^SP400 vs. VOO
Compare and contrast key facts about S&P 400 (^SP400) 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: ^SP400 or VOO.
Performance
^SP400 vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, ^SP400 achieves a 18.17% return, which is significantly lower than VOO's 26.16% return. Over the past 10 years, ^SP400 has underperformed VOO with an annualized return of 8.52%, while VOO has yielded a comparatively higher 13.18% annualized return.
^SP400
18.17%
4.56%
11.35%
28.94%
10.63%
8.52%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| ^SP400 | VOO | |
|---|---|---|
| Sharpe Ratio | 1.86 | 2.70 |
| Sortino Ratio | 2.63 | 3.60 |
| Omega Ratio | 1.32 | 1.50 |
| Calmar Ratio | 2.33 | 3.90 |
| Martin Ratio | 10.35 | 17.65 |
| Ulcer Index | 2.87% | 1.86% |
| Daily Std Dev | 15.94% | 12.19% |
| Max Drawdown | -56.32% | -33.99% |
| Current Drawdown | -1.17% | -0.86% |
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Correlation
The correlation between ^SP400 and VOO is 0.88, 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.
Risk-Adjusted Performance
^SP400 vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 400 (^SP400) 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
^SP400 vs. VOO - Drawdown Comparison
The maximum ^SP400 drawdown since its inception was -56.32%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^SP400 and VOO. For additional features, visit the drawdowns tool.
Volatility
^SP400 vs. VOO - Volatility Comparison
S&P 400 (^SP400) has a higher volatility of 5.42% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that ^SP400'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.