PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FEES.ME vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FEES.MEVOO
YTD Return13.76%7.31%
1Y Return16.31%25.21%
3Y Return (Ann)-14.13%8.45%
5Y Return (Ann)-0.25%13.50%
10Y Return (Ann)14.25%12.57%
Sharpe Ratio0.442.36
Daily Std Dev31.89%11.75%
Max Drawdown-92.63%-33.99%
Current Drawdown-51.33%-2.94%

Correlation

-0.50.00.51.00.2

The correlation between FEES.ME 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

FEES.ME vs. VOO - Performance Comparison

In the year-to-date period, FEES.ME achieves a 13.76% return, which is significantly higher than VOO's 7.31% return. Over the past 10 years, FEES.ME has outperformed VOO with an annualized return of 14.25%, while VOO has yielded a comparatively lower 12.57% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
-1.88%
24.73%
FEES.ME
VOO

Compare stocks, funds, or ETFs

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


Public Joint-Stock Company Federal Grid Company of Unified Energy System

Vanguard S&P 500 ETF

Risk-Adjusted Performance

FEES.ME vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Public Joint-Stock Company Federal Grid Company of Unified Energy System (FEES.ME) 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.


FEES.ME
Sharpe ratio
The chart of Sharpe ratio for FEES.ME, currently valued at 0.08, compared to the broader market-2.00-1.000.001.002.003.004.000.08
Sortino ratio
The chart of Sortino ratio for FEES.ME, currently valued at 0.41, compared to the broader market-4.00-2.000.002.004.006.000.41
Omega ratio
The chart of Omega ratio for FEES.ME, currently valued at 1.05, compared to the broader market0.501.001.501.05
Calmar ratio
The chart of Calmar ratio for FEES.ME, currently valued at 0.04, compared to the broader market0.002.004.006.000.04
Martin ratio
The chart of Martin ratio for FEES.ME, currently valued at 0.26, compared to the broader market0.0010.0020.0030.000.26
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.27, compared to the broader market-2.00-1.000.001.002.003.004.002.27
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.25, compared to the broader market-4.00-2.000.002.004.006.003.25
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.40, compared to the broader market0.501.001.501.40
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.07, compared to the broader market0.002.004.006.002.07
Martin ratio
The chart of Martin ratio for VOO, currently valued at 8.96, compared to the broader market0.0010.0020.0030.008.96

FEES.ME vs. VOO - Sharpe Ratio Comparison

The current FEES.ME Sharpe Ratio is 0.44, which is lower than the VOO Sharpe Ratio of 2.36. The chart below compares the 12-month rolling Sharpe Ratio of FEES.ME and VOO.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.08
2.27
FEES.ME
VOO

Dividends

FEES.ME vs. VOO - Dividend Comparison

FEES.ME has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.37%.


TTM20232022202120202019201820172016201520142013
FEES.ME
Public Joint-Stock Company Federal Grid Company of Unified Energy System
0.00%0.00%0.00%9.93%8.24%7.98%9.99%9.51%6.55%1.11%1.49%0.00%
VOO
Vanguard S&P 500 ETF
1.37%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

FEES.ME vs. VOO - Drawdown Comparison

The maximum FEES.ME drawdown since its inception was -92.63%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FEES.ME and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-80.48%
-2.94%
FEES.ME
VOO

Volatility

FEES.ME vs. VOO - Volatility Comparison

Public Joint-Stock Company Federal Grid Company of Unified Energy System (FEES.ME) has a higher volatility of 7.50% compared to Vanguard S&P 500 ETF (VOO) at 3.60%. This indicates that FEES.ME'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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
7.50%
3.60%
FEES.ME
VOO