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

Key characteristics


BOSSVOO

Correlation

-0.50.00.51.00.7

The correlation between BOSS and VOO is 0.74, 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

BOSS vs. VOO - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


80.00%100.00%120.00%140.00%160.00%December2024FebruaryMarchAprilMay
79.12%
153.09%
BOSS
VOO

Compare stocks, funds, or ETFs

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


Global X Founder-Run Companies ETF

Vanguard S&P 500 ETF

BOSS vs. VOO - Expense Ratio Comparison

BOSS has a 0.45% expense ratio, which is higher than VOO's 0.03% expense ratio.


BOSS
Global X Founder-Run Companies ETF
Expense ratio chart for BOSS: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
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

BOSS vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Founder-Run Companies ETF (BOSS) 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.


BOSS
Sharpe ratio
The chart of Sharpe ratio for BOSS, currently valued at 0.65, compared to the broader market0.002.004.000.65
Sortino ratio
The chart of Sortino ratio for BOSS, currently valued at 1.01, compared to the broader market-2.000.002.004.006.008.0010.001.01
Omega ratio
The chart of Omega ratio for BOSS, currently valued at 1.17, compared to the broader market0.501.001.502.002.501.17
Calmar ratio
The chart of Calmar ratio for BOSS, currently valued at 0.25, compared to the broader market0.002.004.006.008.0010.0012.0014.000.25
Martin ratio
The chart of Martin ratio for BOSS, currently valued at 0.99, compared to the broader market0.0020.0040.0060.0080.000.99
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.52, compared to the broader market0.002.004.002.52
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.55, compared to the broader market-2.000.002.004.006.008.0010.003.55
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.44, compared to the broader market0.501.001.502.002.501.44
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.35, compared to the broader market0.002.004.006.008.0010.0012.0014.002.35
Martin ratio
The chart of Martin ratio for VOO, currently valued at 10.03, compared to the broader market0.0020.0040.0060.0080.0010.03

BOSS vs. VOO - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.001.002.003.00December2024FebruaryMarchAprilMay
0.65
2.52
BOSS
VOO

Dividends

BOSS vs. VOO - Dividend Comparison

BOSS has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.33%.


TTM20232022202120202019201820172016201520142013
BOSS
Global X Founder-Run Companies ETF
0.05%0.05%0.46%0.18%1.11%0.52%0.21%0.23%0.00%0.00%0.00%0.00%
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

BOSS vs. VOO - Drawdown Comparison


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-31.05%
-0.06%
BOSS
VOO

Volatility

BOSS vs. VOO - Volatility Comparison

The current volatility for Global X Founder-Run Companies ETF (BOSS) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.36%. This indicates that BOSS 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.


0.00%2.00%4.00%6.00%8.00%December2024FebruaryMarchAprilMay0
3.36%
BOSS
VOO