^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.
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
Key characteristics
^SPTSX60:
0.87
VOO:
0.57
^SPTSX60:
1.24
VOO:
0.92
^SPTSX60:
1.18
VOO:
1.13
^SPTSX60:
0.97
VOO:
0.58
^SPTSX60:
4.18
VOO:
2.42
^SPTSX60:
2.97%
VOO:
4.51%
^SPTSX60:
14.32%
VOO:
19.17%
^SPTSX60:
-49.15%
VOO:
-33.99%
^SPTSX60:
-4.61%
VOO:
-10.56%
Returns By Period
In the year-to-date period, ^SPTSX60 achieves a 0.19% return, which is significantly higher than VOO's -6.43% return. Over the past 10 years, ^SPTSX60 has underperformed VOO with an annualized return of 5.21%, while VOO has yielded a comparatively higher 12.02% annualized return.
^SPTSX60
0.19%
-2.39%
1.15%
13.22%
11.27%
5.21%
VOO
-6.43%
-4.99%
-5.02%
9.61%
15.88%
12.02%
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Risk-Adjusted Performance
^SPTSX60 vs. VOO — Risk-Adjusted Performance Rank
^SPTSX60
VOO
^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 10.87%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.97%. 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.