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

Correlation

The correlation between FITE and VOO is 0.81, 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

FITE vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Kensho Future Security ETF (FITE) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FITE:

0.95

VOO:

0.70

Sortino Ratio

FITE:

1.46

VOO:

1.15

Omega Ratio

FITE:

1.19

VOO:

1.17

Calmar Ratio

FITE:

1.06

VOO:

0.76

Martin Ratio

FITE:

3.66

VOO:

2.93

Ulcer Index

FITE:

6.42%

VOO:

4.86%

Daily Std Dev

FITE:

24.66%

VOO:

19.43%

Max Drawdown

FITE:

-36.90%

VOO:

-33.99%

Current Drawdown

FITE:

-6.16%

VOO:

-4.59%

Returns By Period

In the year-to-date period, FITE achieves a 1.67% return, which is significantly higher than VOO's -0.19% return.


FITE

YTD

1.67%

1M

11.02%

6M

1.37%

1Y

23.31%

5Y*

16.30%

10Y*

N/A

VOO

YTD

-0.19%

1M

9.25%

6M

-1.98%

1Y

13.44%

5Y*

17.53%

10Y*

12.67%

*Annualized

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FITE vs. VOO - Expense Ratio Comparison

FITE has a 0.45% expense ratio, which is higher than VOO's 0.03% expense ratio.


Risk-Adjusted Performance

FITE vs. VOO — Risk-Adjusted Performance Rank

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

FITE
The Risk-Adjusted Performance Rank of FITE is 8080
Overall Rank
The Sharpe Ratio Rank of FITE is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of FITE is 8181
Sortino Ratio Rank
The Omega Ratio Rank of FITE is 7979
Omega Ratio Rank
The Calmar Ratio Rank of FITE is 8282
Calmar Ratio Rank
The Martin Ratio Rank of FITE is 7878
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7070
Overall Rank
The Sharpe Ratio Rank of VOO is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7171
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.

FITE vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Kensho Future Security ETF (FITE) 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.


The current FITE Sharpe Ratio is 0.95, which is higher than the VOO Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of FITE 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.


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Dividends

FITE vs. VOO - Dividend Comparison

FITE's dividend yield for the trailing twelve months is around 0.15%, less than VOO's 1.30% yield.


TTM20242023202220212020201920182017201620152014
FITE
SPDR S&P Kensho Future Security ETF
0.15%0.12%0.13%0.12%0.92%0.88%0.44%1.79%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.30%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FITE vs. VOO - Drawdown Comparison

The maximum FITE drawdown since its inception was -36.90%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FITE and VOO. For additional features, visit the drawdowns tool.


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Volatility

FITE vs. VOO - Volatility Comparison

SPDR S&P Kensho Future Security ETF (FITE) and Vanguard S&P 500 ETF (VOO) have volatilities of 6.29% and 6.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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