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

Key characteristics


CATHVOO
YTD Return19.19%21.37%
1Y Return31.32%33.27%
3Y Return (Ann)7.19%8.64%
5Y Return (Ann)14.19%15.10%
Sharpe Ratio2.863.04
Sortino Ratio3.834.03
Omega Ratio1.531.57
Calmar Ratio2.924.39
Martin Ratio17.9320.12
Ulcer Index1.98%1.84%
Daily Std Dev12.41%12.19%
Max Drawdown-33.95%-33.99%
Current Drawdown-2.47%-2.31%

Correlation

-0.50.00.51.00.9

The correlation between CATH and VOO is 0.94, 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

CATH vs. VOO - Performance Comparison

In the year-to-date period, CATH achieves a 19.19% return, which is significantly lower than VOO's 21.37% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


170.00%180.00%190.00%200.00%210.00%220.00%JuneJulyAugustSeptemberOctoberNovember
203.11%
216.40%
CATH
VOO

Compare stocks, funds, or ETFs

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


CATH vs. VOO - Expense Ratio Comparison

CATH has a 0.29% expense ratio, which is higher than VOO's 0.03% expense ratio.


CATH
Global X S&P 500 Catholic Values Custom ETF
Expense ratio chart for CATH: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
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

CATH vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Catholic Values Custom ETF (CATH) 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.


CATH
Sharpe ratio
The chart of Sharpe ratio for CATH, currently valued at 2.86, compared to the broader market-2.000.002.004.006.002.86
Sortino ratio
The chart of Sortino ratio for CATH, currently valued at 3.83, compared to the broader market0.005.0010.003.83
Omega ratio
The chart of Omega ratio for CATH, currently valued at 1.53, compared to the broader market1.001.502.002.503.003.501.53
Calmar ratio
The chart of Calmar ratio for CATH, currently valued at 2.92, compared to the broader market0.005.0010.0015.0020.002.92
Martin ratio
The chart of Martin ratio for CATH, currently valued at 17.93, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.93
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.04, compared to the broader market-2.000.002.004.006.003.04
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.03, compared to the broader market0.005.0010.004.03
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.57, compared to the broader market1.001.502.002.503.003.501.57
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.39, compared to the broader market0.005.0010.0015.0020.004.39
Martin ratio
The chart of Martin ratio for VOO, currently valued at 20.12, compared to the broader market0.0020.0040.0060.0080.00100.00120.0020.12

CATH vs. VOO - Sharpe Ratio Comparison

The current CATH Sharpe Ratio is 2.86, which is comparable to the VOO Sharpe Ratio of 3.04. The chart below compares the historical Sharpe Ratios of CATH 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.86
3.04
CATH
VOO

Dividends

CATH vs. VOO - Dividend Comparison

CATH's dividend yield for the trailing twelve months is around 0.98%, less than VOO's 1.29% yield.


TTM20232022202120202019201820172016201520142013
CATH
Global X S&P 500 Catholic Values Custom ETF
0.98%1.16%1.34%1.03%1.23%1.45%2.01%1.25%0.49%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.29%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

CATH vs. VOO - Drawdown Comparison

The maximum CATH drawdown since its inception was -33.95%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CATH and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.47%
-2.31%
CATH
VOO

Volatility

CATH vs. VOO - Volatility Comparison

Global X S&P 500 Catholic Values Custom ETF (CATH) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.32% and 3.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.32%
3.28%
CATH
VOO