F vs. VWO
F (Ford Motor Company) is a stock, while VWO (Vanguard FTSE Emerging Markets ETF) is Emerging Markets Equities fund tracking the FTSE Emerging Index. Over the past 10 years, F returned 6.32%/yr vs 8.60%/yr for VWO. At a 0.45 correlation, their price movements are largely independent.
Performance
F vs. VWO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, F achieves a 17.02% return, which is significantly higher than VWO's 8.50% return. Over the past 10 years, F has underperformed VWO with an annualized return of 6.32%, while VWO has yielded a comparatively higher 8.60% annualized return.
F
- 1D
- 0.67%
- 1M
- 23.29%
- YTD
- 17.02%
- 6M
- 16.85%
- 1Y
- 53.41%
- 3Y*
- 9.65%
- 5Y*
- 4.45%
- 10Y*
- 6.32%
VWO
- 1D
- 0.52%
- 1M
- -3.65%
- YTD
- 8.50%
- 6M
- 9.73%
- 1Y
- 24.29%
- 3Y*
- 16.22%
- 5Y*
- 4.65%
- 10Y*
- 8.60%
F vs. VWO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
F Ford Motor Company | 17.02% | 42.35% | -13.10% | 10.18% | -42.18% | 137.48% | -3.88% | 29.64% | -34.35% | 8.73% |
VWO Vanguard FTSE Emerging Markets ETF | 8.50% | 25.60% | 10.59% | 9.25% | -17.98% | 1.26% | 15.17% | 20.75% | -14.76% | 31.49% |
Correlation
The correlation between F and VWO is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2005 | 0.45 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
F vs. VWO — Risk / Return Rank
F
VWO
F vs. VWO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ford Motor Company (F) and Vanguard FTSE Emerging Markets ETF (VWO). 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.
| F | VWO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.28 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 2.18 | +0.22 |
| Martin ratioReturn relative to average drawdown | 6.36 | 7.79 | -1.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| F | VWO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.45 | 1.49 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.27 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | 0.45 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.26 | -0.11 |
Drawdowns
F vs. VWO - Drawdown Comparison
The maximum F drawdown since its inception was -97.07%, which is greater than VWO's maximum drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for F and VWO.
Loading charts...
Drawdown Indicators
| F | VWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.07% | -67.68% | -29.39% |
Max Drawdown (1Y)Largest decline over 1 year | -22.31% | -11.17% | -11.14% |
Max Drawdown (3Y)Largest decline over 3 years | -36.51% | -17.37% | -19.14% |
Max Drawdown (5Y)Largest decline over 5 years | -58.62% | -32.60% | -26.02% |
Max Drawdown (10Y)Largest decline over 10 years | -64.77% | -36.39% | -28.38% |
Current DrawdownCurrent decline from peak | -33.81% | -4.67% | -29.14% |
Average DrawdownAverage peak-to-trough decline | -44.70% | -15.81% | -28.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.42% | 3.12% | +5.30% |
Volatility
F vs. VWO - Volatility Comparison
Ford Motor Company (F) has a higher volatility of 21.84% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 6.29%. This indicates that F's price experiences larger fluctuations and is considered to be riskier than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| F | VWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.84% | 6.29% | +15.55% |
Volatility (6M)Calculated over the trailing 6-month period | 29.26% | 13.80% | +15.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.21% | 16.37% | +20.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.41% | 17.45% | +21.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.48% | 19.23% | +18.25% |
Dividends
F vs. VWO - Dividend Comparison
F's dividend yield for the trailing twelve months is around 4.00%, more than VWO's 2.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
F Ford Motor Company | 4.00% | 5.72% | 7.88% | 4.92% | 4.30% | 0.48% | 1.71% | 6.45% | 9.54% | 5.20% | 7.01% | 4.26% |
VWO Vanguard FTSE Emerging Markets ETF | 2.49% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
Frequently Asked Questions
F and VWO have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
F has higher volatility (21.84%) compared to VWO (6.29%). In terms of maximum drawdown, F dropped -97.07% vs VWO's -67.68%.
VWO currently has the higher Sharpe Ratio (1.49 vs 1.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for F and VWO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer