ENTR vs. VOO
Compare and contrast key facts about ERShares Entrepreneurs ETF (ENTR) and Vanguard S&P 500 ETF (VOO).
ENTR and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ENTR is a passively managed fund by Capital Impact Advisors that tracks the performance of the Entrepreneur 30 Index. It was launched on Nov 8, 2017. 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. Both ENTR and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ENTR or VOO.
Key characteristics
| ENTR | VOO | |
|---|---|---|
| YTD Return | 26.48% | 26.59% |
| 1Y Return | 47.16% | 38.23% |
| 3Y Return (Ann) | 0.13% | 9.99% |
| 5Y Return (Ann) | 10.62% | 15.91% |
| Sharpe Ratio | 2.19 | 3.11 |
| Sortino Ratio | 2.94 | 4.14 |
| Omega Ratio | 1.37 | 1.58 |
| Calmar Ratio | 1.18 | 4.54 |
| Martin Ratio | 13.70 | 20.72 |
| Ulcer Index | 3.60% | 1.85% |
| Daily Std Dev | 22.46% | 12.33% |
| Max Drawdown | -56.28% | -33.99% |
| Current Drawdown | -13.36% | 0.00% |
Correlation
The correlation between ENTR and VOO is 0.79, 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
ENTR vs. VOO - Performance Comparison
The year-to-date returns for both investments are quite close, with ENTR having a 26.48% return and VOO slightly higher at 26.59%. 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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ENTR vs. VOO - Expense Ratio Comparison
ENTR has a 0.49% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
ENTR vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ERShares Entrepreneurs ETF (ENTR) 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
ENTR vs. VOO - Dividend Comparison
ENTR's dividend yield for the trailing twelve months is around 0.05%, less than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENTR ERShares Entrepreneurs ETF | 0.05% | 0.06% | 0.00% | 57.75% | 6.31% | 0.08% | 0.19% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
ENTR vs. VOO - Drawdown Comparison
The maximum ENTR drawdown since its inception was -56.28%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ENTR and VOO. For additional features, visit the drawdowns tool.
Volatility
ENTR vs. VOO - Volatility Comparison
ERShares Entrepreneurs ETF (ENTR) has a higher volatility of 6.59% compared to Vanguard S&P 500 ETF (VOO) at 3.95%. This indicates that ENTR'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.