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VOOV vs. FBCV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VOOV and FBCV is 0.92, 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.


-0.50.00.51.00.9

Performance

VOOV vs. FBCV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P 500 Value ETF (VOOV) and Fidelity Blue Chip Value ETF (FBCV). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.63%
5.29%
VOOV
FBCV

Key characteristics

Sharpe Ratio

VOOV:

1.39

FBCV:

1.17

Sortino Ratio

VOOV:

2.00

FBCV:

1.75

Omega Ratio

VOOV:

1.25

FBCV:

1.21

Calmar Ratio

VOOV:

1.87

FBCV:

1.54

Martin Ratio

VOOV:

7.09

FBCV:

5.15

Ulcer Index

VOOV:

1.99%

FBCV:

2.31%

Daily Std Dev

VOOV:

10.20%

FBCV:

10.18%

Max Drawdown

VOOV:

-37.31%

FBCV:

-15.55%

Current Drawdown

VOOV:

-6.23%

FBCV:

-6.56%

Returns By Period

In the year-to-date period, VOOV achieves a 13.01% return, which is significantly higher than FBCV's 10.59% return.


VOOV

YTD

13.01%

1M

-5.17%

6M

5.63%

1Y

13.66%

5Y*

10.62%

10Y*

9.85%

FBCV

YTD

10.59%

1M

-5.84%

6M

5.29%

1Y

11.55%

5Y*

N/A

10Y*

N/A

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VOOV vs. FBCV - Expense Ratio Comparison

VOOV has a 0.10% expense ratio, which is lower than FBCV's 0.59% expense ratio.


FBCV
Fidelity Blue Chip Value ETF
Expense ratio chart for FBCV: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for VOOV: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

VOOV vs. FBCV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 Value ETF (VOOV) and Fidelity Blue Chip Value ETF (FBCV). 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 ratio
The chart of Sharpe ratio for VOOV, currently valued at 1.39, compared to the broader market0.002.004.001.391.17
The chart of Sortino ratio for VOOV, currently valued at 2.00, compared to the broader market-2.000.002.004.006.008.0010.002.001.75
The chart of Omega ratio for VOOV, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.21
The chart of Calmar ratio for VOOV, currently valued at 1.87, compared to the broader market0.005.0010.0015.001.871.54
The chart of Martin ratio for VOOV, currently valued at 7.09, compared to the broader market0.0020.0040.0060.0080.00100.007.095.15
VOOV
FBCV

The current VOOV Sharpe Ratio is 1.39, which is comparable to the FBCV Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of VOOV and FBCV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.39
1.17
VOOV
FBCV

Dividends

VOOV vs. FBCV - Dividend Comparison

VOOV's dividend yield for the trailing twelve months is around 2.08%, more than FBCV's 1.74% yield.


TTM20232022202120202019201820172016201520142013
VOOV
Vanguard S&P 500 Value ETF
2.08%1.69%2.19%1.87%2.45%2.10%2.65%2.13%2.24%2.36%1.98%1.97%
FBCV
Fidelity Blue Chip Value ETF
1.74%1.68%2.01%3.13%0.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VOOV vs. FBCV - Drawdown Comparison

The maximum VOOV drawdown since its inception was -37.31%, which is greater than FBCV's maximum drawdown of -15.55%. Use the drawdown chart below to compare losses from any high point for VOOV and FBCV. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.23%
-6.56%
VOOV
FBCV

Volatility

VOOV vs. FBCV - Volatility Comparison

Vanguard S&P 500 Value ETF (VOOV) has a higher volatility of 3.26% compared to Fidelity Blue Chip Value ETF (FBCV) at 2.91%. This indicates that VOOV's price experiences larger fluctuations and is considered to be riskier than FBCV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%JulyAugustSeptemberOctoberNovemberDecember
3.26%
2.91%
VOOV
FBCV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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