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

Correlation

The correlation between CARZ and VOO is 0.70, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

CARZ vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust NASDAQ Global Auto Index Fund (CARZ) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
120.03%
427.96%
CARZ
VOO

Key characteristics

Sharpe Ratio

CARZ:

-0.05

VOO:

0.54

Sortino Ratio

CARZ:

0.14

VOO:

0.88

Omega Ratio

CARZ:

1.02

VOO:

1.13

Calmar Ratio

CARZ:

-0.06

VOO:

0.55

Martin Ratio

CARZ:

-0.18

VOO:

2.27

Ulcer Index

CARZ:

9.58%

VOO:

4.55%

Daily Std Dev

CARZ:

31.16%

VOO:

19.19%

Max Drawdown

CARZ:

-51.20%

VOO:

-33.99%

Current Drawdown

CARZ:

-16.00%

VOO:

-9.90%

Returns By Period

In the year-to-date period, CARZ achieves a -8.99% return, which is significantly lower than VOO's -5.74% return. Over the past 10 years, CARZ has underperformed VOO with an annualized return of 4.37%, while VOO has yielded a comparatively higher 12.07% annualized return.


CARZ

YTD

-8.99%

1M

-6.81%

6M

-9.04%

1Y

-3.03%

5Y*

16.76%

10Y*

4.37%

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

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CARZ vs. VOO - Expense Ratio Comparison

CARZ has a 0.70% expense ratio, which is higher than VOO's 0.03% expense ratio.


Expense ratio chart for CARZ: current value is 0.70%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CARZ: 0.70%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

CARZ vs. VOO — Risk-Adjusted Performance Rank

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

CARZ
The Risk-Adjusted Performance Rank of CARZ is 1717
Overall Rank
The Sharpe Ratio Rank of CARZ is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of CARZ is 1919
Sortino Ratio Rank
The Omega Ratio Rank of CARZ is 1919
Omega Ratio Rank
The Calmar Ratio Rank of CARZ is 1515
Calmar Ratio Rank
The Martin Ratio Rank of CARZ is 1616
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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.

CARZ vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust NASDAQ Global Auto Index Fund (CARZ) 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 chart of Sharpe ratio for CARZ, currently valued at -0.05, compared to the broader market-1.000.001.002.003.004.00
CARZ: -0.05
VOO: 0.54
The chart of Sortino ratio for CARZ, currently valued at 0.14, compared to the broader market-2.000.002.004.006.008.00
CARZ: 0.14
VOO: 0.88
The chart of Omega ratio for CARZ, currently valued at 1.02, compared to the broader market0.501.001.502.002.50
CARZ: 1.02
VOO: 1.13
The chart of Calmar ratio for CARZ, currently valued at -0.06, compared to the broader market0.002.004.006.008.0010.0012.00
CARZ: -0.06
VOO: 0.55
The chart of Martin ratio for CARZ, currently valued at -0.18, compared to the broader market0.0020.0040.0060.00
CARZ: -0.18
VOO: 2.27

The current CARZ Sharpe Ratio is -0.05, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of CARZ 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.05
0.54
CARZ
VOO

Dividends

CARZ vs. VOO - Dividend Comparison

CARZ's dividend yield for the trailing twelve months is around 1.16%, less than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
CARZ
First Trust NASDAQ Global Auto Index Fund
1.16%1.17%1.40%1.59%2.26%0.63%3.23%2.85%2.10%2.48%1.64%1.69%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

CARZ vs. VOO - Drawdown Comparison

The maximum CARZ drawdown since its inception was -51.20%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CARZ and VOO. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.00%
-9.90%
CARZ
VOO

Volatility

CARZ vs. VOO - Volatility Comparison

First Trust NASDAQ Global Auto Index Fund (CARZ) has a higher volatility of 19.94% compared to Vanguard S&P 500 ETF (VOO) at 13.96%. This indicates that CARZ'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.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
19.94%
13.96%
CARZ
VOO