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CHRI vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CHRI vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X S&P 500 Christian Values ETF (CHRI) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CHRI achieves a 10.12% return, which is significantly lower than VOO's 10.91% return.


CHRI

1D
-0.67%
1M
5.01%
YTD
10.12%
6M
9.91%
1Y
3Y*
5Y*
10Y*

VOO

1D
-0.70%
1M
5.04%
YTD
10.91%
6M
10.93%
1Y
28.04%
3Y*
22.44%
5Y*
13.90%
10Y*
15.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHRI vs. VOO - Yearly Performance Comparison


2026 (YTD)2025
CHRI
Global X S&P 500 Christian Values ETF
10.12%2.78%
VOO
Vanguard S&P 500 ETF
10.91%3.48%

Correlation

The correlation between CHRI and VOO is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 25, 2025

0.99

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Return for Risk

CHRI vs. VOO — Risk / Return Rank

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

CHRI

VOO
VOO Risk / Return Rank: 7070
Overall Rank
VOO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 7070
Sortino Ratio Rank
VOO Omega Ratio Rank: 7070
Omega Ratio Rank
VOO Calmar Ratio Rank: 6262
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CHRI vs. VOO - Risk-Adjusted Trends Comparison

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


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CHRI vs. VOO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CHRIVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

1.49

0.89

+0.61

Drawdowns

CHRI vs. VOO - Drawdown Comparison

The maximum CHRI drawdown since its inception was -9.36%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CHRI and VOO.


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Drawdown Indicators


CHRIVOODifference

Max Drawdown

Largest peak-to-trough decline

-9.36%

-33.99%

+24.63%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

Max Drawdown (3Y)

Largest decline over 3 years

-18.69%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-0.67%

-0.70%

+0.03%

Average Drawdown

Average peak-to-trough decline

-1.57%

-3.69%

+2.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

Volatility

CHRI vs. VOO - Volatility Comparison


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Volatility by Period


CHRIVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.84%

Volatility (6M)

Calculated over the trailing 6-month period

8.90%

Volatility (1Y)

Calculated over the trailing 1-year period

13.26%

11.80%

+1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.26%

16.81%

-3.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.26%

18.01%

-4.75%

CHRI vs. VOO - Expense Ratio Comparison

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


Dividends

CHRI vs. VOO - Dividend Comparison

CHRI's dividend yield for the trailing twelve months is around 0.16%, less than VOO's 1.03% yield.


PositionTTM20252024202320222021202020192018201720162015
CHRI
Global X S&P 500 Christian Values ETF
0.16%0.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.03%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions


With a correlation of 0.99, CHRI and VOO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VOO is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VOO is cheaper with a 0.03% expense ratio, compared with 0.29% for CHRI.

VOO has the higher dividend yield at 1.03%, compared with 0.16% for CHRI.

CHRI tracks S&P 500 Christian Values Screened Index, while VOO tracks S&P 500 Index. They also come from different issuers: Global X and Vanguard. Their fees differ too: 0.29% for CHRI and 0.03% for VOO.

Portfolio Optimizer

Find the right allocation for CHRI and VOO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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