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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.


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.

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Key characteristics

Sharpe Ratio

FCO:

1.04

VOO:

0.70

Sortino Ratio

FCO:

1.37

VOO:

1.05

Omega Ratio

FCO:

1.22

VOO:

1.15

Calmar Ratio

FCO:

1.46

VOO:

0.69

Martin Ratio

FCO:

6.84

VOO:

2.62

Ulcer Index

FCO:

3.46%

VOO:

4.93%

Daily Std Dev

FCO:

23.89%

VOO:

19.55%

Max Drawdown

FCO:

-47.85%

VOO:

-33.99%

Current Drawdown

FCO:

-1.59%

VOO:

-3.45%

Returns By Period

In the year-to-date period, FCO achieves a 11.28% return, which is significantly higher than VOO's 1.00% return. Over the past 10 years, FCO has underperformed VOO with an annualized return of 8.32%, while VOO has yielded a comparatively higher 12.81% annualized return.


FCO

YTD

11.28%

1M

5.02%

6M

11.28%

1Y

24.78%

3Y*

18.66%

5Y*

15.61%

10Y*

8.32%

VOO

YTD

1.00%

1M

6.44%

6M

-0.84%

1Y

13.62%

3Y*

14.14%

5Y*

15.91%

10Y*

12.81%

*Annualized

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Aberdeen Global Income Fund, Inc.

Vanguard S&P 500 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 8888
Calmar Ratio Rank
The Martin Ratio Rank of FCO is 9090
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
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 current FCO Sharpe Ratio is 1.04, which is higher than the VOO Sharpe Ratio of 0.70. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FCO vs. VOO - Dividend Comparison

FCO's dividend yield for the trailing twelve months is around 13.55%, more than VOO's 1.29% yield.


TTM20242023202220212020201920182017201620152014
FCO
Aberdeen Global Income Fund, Inc.
13.55%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
1.29%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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FCO vs. VOO - Volatility Comparison

Aberdeen Global Income Fund, Inc. (FCO) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.63% and 4.83%, 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.


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