VZICX vs. VOO
Compare and contrast key facts about Vanguard International Core Stock Fund Admiral Shares (VZICX) and Vanguard S&P 500 ETF (VOO).
VZICX is managed by Vanguard. It was launched on Oct 16, 2019. 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: VZICX or VOO.
Performance
VZICX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, VZICX achieves a 10.62% return, which is significantly lower than VOO's 25.48% return.
VZICX
10.62%
-4.14%
0.68%
15.18%
7.71%
N/A
VOO
25.48%
0.99%
11.84%
31.84%
15.62%
13.15%
Key characteristics
| VZICX | VOO | |
|---|---|---|
| Sharpe Ratio | 1.26 | 2.69 |
| Sortino Ratio | 1.80 | 3.59 |
| Omega Ratio | 1.22 | 1.50 |
| Calmar Ratio | 1.80 | 3.89 |
| Martin Ratio | 6.70 | 17.64 |
| Ulcer Index | 2.41% | 1.86% |
| Daily Std Dev | 12.79% | 12.20% |
| Max Drawdown | -34.37% | -33.99% |
| Current Drawdown | -5.93% | -1.40% |
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VZICX vs. VOO - Expense Ratio Comparison
VZICX has a 0.35% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between VZICX and VOO is 0.77, 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.
Risk-Adjusted Performance
VZICX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International Core Stock Fund Admiral Shares (VZICX) 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
VZICX vs. VOO - Dividend Comparison
VZICX's dividend yield for the trailing twelve months is around 1.99%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VZICX Vanguard International Core Stock Fund Admiral Shares | 1.99% | 2.20% | 2.10% | 2.82% | 1.89% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
VZICX vs. VOO - Drawdown Comparison
The maximum VZICX drawdown since its inception was -34.37%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VZICX and VOO. For additional features, visit the drawdowns tool.
Volatility
VZICX vs. VOO - Volatility Comparison
The current volatility for Vanguard International Core Stock Fund Admiral Shares (VZICX) is 3.68%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.10%. This indicates that VZICX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.