PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FDEC vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDEC and VOO is 0.94, 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

FDEC vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Buffer ETF - December (FDEC) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.50%
10.98%
FDEC
VOO

Key characteristics

Sharpe Ratio

FDEC:

2.82

VOO:

2.30

Sortino Ratio

FDEC:

3.97

VOO:

3.05

Omega Ratio

FDEC:

1.62

VOO:

1.43

Calmar Ratio

FDEC:

4.05

VOO:

3.39

Martin Ratio

FDEC:

22.84

VOO:

15.10

Ulcer Index

FDEC:

0.72%

VOO:

1.90%

Daily Std Dev

FDEC:

5.87%

VOO:

12.48%

Max Drawdown

FDEC:

-15.67%

VOO:

-33.99%

Current Drawdown

FDEC:

0.00%

VOO:

-0.76%

Returns By Period

In the year-to-date period, FDEC achieves a 16.06% return, which is significantly lower than VOO's 28.23% return.


FDEC

YTD

16.06%

1M

1.63%

6M

6.47%

1Y

16.53%

5Y*

N/A

10Y*

N/A

VOO

YTD

28.23%

1M

1.30%

6M

11.10%

1Y

28.67%

5Y*

15.07%

10Y*

13.23%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FDEC vs. VOO - Expense Ratio Comparison

FDEC has a 0.85% expense ratio, which is higher than VOO's 0.03% expense ratio.


FDEC
FT Cboe Vest U.S. Equity Buffer ETF - December
Expense ratio chart for FDEC: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

FDEC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Buffer ETF - December (FDEC) 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.


Sharpe ratio
The chart of Sharpe ratio for FDEC, currently valued at 2.82, compared to the broader market0.002.004.002.822.30
The chart of Sortino ratio for FDEC, currently valued at 3.97, compared to the broader market-2.000.002.004.006.008.0010.003.973.05
The chart of Omega ratio for FDEC, currently valued at 1.62, compared to the broader market0.501.001.502.002.503.001.621.43
The chart of Calmar ratio for FDEC, currently valued at 4.05, compared to the broader market0.005.0010.0015.004.053.39
The chart of Martin ratio for FDEC, currently valued at 22.84, compared to the broader market0.0020.0040.0060.0080.00100.0022.8415.10
FDEC
VOO

The current FDEC Sharpe Ratio is 2.82, which is comparable to the VOO Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of FDEC 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 Ratio1.001.502.002.503.003.504.004.50JulyAugustSeptemberOctoberNovemberDecember
2.82
2.30
FDEC
VOO

Dividends

FDEC vs. VOO - Dividend Comparison

FDEC has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.21%.


TTM20232022202120202019201820172016201520142013
FDEC
FT Cboe Vest U.S. Equity Buffer ETF - December
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
1.21%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

FDEC vs. VOO - Drawdown Comparison

The maximum FDEC drawdown since its inception was -15.67%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FDEC and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-0.76%
FDEC
VOO

Volatility

FDEC vs. VOO - Volatility Comparison

The current volatility for FT Cboe Vest U.S. Equity Buffer ETF - December (FDEC) is 0.78%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.90%. This indicates that FDEC 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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
0.78%
3.90%
FDEC
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab