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

Key characteristics


FFNDVOO
YTD Return6.87%5.98%
1Y Return31.39%22.69%
Sharpe Ratio1.751.93
Daily Std Dev18.30%11.69%
Max Drawdown-47.84%-33.99%
Current Drawdown-20.42%-4.14%

Correlation

-0.50.00.51.00.9

The correlation between FFND and VOO is 0.87, 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.

Performance

FFND vs. VOO - Performance Comparison

In the year-to-date period, FFND achieves a 6.87% return, which is significantly higher than VOO's 5.98% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%20.00%December2024FebruaryMarchApril
-14.29%
16.92%
FFND
VOO

Compare stocks, funds, or ETFs

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


Future Fund Active ETF

Vanguard S&P 500 ETF

FFND vs. VOO - Expense Ratio Comparison

FFND has a 1.01% expense ratio, which is higher than VOO's 0.03% expense ratio.


FFND
Future Fund Active ETF
Expense ratio chart for FFND: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%
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

FFND vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Future Fund Active ETF (FFND) 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.


FFND
Sharpe ratio
The chart of Sharpe ratio for FFND, currently valued at 1.75, compared to the broader market-1.000.001.002.003.004.005.001.75
Sortino ratio
The chart of Sortino ratio for FFND, currently valued at 2.42, compared to the broader market-2.000.002.004.006.008.002.42
Omega ratio
The chart of Omega ratio for FFND, currently valued at 1.29, compared to the broader market0.501.001.502.002.501.29
Calmar ratio
The chart of Calmar ratio for FFND, currently valued at 0.78, compared to the broader market0.002.004.006.008.0010.0012.000.78
Martin ratio
The chart of Martin ratio for FFND, currently valued at 6.98, compared to the broader market0.0020.0040.0060.006.98
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 1.93, compared to the broader market-1.000.001.002.003.004.005.001.93
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 2.79, compared to the broader market-2.000.002.004.006.008.002.79
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.33, compared to the broader market0.501.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 1.67, compared to the broader market0.002.004.006.008.0010.0012.001.67
Martin ratio
The chart of Martin ratio for VOO, currently valued at 7.83, compared to the broader market0.0020.0040.0060.007.83

FFND vs. VOO - Sharpe Ratio Comparison

The current FFND Sharpe Ratio is 1.75, which roughly equals the VOO Sharpe Ratio of 1.93. The chart below compares the 12-month rolling Sharpe Ratio of FFND and VOO.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50December2024FebruaryMarchApril
1.75
1.93
FFND
VOO

Dividends

FFND vs. VOO - Dividend Comparison

FFND has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.39%.


TTM20232022202120202019201820172016201520142013
FFND
Future Fund Active ETF
0.00%0.00%0.00%0.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.39%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

FFND vs. VOO - Drawdown Comparison

The maximum FFND drawdown since its inception was -47.84%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FFND and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchApril
-20.42%
-4.14%
FFND
VOO

Volatility

FFND vs. VOO - Volatility Comparison

Future Fund Active ETF (FFND) has a higher volatility of 5.69% compared to Vanguard S&P 500 ETF (VOO) at 3.92%. This indicates that FFND'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%3.00%4.00%5.00%6.00%7.00%8.00%December2024FebruaryMarchApril
5.69%
3.92%
FFND
VOO