FITB vs. VOO
Compare and contrast key facts about Fifth Third Bancorp (FITB) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FITB or VOO.
Key characteristics
FITB | VOO | |
---|---|---|
YTD Return | 40.68% | 26.88% |
1Y Return | 95.18% | 37.59% |
3Y Return (Ann) | 6.37% | 10.23% |
5Y Return (Ann) | 14.20% | 15.93% |
10Y Return (Ann) | 12.64% | 13.41% |
Sharpe Ratio | 3.41 | 3.06 |
Sortino Ratio | 4.68 | 4.08 |
Omega Ratio | 1.56 | 1.58 |
Calmar Ratio | 2.06 | 4.43 |
Martin Ratio | 24.08 | 20.25 |
Ulcer Index | 3.97% | 1.85% |
Daily Std Dev | 28.02% | 12.23% |
Max Drawdown | -98.13% | -33.99% |
Current Drawdown | -0.06% | -0.30% |
Correlation
The correlation between FITB and VOO is 0.61, 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
FITB vs. VOO - Performance Comparison
In the year-to-date period, FITB achieves a 40.68% return, which is significantly higher than VOO's 26.88% return. Over the past 10 years, FITB has underperformed VOO with an annualized return of 12.64%, while VOO has yielded a comparatively higher 13.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FITB vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fifth Third Bancorp (FITB) 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.
Dividends
FITB vs. VOO - Dividend Comparison
FITB's dividend yield for the trailing twelve months is around 3.01%, more than VOO's 1.23% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Fifth Third Bancorp | 3.01% | 3.94% | 3.84% | 2.62% | 3.92% | 3.06% | 3.14% | 1.98% | 1.97% | 2.59% | 2.50% | 2.23% |
Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
FITB vs. VOO - Drawdown Comparison
The maximum FITB drawdown since its inception was -98.13%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FITB and VOO. For additional features, visit the drawdowns tool.
Volatility
FITB vs. VOO - Volatility Comparison
Fifth Third Bancorp (FITB) has a higher volatility of 10.22% compared to Vanguard S&P 500 ETF (VOO) at 3.89%. This indicates that FITB'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.