a -4.79% return, which is significantly lower than VOO's 9.75% return.
VTEX
- 1D
- -0.83%
- 1M
- 0.00%
- YTD
- -4.79%
- 6M
- -4.53%
- 1Y
- -43.97%
- 3Y*
- -7.75%
- 5Y*
- —
- 10Y*
- —
VOO
- 1D
- -0.29%
- 1M
- 0.08%
- YTD
- 9.75%
- 6M
- 9.30%
- 1Y
- 26.77%
- 3Y*
- 21.36%
- 5Y*
- 13.58%
- 10Y*
- 15.77%
VTEX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VTEX VTEX | -4.79% | -36.16% | -14.39% | 83.47% | -65.02% | -57.29% |
VOO Vanguard S&P 500 ETF | 9.75% | 17.82% | 24.98% | 26.32% | -18.17% | 10.96% |
Correlation
The correlation between VTEX and VOO is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jul 21, 2021 | 0.41 |
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Return for Risk
VTEX vs. VOO — Risk / Return Rank
VTEX
VOO
VTEX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VTEX (VTEX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VTEX | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.02 | ||
| Sortino ratioReturn per unit of downside risk | -3.97 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.39 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | 3.02 | -3.79 |
| Martin ratioReturn relative to average drawdown | -1.10 | 13.58 | -14.68 |
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Drawdowns
VTEX vs. VOO - Drawdown Comparison
The maximum VTEX drawdown since its inception was -91.38%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VTEX and VOO.
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Drawdown Indicators
| VTEX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.38% | -33.99% | -57.39% |
Max Drawdown (1Y)Largest decline over 1 year | -57.54% | -8.90% | -48.64% |
Max Drawdown (3Y)Largest decline over 3 years | -69.50% | -18.69% | -50.81% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.52% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -88.90% | -1.74% | -87.16% |
Average DrawdownAverage peak-to-trough decline | -79.08% | -3.68% | -75.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.19% | 1.98% | +38.21% |
Volatility
VTEX vs. VOO - Volatility Comparison
VTEX (VTEX) has a higher volatility of 14.75% compared to Vanguard S&P 500 ETF (VOO) at 4.60%. This indicates that VTEX'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.
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Volatility by Period
| VTEX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.75% | 4.60% | +10.15% |
Volatility (6M)Calculated over the trailing 6-month period | 33.01% | 9.73% | +23.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.91% | 12.39% | +39.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.03% | 16.90% | +44.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.03% | 18.05% | +42.98% |
Dividends
VTEX vs. VOO - Dividend Comparison
VTEX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.04%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 1.04% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
VTEX VTEX | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VTEX and VOO have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTEX has higher volatility (14.75%) compared to VOO (4.60%). In terms of maximum drawdown, VTEX dropped -91.38% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (2.17 vs -0.85), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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