PortfoliosLab logoPortfoliosLab logo
FITE vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

Loading graphics...

FITE vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FITE
SPDR S&P Kensho Future Security ETF
0.28%27.73%21.63%28.48%-17.98%14.45%20.38%33.96%-0.53%-0.35%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%-0.16%

Returns By Period

In the year-to-date period, FITE achieves a 0.28% return, which is significantly higher than VOO's -4.42% return.


FITE

1D
4.23%
1M
-3.24%
YTD
0.28%
6M
0.05%
1Y
36.53%
3Y*
22.85%
5Y*
12.17%
10Y*

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FITE vs. VOO - Expense Ratio Comparison

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


Return for Risk

FITE vs. VOO — Risk / Return Rank

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

FITE
FITE Risk / Return Rank: 7575
Overall Rank
FITE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FITE Sortino Ratio Rank: 7878
Sortino Ratio Rank
FITE Omega Ratio Rank: 7070
Omega Ratio Rank
FITE Calmar Ratio Rank: 8383
Calmar Ratio Rank
FITE Martin Ratio Rank: 6969
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FITE vs. VOO - Risk-Adjusted Trends 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.


FITEVOODifference

Sharpe ratio

Return per unit of total volatility

1.35

0.98

+0.37

Sortino ratio

Return per unit of downside risk

1.95

1.50

+0.45

Omega ratio

Gain probability vs. loss probability

1.25

1.23

+0.02

Calmar ratio

Return relative to maximum drawdown

2.29

1.53

+0.76

Martin ratio

Return relative to average drawdown

6.72

7.29

-0.58

FITE vs. VOO - Sharpe Ratio Comparison

The current FITE Sharpe Ratio is 1.35, which is higher than the VOO Sharpe Ratio of 0.98. 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.


Loading graphics...

Sharpe Ratios by Period


FITEVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

0.98

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.70

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.83

-0.21

Correlation

The correlation between FITE and VOO is 0.79, 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.


Dividends

FITE vs. VOO - Dividend Comparison

FITE's dividend yield for the trailing twelve months is around 0.20%, less than VOO's 1.19% yield.


TTM20252024202320222021202020192018201720162015
FITE
SPDR S&P Kensho Future Security ETF
0.20%0.23%0.12%0.13%0.12%0.92%0.88%0.44%1.79%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

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.


Loading graphics...

Drawdown Indicators


FITEVOODifference

Max Drawdown

Largest peak-to-trough decline

-36.90%

-33.99%

-2.91%

Max Drawdown (1Y)

Largest decline over 1 year

-15.35%

-11.98%

-3.37%

Max Drawdown (5Y)

Largest decline over 5 years

-27.14%

-24.52%

-2.62%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-11.77%

-6.29%

-5.48%

Average Drawdown

Average peak-to-trough decline

-7.50%

-3.72%

-3.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.24%

2.52%

+2.72%

Volatility

FITE vs. VOO - Volatility Comparison

SPDR S&P Kensho Future Security ETF (FITE) has a higher volatility of 8.62% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that FITE'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.


Loading graphics...

Volatility by Period


FITEVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.62%

5.29%

+3.33%

Volatility (6M)

Calculated over the trailing 6-month period

19.79%

9.44%

+10.35%

Volatility (1Y)

Calculated over the trailing 1-year period

27.13%

18.10%

+9.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.98%

16.82%

+5.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.94%

17.99%

+4.95%