CGFIX vs. VOO
Compare and contrast key facts about abrdn Global Absolute Return Strategies Fund (CGFIX) and Vanguard S&P 500 ETF (VOO).
CGFIX is managed by Aberdeen. It was launched on Oct 31, 1990. 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.
Performance
CGFIX vs. VOO - Performance Comparison
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CGFIX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CGFIX abrdn Global Absolute Return Strategies Fund | -0.35% | 5.79% | 4.85% | -2.54% | -9.99% | 1.39% | 6.37% | 7.26% | 0.97% | 1.62% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, CGFIX achieves a -0.35% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, CGFIX has underperformed VOO with an annualized return of 1.91%, while VOO has yielded a comparatively higher 14.05% annualized return.
CGFIX
- 1D
- 0.36%
- 1M
- -2.43%
- YTD
- -0.35%
- 6M
- 0.47%
- 1Y
- 4.99%
- 3Y*
- 3.59%
- 5Y*
- -0.04%
- 10Y*
- 1.91%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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CGFIX vs. VOO - Expense Ratio Comparison
CGFIX has a 0.78% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
CGFIX vs. VOO — Risk / Return Rank
CGFIX
VOO
CGFIX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Global Absolute Return Strategies Fund (CGFIX) 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.
| CGFIX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.48 | 0.98 | +0.50 |
Sortino ratioReturn per unit of downside risk | 2.04 | 1.50 | +0.54 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.23 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.93 | 1.53 | +0.40 |
Martin ratioReturn relative to average drawdown | 8.06 | 7.29 | +0.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CGFIX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 0.98 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.70 | -0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.78 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.83 | +0.06 |
Correlation
The correlation between CGFIX and VOO is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CGFIX vs. VOO - Dividend Comparison
CGFIX's dividend yield for the trailing twelve months is around 6.14%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGFIX abrdn Global Absolute Return Strategies Fund | 6.14% | 5.51% | 6.43% | 2.08% | 0.00% | 7.49% | 0.23% | 3.29% | 6.05% | 0.33% | 1.12% | 0.35% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
CGFIX vs. VOO - Drawdown Comparison
The maximum CGFIX drawdown since its inception was -20.28%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CGFIX and VOO.
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Drawdown Indicators
| CGFIX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.28% | -33.99% | +13.71% |
Max Drawdown (1Y)Largest decline over 1 year | -2.78% | -11.98% | +9.20% |
Max Drawdown (5Y)Largest decline over 5 years | -20.28% | -24.52% | +4.24% |
Max Drawdown (10Y)Largest decline over 10 years | -20.28% | -33.99% | +13.71% |
Current DrawdownCurrent decline from peak | -3.32% | -6.29% | +2.97% |
Average DrawdownAverage peak-to-trough decline | -3.20% | -3.72% | +0.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.67% | 2.52% | -1.85% |
Volatility
CGFIX vs. VOO - Volatility Comparison
The current volatility for abrdn Global Absolute Return Strategies Fund (CGFIX) is 1.50%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that CGFIX 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.
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Volatility by Period
| CGFIX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.50% | 5.29% | -3.79% |
Volatility (6M)Calculated over the trailing 6-month period | 2.12% | 9.44% | -7.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.48% | 18.10% | -14.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.76% | 16.82% | -11.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.74% | 17.99% | -13.25% |