BRNY vs. VOO
Compare and contrast key facts about Burney U.S. Factor Rotation ETF (BRNY) and Vanguard S&P 500 ETF (VOO).
BRNY and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BRNY is an actively managed fund by Alpha Architect. It was launched on Oct 13, 2022. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BRNY or VOO.
Performance
BRNY vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, BRNY achieves a 32.74% return, which is significantly higher than VOO's 25.52% return.
BRNY
32.74%
5.58%
17.10%
42.72%
N/A
N/A
VOO
25.52%
1.19%
12.21%
32.23%
15.58%
13.15%
Key characteristics
| BRNY | VOO | |
|---|---|---|
| Sharpe Ratio | 3.06 | 2.62 |
| Sortino Ratio | 3.97 | 3.50 |
| Omega Ratio | 1.54 | 1.49 |
| Calmar Ratio | 4.69 | 3.78 |
| Martin Ratio | 20.83 | 17.12 |
| Ulcer Index | 2.08% | 1.86% |
| Daily Std Dev | 14.18% | 12.19% |
| Max Drawdown | -10.96% | -33.99% |
| Current Drawdown | -0.82% | -1.36% |
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BRNY vs. VOO - Expense Ratio Comparison
BRNY has a 0.79% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between BRNY and VOO is 0.89, 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.
Risk-Adjusted Performance
BRNY vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Burney U.S. Factor Rotation ETF (BRNY) 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.
Dividends
BRNY vs. VOO - Dividend Comparison
BRNY's dividend yield for the trailing twelve months is around 0.34%, less than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRNY Burney U.S. Factor Rotation ETF | 0.34% | 0.69% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
BRNY vs. VOO - Drawdown Comparison
The maximum BRNY drawdown since its inception was -10.96%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BRNY and VOO. For additional features, visit the drawdowns tool.
Volatility
BRNY vs. VOO - Volatility Comparison
Burney U.S. Factor Rotation ETF (BRNY) has a higher volatility of 4.90% compared to Vanguard S&P 500 ETF (VOO) at 3.97%. This indicates that BRNY'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.