CHDEX vs. VOO
Compare and contrast key facts about Cullen High Dividend Equity Fund (CHDEX) and Vanguard S&P 500 ETF (VOO).
CHDEX is managed by Cullen Funds Trust. It was launched on Aug 1, 2003. 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: CHDEX or VOO.
Key characteristics
| CHDEX | VOO | |
|---|---|---|
| YTD Return | 13.68% | 24.51% |
| 1Y Return | 22.20% | 32.00% |
| 3Y Return (Ann) | 4.51% | 9.36% |
| 5Y Return (Ann) | 7.00% | 15.30% |
| 10Y Return (Ann) | 7.11% | 13.12% |
| Sharpe Ratio | 2.24 | 2.64 |
| Sortino Ratio | 3.11 | 3.53 |
| Omega Ratio | 1.40 | 1.49 |
| Calmar Ratio | 2.24 | 3.81 |
| Martin Ratio | 12.86 | 17.34 |
| Ulcer Index | 1.71% | 1.86% |
| Daily Std Dev | 9.84% | 12.20% |
| Max Drawdown | -49.12% | -33.99% |
| Current Drawdown | -2.22% | -2.16% |
Correlation
The correlation between CHDEX and VOO is 0.87, 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
CHDEX vs. VOO - Performance Comparison
In the year-to-date period, CHDEX achieves a 13.68% return, which is significantly lower than VOO's 24.51% return. Over the past 10 years, CHDEX has underperformed VOO with an annualized return of 7.11%, while VOO has yielded a comparatively higher 13.12% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CHDEX vs. VOO - Expense Ratio Comparison
CHDEX has a 1.00% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
CHDEX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cullen High Dividend Equity Fund (CHDEX) 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
CHDEX vs. VOO - Dividend Comparison
CHDEX's dividend yield for the trailing twelve months is around 10.82%, more than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHDEX Cullen High Dividend Equity Fund | 10.82% | 12.45% | 8.23% | 10.94% | 11.08% | 6.24% | 14.64% | 9.93% | 5.24% | 5.05% | 7.06% | 2.23% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
CHDEX vs. VOO - Drawdown Comparison
The maximum CHDEX drawdown since its inception was -49.12%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CHDEX and VOO. For additional features, visit the drawdowns tool.
Volatility
CHDEX vs. VOO - Volatility Comparison
The current volatility for Cullen High Dividend Equity Fund (CHDEX) is 2.76%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.09%. This indicates that CHDEX 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.