^VVIX vs. VOO
Compare and contrast key facts about CBOE VIX Volatility Index (^VVIX) 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: ^VVIX or VOO.
Correlation
The correlation between ^VVIX and VOO is 1.00, 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
^VVIX vs. VOO - Performance Comparison
Key characteristics
^VVIX:
0.25
VOO:
0.56
^VVIX:
1.28
VOO:
0.92
^VVIX:
1.15
VOO:
1.13
^VVIX:
0.41
VOO:
0.58
^VVIX:
0.76
VOO:
2.25
^VVIX:
34.60%
VOO:
4.83%
^VVIX:
113.31%
VOO:
19.11%
^VVIX:
-78.10%
VOO:
-33.99%
^VVIX:
-53.62%
VOO:
-7.55%
Returns By Period
In the year-to-date period, ^VVIX achieves a -7.71% return, which is significantly lower than VOO's -3.28% return. Over the past 10 years, ^VVIX has underperformed VOO with an annualized return of 1.48%, while VOO has yielded a comparatively higher 12.40% annualized return.
^VVIX
-7.71%
-43.66%
8.68%
29.25%
-3.58%
1.48%
VOO
-3.28%
13.71%
-4.52%
10.70%
15.89%
12.40%
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Risk-Adjusted Performance
^VVIX vs. VOO — Risk-Adjusted Performance Rank
^VVIX
VOO
^VVIX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CBOE VIX Volatility Index (^VVIX) 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
^VVIX vs. VOO - Drawdown Comparison
The maximum ^VVIX drawdown since its inception was -78.10%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^VVIX and VOO. For additional features, visit the drawdowns tool.
Volatility
^VVIX vs. VOO - Volatility Comparison
CBOE VIX Volatility Index (^VVIX) has a higher volatility of 33.27% compared to Vanguard S&P 500 ETF (VOO) at 11.03%. This indicates that ^VVIX'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.