VTSMX vs. IOO
VTSMX (Vanguard Total Stock Market Index Fund Investor Shares) and IOO (iShares Global 100 ETF) are both funds - VTSMX is a Large Cap Blend Equities fund managed by Vanguard, while IOO is a Global Equities fund tracking the S&P Global 100 Index (Net). Over the past 10 years, VTSMX returned 14.94%/yr vs 16.70%/yr for IOO. Their correlation of 0.90 suggests significant overlap in exposure. VTSMX charges 0.14%/yr vs 0.40%/yr for IOO.
Performance
VTSMX vs. IOO - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with VTSMX having a 11.96% return and IOO slightly higher at 12.26%. Over the past 10 years, VTSMX has underperformed IOO with an annualized return of 14.94%, while IOO has yielded a comparatively higher 16.70% annualized return.
VTSMX
- 1D
- 0.24%
- 1M
- 5.75%
- YTD
- 11.96%
- 6M
- 11.85%
- 1Y
- 29.00%
- 3Y*
- 21.99%
- 5Y*
- 12.80%
- 10Y*
- 14.94%
IOO
- 1D
- -1.33%
- 1M
- 5.37%
- YTD
- 12.26%
- 6M
- 12.43%
- 1Y
- 38.24%
- 3Y*
- 25.48%
- 5Y*
- 16.68%
- 10Y*
- 16.70%
VTSMX vs. IOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 11.96% | 16.63% | 22.76% | 26.38% | -19.60% | 25.59% | 20.87% | 30.63% | -5.27% | 21.05% |
IOO iShares Global 100 ETF | 12.26% | 27.02% | 26.54% | 27.71% | -16.34% | 26.03% | 18.61% | 30.01% | -6.22% | 23.56% |
Correlation
The correlation between VTSMX and IOO is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2000 | 0.90 |
The correlation between VTSMX and IOO has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
VTSMX vs. IOO — Risk / Return Rank
VTSMX
IOO
VTSMX vs. IOO - Risk-Adjusted Trends 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.
| VTSMX | IOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.50 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.36 | 3.87 | -0.51 |
| Martin ratioReturn relative to average drawdown | 15.51 | 17.94 | -2.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VTSMX | IOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.46 | 2.84 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.98 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.94 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.39 | +0.20 |
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.
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Drawdown Indicators
| VTSMX | IOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.38% | -55.85% | +0.47% |
Max Drawdown (1Y)Largest decline over 1 year | -8.93% | -9.94% | +1.01% |
Max Drawdown (3Y)Largest decline over 3 years | -19.63% | -19.19% | -0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -25.43% | -23.52% | -1.91% |
Max Drawdown (10Y)Largest decline over 10 years | -34.98% | -31.43% | -3.55% |
Current DrawdownCurrent decline from peak | 0.00% | -1.33% | +1.33% |
Average DrawdownAverage peak-to-trough decline | -8.90% | -11.27% | +2.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 2.14% | -0.21% |
Volatility
VTSMX vs. IOO - Volatility Comparison
The current volatility for Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) is 2.95%, while iShares Global 100 ETF (IOO) has a volatility of 3.81%. 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.
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Volatility by Period
| VTSMX | IOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.95% | 3.81% | -0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 9.19% | 10.59% | -1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.19% | 13.54% | -1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.36% | 17.04% | +0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 17.78% | +0.63% |
VTSMX vs. IOO - Expense Ratio Comparison
VTSMX has a 0.14% expense ratio, which is lower than IOO's 0.40% expense ratio.
Dividends
VTSMX vs. IOO - Dividend Comparison
VTSMX's dividend yield for the trailing twelve months is around 0.93%, more than IOO's 0.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IOO iShares Global 100 ETF | 0.82% | 0.92% | 1.08% | 1.49% | 2.00% | 1.53% | 1.49% | 2.02% | 2.54% | 2.23% | 2.75% | 2.89% |
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 0.93% | 0.75% | 0.89% | 1.33% | 1.54% | 1.11% | 1.33% | 1.67% | 1.92% | 1.61% | 1.83% | 1.86% |
Frequently Asked Questions
With a correlation of 0.91, VTSMX and IOO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
IOO has higher volatility (3.81%) compared to VTSMX (2.95%). In terms of maximum drawdown, VTSMX dropped -55.38% vs IOO's -55.85%.
IOO currently has the higher Sharpe Ratio (2.84 vs 2.46), 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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