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

Correlation

The correlation between FLQD and VOO is 0.73, 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

FLQD vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin LibertyQ Global Dividend ETF (FLQD) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


FLQD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

VOO

YTD

0.90%

1M

6.28%

6M

-1.46%

1Y

14.27%

3Y*

14.31%

5Y*

15.89%

10Y*

12.81%

*Annualized

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Vanguard S&P 500 ETF

FLQD vs. VOO - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FLQD vs. VOO — Risk-Adjusted Performance Rank

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

FLQD
The Risk-Adjusted Performance Rank of FLQD is 9090
Overall Rank
The Sharpe Ratio Rank of FLQD is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of FLQD is 9797
Sortino Ratio Rank
The Omega Ratio Rank of FLQD is 9898
Omega Ratio Rank
The Calmar Ratio Rank of FLQD is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FLQD is 9999
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
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.

FLQD vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin LibertyQ Global Dividend ETF (FLQD) 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.



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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FLQD vs. VOO - Dividend Comparison

FLQD has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.29%.


TTM20242023202220212020201920182017201620152014
FLQD
Franklin LibertyQ Global Dividend ETF
0.00%0.92%1.91%0.40%2.98%2.90%3.40%3.74%3.47%1.63%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FLQD vs. VOO - Drawdown Comparison


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FLQD vs. VOO - Volatility Comparison


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