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

Key characteristics


DEMZVOO
YTD Return12.89%10.42%
1Y Return35.97%34.26%
3Y Return (Ann)12.82%11.43%
Sharpe Ratio2.822.94
Daily Std Dev12.81%11.59%
Max Drawdown-27.17%-33.99%
Current Drawdown-0.09%-0.12%

Correlation

0.87
-1.001.00

The correlation between DEMZ 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

DEMZ vs. VOO - Performance Comparison

In the year-to-date period, DEMZ achieves a 12.89% return, which is significantly higher than VOO's 10.42% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


30.00%40.00%50.00%60.00%70.00%OctoberNovemberDecember2024FebruaryMarch
67.65%
64.35%
DEMZ
VOO

Compare stocks, funds, or ETFs


Democratic Large Cap Core ETF

Vanguard S&P 500 ETF

DEMZ vs. VOO - Expense Ratio Comparison

DEMZ has a 0.45% expense ratio, which is higher than VOO's 0.03% expense ratio.

DEMZ
Democratic Large Cap Core ETF
0.50%1.00%1.50%2.00%0.45%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

DEMZ vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Democratic Large Cap Core ETF (DEMZ) 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
DEMZ
Democratic Large Cap Core ETF
2.82
VOO
Vanguard S&P 500 ETF
2.94

DEMZ vs. VOO - Sharpe Ratio Comparison

The current DEMZ Sharpe Ratio is 2.82, which roughly equals the VOO Sharpe Ratio of 2.94. The chart below compares the 12-month rolling Sharpe Ratio of DEMZ and VOO.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.82
2.94
DEMZ
VOO

Dividends

DEMZ vs. VOO - Dividend Comparison

DEMZ's dividend yield for the trailing twelve months is around 0.80%, less than VOO's 1.33% yield.


TTM20232022202120202019201820172016201520142013
DEMZ
Democratic Large Cap Core ETF
0.80%0.90%0.98%2.46%0.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.33%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

DEMZ vs. VOO - Drawdown Comparison

The maximum DEMZ drawdown since its inception was -27.17%, smaller than the maximum VOO drawdown of -33.99%. The drawdown chart below compares losses from any high point along the way for DEMZ and VOO


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.09%
-0.12%
DEMZ
VOO

Volatility

DEMZ vs. VOO - Volatility Comparison

Democratic Large Cap Core ETF (DEMZ) has a higher volatility of 3.52% compared to Vanguard S&P 500 ETF (VOO) at 2.90%. This indicates that DEMZ's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
3.52%
2.90%
DEMZ
VOO