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ANGL vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ANGLVOO
YTD Return1.83%10.42%
1Y Return11.58%34.26%
3Y Return (Ann)1.64%11.43%
5Y Return (Ann)5.24%15.04%
10Y Return (Ann)6.07%13.04%
Sharpe Ratio2.062.94
Daily Std Dev6.24%11.59%
Max Drawdown-35.07%-33.99%
Current Drawdown-2.46%-0.12%

Correlation

0.51
-1.001.00

The correlation between ANGL and VOO is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

ANGL vs. VOO - Performance Comparison

In the year-to-date period, ANGL achieves a 1.83% return, which is significantly lower than VOO's 10.42% return. Over the past 10 years, ANGL has underperformed VOO with an annualized return of 6.07%, while VOO has yielded a comparatively higher 13.04% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%100.00%150.00%200.00%250.00%300.00%350.00%400.00%OctoberNovemberDecember2024FebruaryMarch
121.38%
380.83%
ANGL
VOO

Compare stocks, funds, or ETFs


VanEck Vectors Fallen Angel High Yield Bond ETF

Vanguard S&P 500 ETF

ANGL vs. VOO - Expense Ratio Comparison

ANGL has a 0.35% expense ratio, which is higher than VOO's 0.03% expense ratio.

ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

ANGL vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
2.06
VOO
Vanguard S&P 500 ETF
2.96

ANGL vs. VOO - Sharpe Ratio Comparison

The current ANGL Sharpe Ratio is 2.06, which is lower than the VOO Sharpe Ratio of 2.96. The chart below compares the 12-month rolling Sharpe Ratio of ANGL and VOO.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.06
2.96
ANGL
VOO

Dividends

ANGL vs. VOO - Dividend Comparison

ANGL's dividend yield for the trailing twelve months is around 5.43%, more than VOO's 1.33% yield.


TTM20232022202120202019201820172016201520142013
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
5.43%5.27%4.72%3.90%4.67%5.19%5.99%5.25%5.76%5.81%6.80%6.10%
VOO
Vanguard S&P 500 ETF
1.33%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

ANGL vs. VOO - Drawdown Comparison

The maximum ANGL drawdown since its inception was -35.07%, roughly equal to the maximum VOO drawdown of -33.99%. The drawdown chart below compares losses from any high point along the way for ANGL and VOO


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-2.46%
-0.12%
ANGL
VOO

Volatility

ANGL vs. VOO - Volatility Comparison

The current volatility for VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) is 1.11%, while Vanguard S&P 500 ETF (VOO) has a volatility of 2.89%. This indicates that ANGL 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.


1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
1.11%
2.89%
ANGL
VOO