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

Correlation

The correlation between FOX and VOO is 0.47, 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.


-0.50.00.51.00.5

Performance

FOX vs. VOO - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
41.71%
10.98%
FOX
VOO

Key characteristics

Sharpe Ratio

FOX:

4.91

VOO:

1.88

Sortino Ratio

FOX:

6.81

VOO:

2.53

Omega Ratio

FOX:

1.84

VOO:

1.35

Calmar Ratio

FOX:

2.73

VOO:

2.81

Martin Ratio

FOX:

55.75

VOO:

11.78

Ulcer Index

FOX:

1.69%

VOO:

2.02%

Daily Std Dev

FOX:

19.19%

VOO:

12.67%

Max Drawdown

FOX:

-50.69%

VOO:

-33.99%

Current Drawdown

FOX:

-0.45%

VOO:

0.00%

Returns By Period

In the year-to-date period, FOX achieves a 16.68% return, which is significantly higher than VOO's 4.61% return.


FOX

YTD

16.68%

1M

16.94%

6M

41.71%

1Y

97.68%

5Y*

10.19%

10Y*

N/A

VOO

YTD

4.61%

1M

2.59%

6M

10.08%

1Y

25.10%

5Y*

14.79%

10Y*

13.30%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

FOX vs. VOO — Risk-Adjusted Performance Rank

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

FOX
The Risk-Adjusted Performance Rank of FOX is 9898
Overall Rank
The Sharpe Ratio Rank of FOX is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of FOX is 9999
Sortino Ratio Rank
The Omega Ratio Rank of FOX is 9898
Omega Ratio Rank
The Calmar Ratio Rank of FOX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of FOX is 100100
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7878
Overall Rank
The Sharpe Ratio Rank of VOO is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8181
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.

FOX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fox Corporation (FOX) 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.


Sharpe ratio
The chart of Sharpe ratio for FOX, currently valued at 4.91, compared to the broader market-2.000.002.004.911.93
The chart of Sortino ratio for FOX, currently valued at 6.81, compared to the broader market-4.00-2.000.002.004.006.006.812.59
The chart of Omega ratio for FOX, currently valued at 1.84, compared to the broader market0.501.001.502.001.841.36
The chart of Calmar ratio for FOX, currently valued at 2.73, compared to the broader market0.002.004.006.002.732.89
The chart of Martin ratio for FOX, currently valued at 55.75, compared to the broader market-10.000.0010.0020.0030.0055.7512.09
FOX
VOO

The current FOX Sharpe Ratio is 4.91, which is higher than the VOO Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of FOX 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 Ratio1.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
4.91
1.93
FOX
VOO

Dividends

FOX vs. VOO - Dividend Comparison

FOX's dividend yield for the trailing twelve months is around 0.99%, less than VOO's 1.19% yield.


TTM20242023202220212020201920182017201620152014
FOX
Fox Corporation
0.99%1.16%1.84%1.72%1.37%1.59%1.26%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FOX vs. VOO - Drawdown Comparison

The maximum FOX drawdown since its inception was -50.69%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FOX and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.45%
0
FOX
VOO

Volatility

FOX vs. VOO - Volatility Comparison

Fox Corporation (FOX) has a higher volatility of 5.92% compared to Vanguard S&P 500 ETF (VOO) at 2.90%. This indicates that FOX'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%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
5.92%
2.90%
FOX
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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