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FCO vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCO and VOO is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

FCO vs. VOO - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
121.64%
557.08%
FCO
VOO

Key characteristics

Sharpe Ratio

FCO:

0.94

VOO:

0.54

Sortino Ratio

FCO:

1.31

VOO:

0.88

Omega Ratio

FCO:

1.21

VOO:

1.13

Calmar Ratio

FCO:

1.34

VOO:

0.55

Martin Ratio

FCO:

6.23

VOO:

2.27

Ulcer Index

FCO:

3.61%

VOO:

4.55%

Daily Std Dev

FCO:

23.96%

VOO:

19.19%

Max Drawdown

FCO:

-47.85%

VOO:

-33.99%

Current Drawdown

FCO:

-3.24%

VOO:

-9.90%

Returns By Period

In the year-to-date period, FCO achieves a 4.36% return, which is significantly higher than VOO's -5.74% return. Over the past 10 years, FCO has underperformed VOO with an annualized return of 7.28%, while VOO has yielded a comparatively higher 12.07% annualized return.


FCO

YTD

4.36%

1M

-1.64%

6M

5.76%

1Y

23.59%

5Y*

15.76%

10Y*

7.28%

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

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Risk-Adjusted Performance

FCO vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FCO
The Risk-Adjusted Performance Rank of FCO is 8383
Overall Rank
The Sharpe Ratio Rank of FCO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of FCO is 7474
Sortino Ratio Rank
The Omega Ratio Rank of FCO is 7878
Omega Ratio Rank
The Calmar Ratio Rank of FCO is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FCO is 9090
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FCO vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aberdeen Global Income Fund, Inc. (FCO) 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.


The chart of Sharpe ratio for FCO, currently valued at 0.94, compared to the broader market-2.00-1.000.001.002.003.00
FCO: 0.94
VOO: 0.54
The chart of Sortino ratio for FCO, currently valued at 1.31, compared to the broader market-6.00-4.00-2.000.002.004.00
FCO: 1.31
VOO: 0.88
The chart of Omega ratio for FCO, currently valued at 1.21, compared to the broader market0.501.001.502.00
FCO: 1.21
VOO: 1.13
The chart of Calmar ratio for FCO, currently valued at 1.34, compared to the broader market0.001.002.003.004.005.00
FCO: 1.34
VOO: 0.55
The chart of Martin ratio for FCO, currently valued at 6.23, compared to the broader market-5.000.005.0010.0015.0020.00
FCO: 6.23
VOO: 2.27

The current FCO Sharpe Ratio is 0.94, which is higher than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of FCO and VOO, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.94
0.54
FCO
VOO

Dividends

FCO vs. VOO - Dividend Comparison

FCO's dividend yield for the trailing twelve months is around 14.29%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
FCO
Aberdeen Global Income Fund, Inc.
14.29%14.24%13.00%17.43%11.43%10.63%10.45%11.80%9.52%10.55%11.83%8.74%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FCO vs. VOO - Drawdown Comparison

The maximum FCO drawdown since its inception was -47.85%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FCO and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.24%
-9.90%
FCO
VOO

Volatility

FCO vs. VOO - Volatility Comparison

The current volatility for Aberdeen Global Income Fund, Inc. (FCO) is 7.40%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that FCO experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
7.40%
13.96%
FCO
VOO