^GSPTSE vs. VOO
Compare and contrast key facts about S&P TSX Composite Index (Canada) (^GSPTSE) 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: ^GSPTSE or VOO.
Correlation
The correlation between ^GSPTSE and VOO is 0.73, 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.
Performance
^GSPTSE vs. VOO - Performance Comparison
Key characteristics
^GSPTSE:
0.85
VOO:
0.57
^GSPTSE:
1.21
VOO:
0.92
^GSPTSE:
1.17
VOO:
1.13
^GSPTSE:
0.96
VOO:
0.58
^GSPTSE:
4.29
VOO:
2.42
^GSPTSE:
2.87%
VOO:
4.51%
^GSPTSE:
14.57%
VOO:
19.17%
^GSPTSE:
-49.99%
VOO:
-33.99%
^GSPTSE:
-4.19%
VOO:
-10.56%
Returns By Period
Over the past 10 years, ^GSPTSE has underperformed VOO with an annualized return of 4.91%, while VOO has yielded a comparatively higher 12.02% annualized return.
^GSPTSE
0.00%
-2.42%
0.72%
13.05%
11.45%
4.91%
VOO
-6.43%
-4.99%
-5.02%
9.61%
15.88%
12.02%
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Risk-Adjusted Performance
^GSPTSE vs. VOO — Risk-Adjusted Performance Rank
^GSPTSE
VOO
^GSPTSE vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P TSX Composite Index (Canada) (^GSPTSE) 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
^GSPTSE vs. VOO - Drawdown Comparison
The maximum ^GSPTSE drawdown since its inception was -49.99%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^GSPTSE and VOO. For additional features, visit the drawdowns tool.
Volatility
^GSPTSE vs. VOO - Volatility Comparison
The current volatility for S&P TSX Composite Index (Canada) (^GSPTSE) is 11.19%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.97%. This indicates that ^GSPTSE 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.