PortfoliosLab logo
FFR vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFR and VOO is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

FFR vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust FTSE EPRA/NAREIT Developed Markets Real Estate (FFR) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Returns By Period


FFR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VOO

YTD

-3.41%

1M

3.92%

6M

-5.06%

1Y

9.92%

5Y*

15.85%

10Y*

12.42%

*Annualized

Compare stocks, funds, or ETFs

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


FFR vs. VOO - Expense Ratio Comparison

FFR has a 0.60% expense ratio, which is higher than VOO's 0.03% expense ratio.


Risk-Adjusted Performance

FFR vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FFR
The Risk-Adjusted Performance Rank of FFR is 5252
Overall Rank
The Sharpe Ratio Rank of FFR is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of FFR is 4242
Sortino Ratio Rank
The Omega Ratio Rank of FFR is 8282
Omega Ratio Rank
The Calmar Ratio Rank of FFR is 2020
Calmar Ratio Rank
The Martin Ratio Rank of FFR is 7878
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
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.

FFR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust FTSE EPRA/NAREIT Developed Markets Real Estate (FFR) 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.



Loading data...

Dividends

FFR vs. VOO - Dividend Comparison

FFR has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.34%.


TTM20242023202220212020201920182017201620152014
FFR
First Trust FTSE EPRA/NAREIT Developed Markets Real Estate
0.00%1.00%2.32%1.78%2.64%0.79%4.97%3.38%2.51%3.50%1.45%3.27%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FFR vs. VOO - Drawdown Comparison


Loading data...

Volatility

FFR vs. VOO - Volatility Comparison


Loading data...