FM vs. VOO
Compare and contrast key facts about iShares MSCI Frontier 100 ETF (FM) and Vanguard S&P 500 ETF (VOO).
FM and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FM is a passively managed fund by iShares that tracks the performance of the MSCI Frontier Markets 100 Index. It was launched on Sep 12, 2012. 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. Both FM and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FM or VOO.
Performance
FM vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, FM achieves a 7.64% return, which is significantly lower than VOO's 25.02% return. Over the past 10 years, FM has underperformed VOO with an annualized return of 1.38%, while VOO has yielded a comparatively higher 13.11% annualized return.
FM
7.64%
0.65%
-0.74%
8.14%
2.10%
1.38%
VOO
25.02%
0.63%
11.74%
32.35%
15.50%
13.11%
Key characteristics
| FM | VOO | |
|---|---|---|
| Sharpe Ratio | 1.03 | 2.67 |
| Sortino Ratio | 1.43 | 3.56 |
| Omega Ratio | 1.21 | 1.50 |
| Calmar Ratio | 0.36 | 3.85 |
| Martin Ratio | 4.20 | 17.51 |
| Ulcer Index | 2.16% | 1.86% |
| Daily Std Dev | 8.77% | 12.23% |
| Max Drawdown | -41.63% | -33.99% |
| Current Drawdown | -16.77% | -1.76% |
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FM vs. VOO - Expense Ratio Comparison
FM has a 0.79% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between FM and VOO is 0.50, 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.
Risk-Adjusted Performance
FM vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Frontier 100 ETF (FM) 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
FM vs. VOO - Dividend Comparison
FM's dividend yield for the trailing twelve months is around 4.14%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FM iShares MSCI Frontier 100 ETF | 4.14% | 3.62% | 2.70% | 2.04% | 2.91% | 3.13% | 4.29% | 2.04% | 2.15% | 2.76% | 12.35% | 1.11% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
FM vs. VOO - Drawdown Comparison
The maximum FM drawdown since its inception was -41.63%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FM and VOO. For additional features, visit the drawdowns tool.
Volatility
FM vs. VOO - Volatility Comparison
The current volatility for iShares MSCI Frontier 100 ETF (FM) is 0.88%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.09%. This indicates that FM experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.