PortfoliosLab logoPortfoliosLab logo
BFOR vs. VO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BFOR vs. VO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Barron's 400 ETF (BFOR) and Vanguard Mid-Cap ETF (VO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BFOR vs. VO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BFOR
ALPS Barron's 400 ETF
0.80%13.85%17.81%18.19%-15.92%30.71%17.60%21.30%-13.86%19.37%
VO
Vanguard Mid-Cap ETF
-0.68%11.62%15.31%16.03%-18.73%24.70%18.10%30.98%-9.24%19.28%

Returns By Period

In the year-to-date period, BFOR achieves a 0.80% return, which is significantly higher than VO's -0.68% return. Over the past 10 years, BFOR has outperformed VO with an annualized return of 11.62%, while VO has yielded a comparatively lower 10.67% annualized return.


BFOR

1D
2.41%
1M
-5.32%
YTD
0.80%
6M
2.85%
1Y
20.24%
3Y*
16.06%
5Y*
8.88%
10Y*
11.62%

VO

1D
2.22%
1M
-5.86%
YTD
-0.68%
6M
-1.48%
1Y
12.73%
3Y*
12.61%
5Y*
6.66%
10Y*
10.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


BFOR vs. VO - Expense Ratio Comparison

BFOR has a 0.65% expense ratio, which is higher than VO's 0.04% expense ratio.


Return for Risk

BFOR vs. VO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BFOR
BFOR Risk / Return Rank: 6262
Overall Rank
BFOR Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
BFOR Sortino Ratio Rank: 6161
Sortino Ratio Rank
BFOR Omega Ratio Rank: 5858
Omega Ratio Rank
BFOR Calmar Ratio Rank: 6565
Calmar Ratio Rank
BFOR Martin Ratio Rank: 6969
Martin Ratio Rank

VO
VO Risk / Return Rank: 4646
Overall Rank
VO Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
VO Sortino Ratio Rank: 4343
Sortino Ratio Rank
VO Omega Ratio Rank: 4444
Omega Ratio Rank
VO Calmar Ratio Rank: 4646
Calmar Ratio Rank
VO Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BFOR vs. VO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Barron's 400 ETF (BFOR) and Vanguard Mid-Cap ETF (VO). 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.


BFORVODifference

Sharpe ratio

Return per unit of total volatility

1.02

0.73

+0.29

Sortino ratio

Return per unit of downside risk

1.55

1.12

+0.43

Omega ratio

Gain probability vs. loss probability

1.21

1.16

+0.05

Calmar ratio

Return relative to maximum drawdown

1.63

1.05

+0.58

Martin ratio

Return relative to average drawdown

6.88

4.84

+2.04

BFOR vs. VO - Sharpe Ratio Comparison

The current BFOR Sharpe Ratio is 1.02, which is higher than the VO Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of BFOR and VO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BFORVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.73

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.38

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.57

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.48

+0.08

Correlation

The correlation between BFOR and VO is 0.93, 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.


Dividends

BFOR vs. VO - Dividend Comparison

BFOR's dividend yield for the trailing twelve months is around 0.59%, less than VO's 1.51% yield.


TTM20252024202320222021202020192018201720162015
BFOR
ALPS Barron's 400 ETF
0.59%0.60%0.69%1.26%1.68%0.92%0.98%0.69%0.94%0.60%0.78%0.86%
VO
Vanguard Mid-Cap ETF
1.51%1.52%1.49%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%

Drawdowns

BFOR vs. VO - Drawdown Comparison

The maximum BFOR drawdown since its inception was -41.27%, smaller than the maximum VO drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for BFOR and VO.


Loading graphics...

Drawdown Indicators


BFORVODifference

Max Drawdown

Largest peak-to-trough decline

-41.27%

-58.87%

+17.60%

Max Drawdown (1Y)

Largest decline over 1 year

-12.75%

-12.74%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-25.93%

-27.57%

+1.64%

Max Drawdown (10Y)

Largest decline over 10 years

-41.27%

-39.37%

-1.90%

Current Drawdown

Current decline from peak

-6.79%

-6.12%

-0.67%

Average Drawdown

Average peak-to-trough decline

-6.49%

-7.91%

+1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

2.76%

+0.26%

Volatility

BFOR vs. VO - Volatility Comparison

ALPS Barron's 400 ETF (BFOR) has a higher volatility of 5.74% compared to Vanguard Mid-Cap ETF (VO) at 4.89%. This indicates that BFOR's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BFORVODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.74%

4.89%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

11.41%

9.72%

+1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

19.99%

17.57%

+2.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.44%

17.62%

+1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.41%

18.94%

+1.47%