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.
Performance
CHDEX vs. VOO - Performance Comparison
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CHDEX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHDEX Cullen High Dividend Equity Fund | 3.41% | 18.04% | 20.77% | 2.76% | -4.50% | 26.34% | -4.36% | 19.69% | -5.40% | 16.79% |
VOO Vanguard S&P 500 ETF | -3.66% | 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, CHDEX achieves a 3.41% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, CHDEX has underperformed VOO with an annualized return of 9.61%, while VOO has yielded a comparatively higher 14.14% annualized return.
CHDEX
- 1D
- 1.28%
- 1M
- -3.81%
- YTD
- 3.41%
- 6M
- 6.55%
- 1Y
- 17.63%
- 3Y*
- 15.41%
- 5Y*
- 10.28%
- 10Y*
- 9.61%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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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.
Return for Risk
CHDEX vs. VOO — Risk / Return Rank
CHDEX
VOO
CHDEX vs. VOO - Risk-Adjusted Trends 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.
| CHDEX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 1.01 | +0.25 |
Sortino ratioReturn per unit of downside risk | 1.75 | 1.53 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.23 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.63 | 1.55 | +0.08 |
Martin ratioReturn relative to average drawdown | 7.49 | 7.31 | +0.18 |
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
| CHDEX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.01 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.71 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.79 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.83 | -0.29 |
Correlation
The correlation between CHDEX and VOO is 0.85, 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.
Dividends
CHDEX vs. VOO - Dividend Comparison
CHDEX's dividend yield for the trailing twelve months is around 14.77%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHDEX Cullen High Dividend Equity Fund | 14.77% | 15.18% | 25.41% | 12.44% | 7.46% | 10.89% | 11.08% | 6.24% | 14.14% | 9.93% | 5.24% | 5.05% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
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.
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Drawdown Indicators
| CHDEX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.12% | -33.99% | -15.13% |
Max Drawdown (1Y)Largest decline over 1 year | -10.77% | -11.98% | +1.21% |
Max Drawdown (5Y)Largest decline over 5 years | -18.57% | -24.52% | +5.95% |
Max Drawdown (10Y)Largest decline over 10 years | -37.04% | -33.99% | -3.05% |
Current DrawdownCurrent decline from peak | -4.66% | -5.55% | +0.89% |
Average DrawdownAverage peak-to-trough decline | -6.79% | -3.72% | -3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | 2.55% | -0.14% |
Volatility
CHDEX vs. VOO - Volatility Comparison
The current volatility for Cullen High Dividend Equity Fund (CHDEX) is 3.24%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.34%. 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.
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Volatility by Period
| CHDEX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.24% | 5.34% | -2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 6.97% | 9.47% | -2.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.55% | 18.11% | -4.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.10% | 16.82% | -2.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 17.99% | -1.88% |