FNGAX vs. VOO
FNGAX (Franklin International Growth Fund Class A) and VOO (Vanguard S&P 500 ETF) are both funds - FNGAX is a Foreign Large Cap Equities fund managed by Franklin Templeton, while VOO is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, FNGAX returned 6.02%/yr vs 15.17%/yr for VOO. Their 0.72 correlation means they have sometimes moved together and sometimes differently. FNGAX charges 1.12%/yr vs 0.03%/yr for VOO.
Performance
FNGAX vs. VOO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FNGAX achieves a -2.08% return, which is significantly lower than VOO's 11.72% return. Over the past 10 years, FNGAX has underperformed VOO with an annualized return of 6.02%, while VOO has yielded a comparatively higher 15.17% annualized return.
FNGAX
- 1D
- -0.99%
- 1M
- -2.59%
- 6M
- -4.03%
- YTD
- -2.08%
- 1Y
- -2.60%
- 3Y*
- 3.14%
- 5Y*
- -4.11%
- 10Y*
- 6.02%
- ALL TIME*
- 4.02%
VOO
- 1D
- 1.42%
- 1M
- 1.69%
- 6M
- 9.53%
- YTD
- 11.72%
- 1Y
- 23.30%
- 3Y*
- 20.85%
- 5Y*
- 13.12%
- 10Y*
- 15.17%
- ALL TIME*
- 14.88%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $3.97B | $3.80B | $5.49B |
FNGAX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FNGAX Franklin International Growth Fund Class A | -2.08% | 10.48% | 0.37% | 15.00% | -32.05% | 1.17% | 32.56% | 36.91% | -14.53% | 36.80% |
VOO Vanguard S&P 500 ETF | 11.72% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between FNGAX and VOO is 0.81, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.81 |
Correlation (3Y) Balances recent behavior with more history. | 0.80 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.75 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.72 |
The correlation between FNGAX and VOO has been stable across timeframes, ranging from 0.72 to 0.81 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FNGAX vs. VOO — Risk / Return Rank
FNGAX
VOO
FNGAX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin International Growth Fund Class A (FNGAX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FNGAX | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.02 | ||
| Sortino ratioReturn per unit of downside risk | -2.66 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.33 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | 2.63 | -2.82 |
| Martin ratioReturn relative to average drawdown | -0.51 | 11.23 | -11.74 |
Loading charts...
Drawdowns
FNGAX vs. VOO - Drawdown Comparison
The maximum FNGAX drawdown since its inception was -53.35%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FNGAX and VOO.
Loading charts...
Drawdown Indicators
| FNGAX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.35% | -33.99% | -19.36% |
Max Drawdown (1Y)Largest decline over 1 year | -17.35% | -8.90% | -8.45% |
Max Drawdown (3Y)Largest decline over 3 years | -20.13% | -18.69% | -1.44% |
Max Drawdown (5Y)Largest decline over 5 years | -47.24% | -24.52% | -22.72% |
Max Drawdown (10Y)Largest decline over 10 years | -47.24% | -33.99% | -13.25% |
Current DrawdownCurrent decline from peak | -22.69% | 0.00% | -22.69% |
Average DrawdownAverage peak-to-trough decline | -14.23% | -3.67% | -10.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.52% | 2.08% | +4.44% |
Volatility
FNGAX vs. VOO - Volatility Comparison
Franklin International Growth Fund Class A (FNGAX) has a higher volatility of 4.90% compared to Vanguard S&P 500 ETF (VOO) at 3.81%. This indicates that FNGAX'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 charts...
Volatility by Period
| FNGAX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 3.81% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 14.81% | 10.18% | +4.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.24% | 12.80% | +5.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.51% | 16.95% | +4.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.10% | 18.02% | +2.08% |
FNGAX vs. VOO - Expense Ratio Comparison
FNGAX has a 1.12% expense ratio, which is higher than VOO's 0.03% expense ratio.
Dividends
FNGAX vs. VOO - Dividend Comparison
FNGAX's dividend yield for the trailing twelve months is around 3.33%, more than VOO's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNGAX Franklin International Growth Fund Class A | 3.33% | 3.36% | 1.86% | 0.00% | 1.75% | 1.80% | 2.22% | 0.13% | 1.94% | 1.31% | 0.53% | 0.01% |
VOO Vanguard S&P 500 ETF | 1.05% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
FNGAX and VOO have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FNGAX has higher volatility (4.90%) compared to VOO (3.81%). In terms of maximum drawdown, FNGAX dropped -53.35% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.83 vs -0.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for FNGAX and VOO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer