^SPTSX60 vs. VOO
Compare and contrast key facts about S&P/TSX 60 Index (^SPTSX60) 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: ^SPTSX60 or VOO.
Key characteristics
| ^SPTSX60 | VOO | |
|---|---|---|
| YTD Return | 9.62% | 16.99% |
| 1Y Return | 12.57% | 24.20% |
| 3Y Return (Ann) | 3.66% | 8.51% |
| 5Y Return (Ann) | 7.00% | 15.06% |
| 10Y Return (Ann) | 4.48% | 12.72% |
| Sharpe Ratio | 1.22 | 1.95 |
| Daily Std Dev | 11.41% | 12.58% |
| Max Drawdown | -49.15% | -33.99% |
| Current Drawdown | -1.04% | -2.21% |
Correlation
The correlation between ^SPTSX60 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
^SPTSX60 vs. VOO - Performance Comparison
In the year-to-date period, ^SPTSX60 achieves a 9.62% return, which is significantly lower than VOO's 16.99% return. Over the past 10 years, ^SPTSX60 has underperformed VOO with an annualized return of 4.48%, while VOO has yielded a comparatively higher 12.72% 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
^SPTSX60 vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P/TSX 60 Index (^SPTSX60) 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
^SPTSX60 vs. VOO - Drawdown Comparison
The maximum ^SPTSX60 drawdown since its inception was -49.15%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^SPTSX60 and VOO. For additional features, visit the drawdowns tool.
Volatility
^SPTSX60 vs. VOO - Volatility Comparison
The current volatility for S&P/TSX 60 Index (^SPTSX60) is 3.63%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.59%. This indicates that ^SPTSX60 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.