^AORD vs. VOO
Compare and contrast key facts about All Ordinaries (^AORD) and Vanguard S&P 500 ETF (VOO).
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: ^AORD or VOO.
Key characteristics
| ^AORD | VOO | |
|---|---|---|
| YTD Return | 9.10% | 23.75% |
| 1Y Return | 17.57% | 35.49% |
| 3Y Return (Ann) | 3.55% | 11.02% |
| 5Y Return (Ann) | 4.77% | 16.24% |
| 10Y Return (Ann) | 4.78% | 14.04% |
| Sharpe Ratio | 1.79 | 2.85 |
| Sortino Ratio | 2.38 | 3.80 |
| Omega Ratio | 1.32 | 1.52 |
| Calmar Ratio | 1.68 | 3.05 |
| Martin Ratio | 12.36 | 17.77 |
| Ulcer Index | 1.66% | 2.00% |
| Daily Std Dev | 11.54% | 12.45% |
| Max Drawdown | -54.60% | -33.99% |
| Current Drawdown | -0.95% | -0.34% |
Correlation
The correlation between ^AORD and VOO is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
^AORD vs. VOO - Performance Comparison
In the year-to-date period, ^AORD achieves a 9.10% return, which is significantly lower than VOO's 23.75% return. Over the past 10 years, ^AORD has underperformed VOO with an annualized return of 4.78%, while VOO has yielded a comparatively higher 14.04% 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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Risk-Adjusted Performance
^AORD vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for All Ordinaries (^AORD) 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.
Drawdowns
^AORD vs. VOO - Drawdown Comparison
The maximum ^AORD drawdown since its inception was -54.60%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^AORD and VOO. For additional features, visit the drawdowns tool.
Volatility
^AORD vs. VOO - Volatility Comparison
All Ordinaries (^AORD) has a higher volatility of 4.03% compared to Vanguard S&P 500 ETF (VOO) at 2.53%. This indicates that ^AORD'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.