FAMEX vs. VOO
Compare and contrast key facts about FAM Dividend Focus Fund (FAMEX) and Vanguard S&P 500 ETF (VOO).
FAMEX is managed by FAM. It was launched on Apr 1, 1996. 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: FAMEX or VOO.
Performance
FAMEX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, FAMEX achieves a 16.08% return, which is significantly lower than VOO's 26.58% return. Over the past 10 years, FAMEX has underperformed VOO with an annualized return of 9.55%, while VOO has yielded a comparatively higher 13.22% annualized return.
FAMEX
16.08%
3.17%
6.11%
21.47%
10.79%
9.55%
VOO
26.58%
3.05%
13.23%
32.77%
15.74%
13.22%
Key characteristics
| FAMEX | VOO | |
|---|---|---|
| Sharpe Ratio | 1.72 | 2.69 |
| Sortino Ratio | 2.45 | 3.59 |
| Omega Ratio | 1.29 | 1.50 |
| Calmar Ratio | 3.26 | 3.88 |
| Martin Ratio | 9.85 | 17.58 |
| Ulcer Index | 2.18% | 1.86% |
| Daily Std Dev | 12.45% | 12.19% |
| Max Drawdown | -58.01% | -33.99% |
| Current Drawdown | -0.23% | -0.53% |
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FAMEX vs. VOO - Expense Ratio Comparison
FAMEX has a 1.23% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between FAMEX and VOO is 0.88, 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.
Risk-Adjusted Performance
FAMEX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FAM Dividend Focus Fund (FAMEX) 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
FAMEX vs. VOO - Dividend Comparison
FAMEX's dividend yield for the trailing twelve months is around 0.22%, less than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAMEX FAM Dividend Focus Fund | 0.22% | 0.37% | 0.20% | 0.03% | 0.28% | 0.55% | 0.83% | 0.70% | 1.02% | 1.20% | 1.31% | 0.98% |
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
FAMEX vs. VOO - Drawdown Comparison
The maximum FAMEX drawdown since its inception was -58.01%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FAMEX and VOO. For additional features, visit the drawdowns tool.
Volatility
FAMEX vs. VOO - Volatility Comparison
FAM Dividend Focus Fund (FAMEX) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.87% and 3.99%, 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.