VUIAX vs. VOO
Compare and contrast key facts about Vanguard Utilities Index Fund Admiral Shares (VUIAX) and Vanguard S&P 500 ETF (VOO).
VUIAX is managed by Vanguard. It was launched on Apr 28, 2004. 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: VUIAX or VOO.
Performance
VUIAX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, VUIAX achieves a 27.83% return, which is significantly higher than VOO's 24.51% return. Over the past 10 years, VUIAX has underperformed VOO with an annualized return of 9.07%, while VOO has yielded a comparatively higher 13.12% annualized return.
VUIAX
27.83%
-3.34%
10.82%
32.15%
7.59%
9.07%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| VUIAX | VOO | |
|---|---|---|
| Sharpe Ratio | 2.11 | 2.64 |
| Sortino Ratio | 2.90 | 3.53 |
| Omega Ratio | 1.36 | 1.49 |
| Calmar Ratio | 1.68 | 3.81 |
| Martin Ratio | 10.34 | 17.34 |
| Ulcer Index | 3.17% | 1.86% |
| Daily Std Dev | 15.50% | 12.20% |
| Max Drawdown | -46.28% | -33.99% |
| Current Drawdown | -3.34% | -2.16% |
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VUIAX vs. VOO - Expense Ratio Comparison
VUIAX has a 0.10% 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%.
Correlation
The correlation between VUIAX and VOO is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
VUIAX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Utilities Index Fund Admiral Shares (VUIAX) 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
VUIAX vs. VOO - Dividend Comparison
VUIAX's dividend yield for the trailing twelve months is around 2.90%, more than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUIAX Vanguard Utilities Index Fund Admiral Shares | 2.90% | 3.49% | 2.98% | 2.70% | 3.17% | 2.82% | 3.23% | 3.18% | 3.19% | 3.64% | 3.02% | 3.76% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
VUIAX vs. VOO - Drawdown Comparison
The maximum VUIAX drawdown since its inception was -46.28%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VUIAX and VOO. For additional features, visit the drawdowns tool.
Volatility
VUIAX vs. VOO - Volatility Comparison
Vanguard Utilities Index Fund Admiral Shares (VUIAX) has a higher volatility of 5.17% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that VUIAX'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.