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FCPT vs. VOOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCPT vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Four Corners Property Trust, Inc. (FCPT) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FCPT achieves a 14.95% return, which is significantly higher than VOOG's 9.98% return. Over the past 10 years, FCPT has underperformed VOOG with an annualized return of 7.06%, while VOOG has yielded a comparatively higher 17.31% annualized return.


FCPT

1D
0.72%
1M
2.44%
6M
7.53%
YTD
14.95%
1Y
7.19%
3Y*
5.25%
5Y*
3.23%
10Y*
7.06%
ALL TIME*
12.16%

VOOG

1D
1.41%
1M
-0.16%
6M
9.44%
YTD
9.98%
1Y
21.57%
3Y*
23.95%
5Y*
13.21%
10Y*
17.31%
ALL TIME*
16.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$20.02M$18.73M$20.72M
$98.60M$105.57M$127.27M

FCPT vs. VOOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCPT
Four Corners Property Trust, Inc.
14.95%-10.14%13.14%3.10%-7.20%3.42%12.37%12.21%5.54%30.49%
VOOG
Vanguard S&P 500 Growth ETF
9.98%22.11%35.89%29.96%-29.48%31.95%33.35%30.93%-0.21%27.19%

Correlation

The correlation between FCPT and VOOG is -0.12, 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.

-0.12

Correlation (3Y)
Balances recent behavior with more history.

0.05

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.20

Correlation (10Y)
Provides a long-term view across more market conditions.

0.27

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2015

0.26

The correlation between FCPT and VOOG shifts across timeframes, from -0.12 (1 year) to 0.27 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

FCPT vs. VOOG — Risk / Return Rank

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

FCPT
FCPT Risk / Return Rank: 5959
Overall Rank
FCPT Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FCPT Sortino Ratio Rank: 5454
Sortino Ratio Rank
FCPT Omega Ratio Rank: 5252
Omega Ratio Rank
FCPT Calmar Ratio Rank: 6262
Calmar Ratio Rank
FCPT Martin Ratio Rank: 6262
Martin Ratio Rank

VOOG
VOOG Risk / Return Rank: 4343
Overall Rank
VOOG Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
VOOG Sortino Ratio Rank: 4343
Sortino Ratio Rank
VOOG Omega Ratio Rank: 4141
Omega Ratio Rank
VOOG Calmar Ratio Rank: 4040
Calmar Ratio Rank
VOOG Martin Ratio Rank: 4646
Martin Ratio Rank
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.

FCPT vs. VOOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Four Corners Property Trust, Inc. (FCPT) and Vanguard S&P 500 Growth ETF (VOOG). 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.


FCPTVOOGDifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

1.09

1.19

-0.10

Calmar ratioReturn relative to maximum drawdown

0.75

1.41

-0.66

Martin ratioReturn relative to average drawdown

1.73

5.13

-3.41

FCPT vs. VOOG - Sharpe Ratio Comparison

The current FCPT Sharpe Ratio is 0.46, which is lower than the VOOG Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of FCPT and VOOG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FCPT vs. VOOG - Drawdown Comparison

The maximum FCPT drawdown since its inception was -57.60%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for FCPT and VOOG.


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Drawdown Indicators


FCPTVOOGDifference

Max Drawdown

Largest peak-to-trough decline

-57.60%

-32.73%

-24.87%

Max Drawdown (1Y)

Largest decline over 1 year

-11.04%

-13.71%

+2.67%

Max Drawdown (3Y)

Largest decline over 3 years

-20.22%

-22.18%

+1.96%

Max Drawdown (5Y)

Largest decline over 5 years

-25.96%

-32.73%

+6.77%

Max Drawdown (10Y)

Largest decline over 10 years

-57.60%

-32.73%

-24.87%

Current Drawdown

Current decline from peak

-6.15%

-4.38%

-1.77%

Average Drawdown

Average peak-to-trough decline

-8.27%

-4.96%

-3.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.79%

3.77%

+1.02%

Volatility

FCPT vs. VOOG - Volatility Comparison

Four Corners Property Trust, Inc. (FCPT) has a higher volatility of 7.21% compared to Vanguard S&P 500 Growth ETF (VOOG) at 6.11%. This indicates that FCPT's price experiences larger fluctuations and is considered to be riskier than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCPTVOOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.21%

6.11%

+1.10%

Volatility (6M)

Calculated over the trailing 6-month period

14.72%

14.81%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

18.14%

17.97%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.03%

21.52%

-1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.81%

20.87%

+9.94%

Dividends

FCPT vs. VOOG - Dividend Comparison

FCPT's dividend yield for the trailing twelve months is around 6.16%, more than VOOG's 0.46% yield.


PositionTTM20252024202320222021202020192018201720162015
FCPT
Four Corners Property Trust, Inc.
6.16%6.21%5.12%5.40%5.16%4.37%5.16%4.08%3.15%3.90%45.27%0.00%
VOOG
Vanguard S&P 500 Growth ETF
0.46%0.49%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%

Frequently Asked Questions


FCPT and VOOG have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FCPT has higher volatility (7.21%) compared to VOOG (6.11%). In terms of maximum drawdown, FCPT dropped -57.60% vs VOOG's -32.73%.

VOOG currently has the higher Sharpe Ratio (1.08 vs 0.46), 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.

Portfolio Optimizer

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