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

Key characteristics


BENVOO
YTD Return-3.54%10.40%
1Y Return12.18%32.36%
3Y Return (Ann)2.37%11.45%
5Y Return (Ann)1.10%15.03%
10Y Return (Ann)-2.43%12.94%
Sharpe Ratio0.472.95
Daily Std Dev27.24%11.59%
Max Drawdown-72.81%-33.99%
Current Drawdown-28.26%-0.14%

Correlation

0.71
-1.001.00

The correlation between BEN and VOO is 0.71, 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

BEN vs. VOO - Performance Comparison

In the year-to-date period, BEN achieves a -3.54% return, which is significantly lower than VOO's 10.40% return. Over the past 10 years, BEN has underperformed VOO with an annualized return of -2.43%, while VOO has yielded a comparatively higher 12.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%500.00%OctoberNovemberDecember2024FebruaryMarch
30.68%
515.84%
BEN
VOO

Compare stocks, funds, or ETFs


Franklin Resources, Inc.

Vanguard S&P 500 ETF

Risk-Adjusted Performance

BEN vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Resources, Inc. (BEN) 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
BEN
Franklin Resources, Inc.
0.47
VOO
Vanguard S&P 500 ETF
2.95

BEN vs. VOO - Sharpe Ratio Comparison

The current BEN Sharpe Ratio is 0.47, which is lower than the VOO Sharpe Ratio of 2.95. The chart below compares the 12-month rolling Sharpe Ratio of BEN and VOO.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
0.47
2.95
BEN
VOO

Dividends

BEN vs. VOO - Dividend Comparison

BEN's dividend yield for the trailing twelve months is around 5.41%, more than VOO's 1.33% yield.


TTM20232022202120202019201820172016201520142013
BEN
Franklin Resources, Inc.
5.41%3.02%4.44%3.37%4.36%4.04%13.32%1.92%1.87%1.71%1.82%0.67%
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

BEN vs. VOO - Drawdown Comparison

The maximum BEN drawdown since its inception was -72.81%, which is greater than VOO's maximum drawdown of -33.99%. The drawdown chart below compares losses from any high point along the way for BEN and VOO


-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-28.26%
-0.14%
BEN
VOO

Volatility

BEN vs. VOO - Volatility Comparison

Franklin Resources, Inc. (BEN) has a higher volatility of 6.52% compared to Vanguard S&P 500 ETF (VOO) at 2.89%. This indicates that BEN'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.


2.00%4.00%6.00%8.00%10.00%OctoberNovemberDecember2024FebruaryMarch
6.52%
2.89%
BEN
VOO