PortfoliosLab logoPortfoliosLab logo
XOEF vs. MAIN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XOEF vs. MAIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 ex S&P 100 ETF (XOEF) and Main Street Capital Corporation (MAIN). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XOEF achieves a 13.96% return, which is significantly higher than MAIN's -5.54% return.


XOEF

1D
-0.44%
1M
-1.24%
6M
8.68%
YTD
13.96%
1Y
18.97%
3Y*
5Y*
10Y*
ALL TIME*
18.24%

MAIN

1D
-1.41%
1M
8.28%
6M
-11.20%
YTD
-5.54%
1Y
-8.71%
3Y*
18.72%
5Y*
14.18%
10Y*
13.39%
ALL TIME*
16.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XOEF vs. MAIN - Yearly Performance Comparison


2026 (YTD)2025
XOEF
iShares S&P 500 ex S&P 100 ETF
13.96%4.27%
MAIN
Main Street Capital Corporation
-5.54%2.17%

Correlation

The correlation between XOEF and MAIN is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2025

0.42

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XOEF vs. MAIN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XOEF
XOEF Risk / Return Rank: 6363
Overall Rank
XOEF Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
XOEF Sortino Ratio Rank: 6161
Sortino Ratio Rank
XOEF Omega Ratio Rank: 5555
Omega Ratio Rank
XOEF Calmar Ratio Rank: 6767
Calmar Ratio Rank
XOEF Martin Ratio Rank: 7272
Martin Ratio Rank

MAIN
MAIN Risk / Return Rank: 2929
Overall Rank
MAIN Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
MAIN Sortino Ratio Rank: 2727
Sortino Ratio Rank
MAIN Omega Ratio Rank: 2727
Omega Ratio Rank
MAIN Calmar Ratio Rank: 3232
Calmar Ratio Rank
MAIN Martin Ratio Rank: 3232
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XOEF vs. MAIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 ex S&P 100 ETF (XOEF) and Main Street Capital Corporation (MAIN). 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.


XOEFMAINDifference
Sharpe ratioReturn per unit of total volatility

+1.83

Sortino ratioReturn per unit of downside risk

+2.47

Omega ratioGain probability vs. loss probability

1.26

0.96

+0.30

Calmar ratioReturn relative to maximum drawdown

2.49

-0.39

+2.88

Martin ratioReturn relative to average drawdown

9.52

-0.70

+10.22

XOEF vs. MAIN - Sharpe Ratio Comparison

The current XOEF Sharpe Ratio is 1.48, which is higher than the MAIN Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of XOEF and MAIN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

XOEF vs. MAIN - Drawdown Comparison

The maximum XOEF drawdown since its inception was -7.66%, smaller than the maximum MAIN drawdown of -64.53%. Use the drawdown chart below to compare losses from any high point for XOEF and MAIN.


Loading charts...

Drawdown Indicators


XOEFMAINDifference

Max Drawdown

Largest peak-to-trough decline

-7.66%

-64.53%

+56.87%

Max Drawdown (1Y)

Largest decline over 1 year

-7.66%

-22.43%

+14.77%

Max Drawdown (3Y)

Largest decline over 3 years

-22.43%

Max Drawdown (5Y)

Largest decline over 5 years

-27.06%

Max Drawdown (10Y)

Largest decline over 10 years

-64.53%

Current Drawdown

Current decline from peak

-2.87%

-13.30%

+10.43%

Average Drawdown

Average peak-to-trough decline

-1.27%

-7.36%

+6.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

12.47%

-10.47%

Volatility

XOEF vs. MAIN - Volatility Comparison

The current volatility for iShares S&P 500 ex S&P 100 ETF (XOEF) is 3.32%, while Main Street Capital Corporation (MAIN) has a volatility of 5.94%. This indicates that XOEF experiences smaller price fluctuations and is considered to be less risky than MAIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XOEFMAINDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

5.94%

-2.62%

Volatility (6M)

Calculated over the trailing 6-month period

9.95%

19.81%

-9.86%

Volatility (1Y)

Calculated over the trailing 1-year period

12.86%

25.32%

-12.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.76%

21.60%

-8.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.76%

27.36%

-14.60%

Dividends

XOEF vs. MAIN - Dividend Comparison

XOEF's dividend yield for the trailing twelve months is around 1.06%, less than MAIN's 7.88% yield.


PositionTTM20252024202320222021202020192018201720162015
MAIN
Main Street Capital Corporation
7.88%7.00%7.02%8.55%7.97%5.74%6.99%6.76%8.43%7.49%7.42%9.15%
XOEF
iShares S&P 500 ex S&P 100 ETF
1.06%0.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XOEF and MAIN have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MAIN has higher volatility (5.94%) compared to XOEF (3.32%). In terms of maximum drawdown, XOEF dropped -7.66% vs MAIN's -64.53%.

XOEF currently has the higher Sharpe Ratio (1.48 vs -0.35), 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.

Portfolio Optimizer

Find the right allocation for XOEF and MAIN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer