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

Correlation

The correlation between ANGL and VOO is 0.52, 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.


-0.50.00.51.00.5

Performance

ANGL vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
130.26%
448.77%
ANGL
VOO

Key characteristics

Sharpe Ratio

ANGL:

1.16

VOO:

2.25

Sortino Ratio

ANGL:

1.65

VOO:

2.98

Omega Ratio

ANGL:

1.21

VOO:

1.42

Calmar Ratio

ANGL:

1.11

VOO:

3.31

Martin Ratio

ANGL:

7.21

VOO:

14.77

Ulcer Index

ANGL:

0.78%

VOO:

1.90%

Daily Std Dev

ANGL:

4.84%

VOO:

12.46%

Max Drawdown

ANGL:

-35.07%

VOO:

-33.99%

Current Drawdown

ANGL:

-1.61%

VOO:

-2.47%

Returns By Period

In the year-to-date period, ANGL achieves a 5.86% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, ANGL has underperformed VOO with an annualized return of 6.33%, while VOO has yielded a comparatively higher 13.08% annualized return.


ANGL

YTD

5.86%

1M

-0.23%

6M

3.76%

1Y

5.35%

5Y*

4.33%

10Y*

6.33%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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
Expense ratio chart for ANGL: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.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 ratio
The chart of Sharpe ratio for ANGL, currently valued at 1.16, compared to the broader market0.002.004.001.162.25
The chart of Sortino ratio for ANGL, currently valued at 1.65, compared to the broader market-2.000.002.004.006.008.0010.001.652.98
The chart of Omega ratio for ANGL, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.42
The chart of Calmar ratio for ANGL, currently valued at 1.11, compared to the broader market0.005.0010.0015.001.113.31
The chart of Martin ratio for ANGL, currently valued at 7.21, compared to the broader market0.0020.0040.0060.0080.00100.007.2114.77
ANGL
VOO

The current ANGL Sharpe Ratio is 1.16, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of ANGL and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.16
2.25
ANGL
VOO

Dividends

ANGL vs. VOO - Dividend Comparison

ANGL's dividend yield for the trailing twelve months is around 6.21%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
6.21%5.27%4.72%3.90%4.67%5.20%6.00%5.25%5.79%5.82%6.80%6.10%
VOO
Vanguard S&P 500 ETF
0.91%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%. Use the drawdown chart below to compare losses from any high point for ANGL and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.61%
-2.47%
ANGL
VOO

Volatility

ANGL vs. VOO - Volatility Comparison

The current volatility for VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) is 1.80%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.75%. 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%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.80%
3.75%
ANGL
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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