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

Correlation

The correlation between BTAL and VOO is -0.51. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

BTAL vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AGFiQ US Market Neutral Anti-Beta Fund (BTAL) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
-7.60%
515.64%
BTAL
VOO

Key characteristics

Sharpe Ratio

BTAL:

0.51

VOO:

0.63

Sortino Ratio

BTAL:

0.90

VOO:

1.00

Omega Ratio

BTAL:

1.10

VOO:

1.15

Calmar Ratio

BTAL:

0.39

VOO:

0.65

Martin Ratio

BTAL:

1.60

VOO:

2.54

Ulcer Index

BTAL:

6.18%

VOO:

4.78%

Daily Std Dev

BTAL:

19.46%

VOO:

19.12%

Max Drawdown

BTAL:

-38.36%

VOO:

-33.99%

Current Drawdown

BTAL:

-15.58%

VOO:

-8.57%

Returns By Period

In the year-to-date period, BTAL achieves a 8.12% return, which is significantly higher than VOO's -4.35% return. Over the past 10 years, BTAL has underperformed VOO with an annualized return of 1.63%, while VOO has yielded a comparatively higher 12.23% annualized return.


BTAL

YTD

8.12%

1M

-6.37%

6M

6.26%

1Y

11.17%

5Y*

-2.73%

10Y*

1.63%

VOO

YTD

-4.35%

1M

10.32%

6M

-2.47%

1Y

9.64%

5Y*

16.03%

10Y*

12.23%

*Annualized

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BTAL vs. VOO - Expense Ratio Comparison

BTAL has a 2.11% expense ratio, which is higher than VOO's 0.03% expense ratio.


Risk-Adjusted Performance

BTAL vs. VOO — Risk-Adjusted Performance Rank

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

BTAL
The Risk-Adjusted Performance Rank of BTAL is 4848
Overall Rank
The Sharpe Ratio Rank of BTAL is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of BTAL is 5353
Sortino Ratio Rank
The Omega Ratio Rank of BTAL is 4545
Omega Ratio Rank
The Calmar Ratio Rank of BTAL is 4646
Calmar Ratio Rank
The Martin Ratio Rank of BTAL is 4747
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6060
Overall Rank
The Sharpe Ratio Rank of VOO is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BTAL vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AGFiQ US Market Neutral Anti-Beta Fund (BTAL) 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.


The current BTAL Sharpe Ratio is 0.51, which is comparable to the VOO Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of BTAL 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.51
0.63
BTAL
VOO

Dividends

BTAL vs. VOO - Dividend Comparison

BTAL's dividend yield for the trailing twelve months is around 3.23%, more than VOO's 1.36% yield.


TTM20242023202220212020201920182017201620152014
BTAL
AGFiQ US Market Neutral Anti-Beta Fund
3.23%3.49%6.14%1.00%0.00%0.00%0.88%0.39%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.36%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

BTAL vs. VOO - Drawdown Comparison

The maximum BTAL drawdown since its inception was -38.36%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BTAL and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-15.58%
-8.57%
BTAL
VOO

Volatility

BTAL vs. VOO - Volatility Comparison

The current volatility for AGFiQ US Market Neutral Anti-Beta Fund (BTAL) is 8.28%, while Vanguard S&P 500 ETF (VOO) has a volatility of 11.27%. This indicates that BTAL 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
8.28%
11.27%
BTAL
VOO