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

Correlation

The correlation between FNGS and VOO is 0.78, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

FNGS vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors FANG+ ETN (FNGS) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
284.82%
89.67%
FNGS
VOO

Key characteristics

Sharpe Ratio

FNGS:

0.35

VOO:

0.34

Sortino Ratio

FNGS:

0.63

VOO:

0.53

Omega Ratio

FNGS:

1.08

VOO:

1.07

Calmar Ratio

FNGS:

0.44

VOO:

0.42

Martin Ratio

FNGS:

1.32

VOO:

1.60

Ulcer Index

FNGS:

7.55%

VOO:

3.13%

Daily Std Dev

FNGS:

28.22%

VOO:

14.67%

Max Drawdown

FNGS:

-48.98%

VOO:

-33.99%

Current Drawdown

FNGS:

-22.44%

VOO:

-12.03%

Returns By Period

In the year-to-date period, FNGS achieves a -17.07% return, which is significantly lower than VOO's -7.97% return.


FNGS

YTD

-17.07%

1M

-11.84%

6M

-3.04%

1Y

9.58%

5Y*

30.86%

10Y*

N/A

VOO

YTD

-7.97%

1M

-6.52%

6M

-4.67%

1Y

4.91%

5Y*

18.59%

10Y*

11.99%

*Annualized

Compare stocks, funds, or ETFs

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


FNGS vs. VOO - Expense Ratio Comparison

FNGS has a 0.58% expense ratio, which is higher than VOO's 0.03% expense ratio.


Expense ratio chart for FNGS: current value is 0.58%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FNGS: 0.58%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

FNGS vs. VOO — Risk-Adjusted Performance Rank

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

FNGS
The Risk-Adjusted Performance Rank of FNGS is 5555
Overall Rank
The Sharpe Ratio Rank of FNGS is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of FNGS is 5555
Sortino Ratio Rank
The Omega Ratio Rank of FNGS is 5555
Omega Ratio Rank
The Calmar Ratio Rank of FNGS is 6060
Calmar Ratio Rank
The Martin Ratio Rank of FNGS is 5252
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 3737
Overall Rank
The Sharpe Ratio Rank of VOO is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 3232
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 3434
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 4242
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 4242
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.

FNGS vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors FANG+ ETN (FNGS) 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 chart of Sharpe ratio for FNGS, currently valued at 0.35, compared to the broader market0.002.004.00
FNGS: 0.35
VOO: 0.34
The chart of Sortino ratio for FNGS, currently valued at 0.63, compared to the broader market-2.000.002.004.006.008.0010.0012.00
FNGS: 0.63
VOO: 0.53
The chart of Omega ratio for FNGS, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.00
FNGS: 1.08
VOO: 1.07
The chart of Calmar ratio for FNGS, currently valued at 0.44, compared to the broader market0.005.0010.0015.00
FNGS: 0.44
VOO: 0.42
The chart of Martin ratio for FNGS, currently valued at 1.32, compared to the broader market0.0020.0040.0060.0080.00100.00
FNGS: 1.32
VOO: 1.60

The current FNGS Sharpe Ratio is 0.35, which is comparable to the VOO Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of FNGS 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.35
0.34
FNGS
VOO

Dividends

FNGS vs. VOO - Dividend Comparison

FNGS has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.41%.


TTM20242023202220212020201920182017201620152014
FNGS
MicroSectors FANG+ ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.41%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FNGS vs. VOO - Drawdown Comparison

The maximum FNGS drawdown since its inception was -48.98%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FNGS and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-22.44%
-12.03%
FNGS
VOO

Volatility

FNGS vs. VOO - Volatility Comparison

MicroSectors FANG+ ETN (FNGS) has a higher volatility of 12.37% compared to Vanguard S&P 500 ETF (VOO) at 7.31%. This indicates that FNGS'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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.37%
7.31%
FNGS
VOO