^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 0.72, 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:
1.87
VOO:
1.99
^GSPTSE:
2.55
VOO:
2.67
^GSPTSE:
1.34
VOO:
1.36
^GSPTSE:
2.87
VOO:
3.02
^GSPTSE:
11.11
VOO:
12.64
^GSPTSE:
1.76%
VOO:
2.02%
^GSPTSE:
10.46%
VOO:
12.75%
^GSPTSE:
-49.99%
VOO:
-33.99%
^GSPTSE:
-2.20%
VOO:
-1.96%
Returns By Period
The year-to-date returns for both stocks are quite close, with ^GSPTSE having a 2.08% return and VOO slightly lower at 2.02%. Over the past 10 years, ^GSPTSE has underperformed VOO with an annualized return of 5.31%, while VOO has yielded a comparatively higher 13.34% annualized return.
^GSPTSE
2.08%
0.67%
13.56%
19.71%
7.46%
5.31%
VOO
2.02%
0.97%
16.41%
22.60%
14.26%
13.34%
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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 3.32%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.78%. 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.