FCN vs. VOO

Last updated Aug 4, 2026

FCN (FTI Consulting, Inc.) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, FCN returned 13.86%/yr vs 15.17%/yr for VOO. Their 0.37 correlation means their historical movements had little consistent relationship.

Performance

FCN vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FTI Consulting, Inc. (FCN) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FCN achieves a -7.28% return, which is significantly lower than VOO's 11.72% return. Over the past 10 years, FCN has underperformed VOO with an annualized return of 13.86%, while VOO has yielded a comparatively higher 15.17% annualized return.

FCN

• 1D: -0.61%
• 1M: 3.13%
• 6M: -10.41%
• YTD: -7.28%
• 1Y: -4.30%
• 3Y*: -4.92%
• 5Y*: 1.86%
• 10Y*: 13.86%
• ALL TIME*: 12.74%

VOO

• 1D: 1.42%
• 1M: 1.69%
• 6M: 9.53%
• YTD: 11.72%
• 1Y: 23.30%
• 3Y*: 20.85%
• 5Y*: 13.12%
• 10Y*: 15.17%
• ALL TIME*: 14.88%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FCN FTI Consulting, Inc.	$70.08M	$60.07M	$79.16M
VOO Vanguard S&P 500 ETF	$3.97B	$3.80B	$5.49B

FCN vs. VOO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FCN FTI Consulting, Inc.	-7.28%	-10.62%	-4.03%	25.41%	3.51%	37.33%	0.96%	66.06%	55.12%	-4.70%
VOO Vanguard S&P 500 ETF	11.72%	17.82%	24.98%	26.32%	-18.17%	28.79%	18.32%	31.37%	-4.50%	21.77%

Correlation

The correlation between FCN and VOO is -0.11, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.11
Correlation (3Y) Balances recent behavior with more history.	0.13
Correlation (5Y) Shows whether the relationship held over a longer period.	0.17
Correlation (10Y) Provides a long-term view across more market conditions.	0.28
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010	0.37

The correlation between FCN and VOO shifts across timeframes, from -0.11 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.

Return for Risk

FCN vs. VOO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FCN

FCN Risk / Return Rank: 35
FCN Sharpe Ratio Rank: 37
FCN Sortino Ratio Rank: 32
FCN Omega Ratio Rank: 32
FCN Calmar Ratio Rank: 38
FCN Martin Ratio Rank: 36

VOO

VOO Risk / Return Rank: 78
VOO Sharpe Ratio Rank: 79
VOO Sortino Ratio Rank: 77
VOO Omega Ratio Rank: 78
VOO Calmar Ratio Rank: 74
VOO Martin Ratio Rank: 83

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FCN vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FTI Consulting, Inc. (FCN) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FCN	VOO	Difference
Sharpe ratio: Return per unit of total volatility	-0.15	1.83	-1.98
Sortino ratio: Return per unit of downside risk	-0.00	2.53	-2.53
Omega ratio: Gain probability vs. loss probability	1.00	1.33	-0.33
Calmar ratio: Return relative to maximum drawdown	-0.17	2.63	-2.80
Martin ratio: Return relative to average drawdown	-0.44	11.23	-11.68

FCN vs. VOO - Sharpe Ratio Comparison

The current FCN Sharpe Ratio is -0.15, which is lower than the VOO Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of FCN and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FCN vs. VOO - Drawdown Comparison

The maximum FCN drawdown since its inception was -88.02%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FCN and VOO.

Drawdown Indicators

	FCN	VOO	Difference
Max Drawdown Largest peak-to-trough decline	-88.02%	-33.99%	-54.03%
Max Drawdown (1Y) Largest decline over 1 year	-24.93%	-8.90%	-16.03%
Max Drawdown (3Y) Largest decline over 3 years	-39.22%	-18.69%	-20.53%
Max Drawdown (5Y) Largest decline over 5 years	-39.22%	-24.52%	-14.70%
Max Drawdown (10Y) Largest decline over 10 years	-39.22%	-33.99%	-5.23%
Current Drawdown Current decline from peak	-31.43%	0.00%	-31.43%
Average Drawdown Average peak-to-trough decline	-30.31%	-3.67%	-26.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.79%	2.08%	+7.71%

Volatility

FCN vs. VOO - Volatility Comparison

FTI Consulting, Inc. (FCN) has a higher volatility of 9.27% compared to Vanguard S&P 500 ETF (VOO) at 3.81%. This indicates that FCN'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.

Volatility by Period

	FCN	VOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.27%	3.81%	+5.46%
Volatility (6M) Calculated over the trailing 6-month period	25.07%	10.18%	+14.89%
Volatility (1Y) Calculated over the trailing 1-year period	29.47%	12.80%	+16.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.58%	16.95%	+12.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.69%	18.02%	+12.67%

Dividends

FCN vs. VOO - Dividend Comparison

FCN has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.05%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FCN FTI Consulting, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VOO Vanguard S&P 500 ETF	1.05%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%

Frequently Asked Questions

Can I hold both FCN and VOO in my portfolio?

FCN and VOO have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FCN or VOO?

FCN has higher volatility (9.27%) compared to VOO (3.81%). In terms of maximum drawdown, FCN dropped -88.02% vs VOO's -33.99%.

Which has better risk-adjusted returns?

VOO currently has the higher Sharpe Ratio (1.83 vs -0.15), 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.