DIVI vs. VOO
Compare and contrast key facts about Franklin International Core Dividend Tilt Index ETF (DIVI) and Vanguard S&P 500 ETF (VOO).
DIVI and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DIVI is an actively managed fund by Franklin. It was launched on Jun 1, 2016. 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: DIVI or VOO.
Key characteristics
| DIVI | VOO | |
|---|---|---|
| YTD Return | 5.09% | 27.26% |
| 1Y Return | 16.69% | 37.86% |
| 3Y Return (Ann) | 7.47% | 10.35% |
| 5Y Return (Ann) | 7.63% | 16.03% |
| Sharpe Ratio | 1.34 | 3.25 |
| Sortino Ratio | 1.89 | 4.31 |
| Omega Ratio | 1.23 | 1.61 |
| Calmar Ratio | 2.25 | 4.74 |
| Martin Ratio | 7.01 | 21.63 |
| Ulcer Index | 2.48% | 1.85% |
| Daily Std Dev | 12.99% | 12.25% |
| Max Drawdown | -27.76% | -33.99% |
| Current Drawdown | -6.83% | 0.00% |
Correlation
The correlation between DIVI and VOO is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DIVI vs. VOO - Performance Comparison
In the year-to-date period, DIVI achieves a 5.09% return, which is significantly lower than VOO's 27.26% 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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DIVI vs. VOO - Expense Ratio Comparison
DIVI has a 0.09% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
DIVI vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin International Core Dividend Tilt Index ETF (DIVI) 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
DIVI vs. VOO - Dividend Comparison
DIVI's dividend yield for the trailing twelve months is around 4.40%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIVI Franklin International Core Dividend Tilt Index ETF | 4.40% | 3.17% | 5.43% | 2.77% | 5.87% | 1.61% | 5.67% | 5.71% | 13.51% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
DIVI vs. VOO - Drawdown Comparison
The maximum DIVI drawdown since its inception was -27.76%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DIVI and VOO. For additional features, visit the drawdowns tool.
Volatility
DIVI vs. VOO - Volatility Comparison
Franklin International Core Dividend Tilt Index ETF (DIVI) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.98% and 3.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.