^BSE100 vs. VOO
Compare and contrast key facts about S&P BSE-100 (^BSE100) 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: ^BSE100 or VOO.
Key characteristics
| ^BSE100 | VOO | |
|---|---|---|
| YTD Return | 18.48% | 16.41% |
| 1Y Return | 31.78% | 24.99% |
| 3Y Return (Ann) | 14.63% | 8.31% |
| 5Y Return (Ann) | 19.35% | 14.91% |
| 10Y Return (Ann) | 12.58% | 12.69% |
| Sharpe Ratio | 2.18 | 1.92 |
| Daily Std Dev | 13.35% | 12.55% |
| Max Drawdown | -38.32% | -33.99% |
| Current Drawdown | -0.95% | -2.70% |
Correlation
The correlation between ^BSE100 and VOO is 0.23, 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
^BSE100 vs. VOO - Performance Comparison
In the year-to-date period, ^BSE100 achieves a 18.48% return, which is significantly higher than VOO's 16.41% return. Both investments have delivered pretty close results over the past 10 years, with ^BSE100 having a 12.58% annualized return and VOO not far ahead at 12.69%. 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
^BSE100 vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P BSE-100 (^BSE100) 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
^BSE100 vs. VOO - Drawdown Comparison
The maximum ^BSE100 drawdown since its inception was -38.32%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^BSE100 and VOO. For additional features, visit the drawdowns tool.
Volatility
^BSE100 vs. VOO - Volatility Comparison
The current volatility for S&P BSE-100 (^BSE100) is 2.30%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.80%. This indicates that ^BSE100 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.