VTSMX vs. IOO
Compare and contrast key facts about Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) and iShares Global 100 ETF (IOO).
VTSMX is managed by Vanguard. IOO is a passively managed fund by iShares that tracks the performance of the S&P Global 100 Index. It was launched on Dec 5, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTSMX or IOO.
Key characteristics
| VTSMX | IOO | |
|---|---|---|
| YTD Return | 6.48% | 10.05% |
| 1Y Return | 24.86% | 24.06% |
| 3Y Return (Ann) | 6.42% | 10.24% |
| 5Y Return (Ann) | 12.57% | 14.50% |
| 10Y Return (Ann) | 11.84% | 10.89% |
| Sharpe Ratio | 2.23 | 2.16 |
| Daily Std Dev | 12.19% | 12.24% |
| Max Drawdown | -55.38% | -55.85% |
| Current Drawdown | -3.18% | -1.23% |
Correlation
The correlation between VTSMX and IOO is 0.90, 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
VTSMX vs. IOO - Performance Comparison
In the year-to-date period, VTSMX achieves a 6.48% return, which is significantly lower than IOO's 10.05% return. Over the past 10 years, VTSMX has outperformed IOO with an annualized return of 11.84%, while IOO has yielded a comparatively lower 10.89% 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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VTSMX vs. IOO - Expense Ratio Comparison
VTSMX has a 0.14% expense ratio, which is lower than IOO's 0.40% expense ratio.
Risk-Adjusted Performance
VTSMX vs. IOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) and iShares Global 100 ETF (IOO). 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
VTSMX vs. IOO - Dividend Comparison
VTSMX's dividend yield for the trailing twelve months is around 1.31%, less than IOO's 1.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 1.31% | 1.34% | 1.54% | 1.11% | 1.33% | 1.67% | 1.92% | 1.61% | 1.83% | 1.86% | 1.65% | 1.64% |
IOO iShares Global 100 ETF | 1.36% | 1.49% | 2.00% | 1.53% | 1.49% | 2.02% | 2.54% | 2.23% | 2.75% | 2.89% | 3.52% | 2.37% |
Drawdowns
VTSMX vs. IOO - Drawdown Comparison
The maximum VTSMX drawdown since its inception was -55.38%, roughly equal to the maximum IOO drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for VTSMX and IOO. For additional features, visit the drawdowns tool.
Volatility
VTSMX vs. IOO - Volatility Comparison
The current volatility for Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) is 3.71%, while iShares Global 100 ETF (IOO) has a volatility of 4.11%. This indicates that VTSMX experiences smaller price fluctuations and is considered to be less risky than IOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.