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

Correlation

The correlation between FOX and VOO is 0.48, 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.


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.

20.00%40.00%60.00%80.00%100.00%120.00%140.00%December2025FebruaryMarchAprilMay
31.65%
122.22%
FOX
VOO

Key characteristics

Sharpe Ratio

FOX:

2.22

VOO:

0.56

Sortino Ratio

FOX:

3.05

VOO:

0.92

Omega Ratio

FOX:

1.45

VOO:

1.13

Calmar Ratio

FOX:

2.38

VOO:

0.58

Martin Ratio

FOX:

10.67

VOO:

2.25

Ulcer Index

FOX:

5.47%

VOO:

4.83%

Daily Std Dev

FOX:

25.31%

VOO:

19.11%

Max Drawdown

FOX:

-50.69%

VOO:

-33.99%

Current Drawdown

FOX:

-12.96%

VOO:

-7.55%

Returns By Period

In the year-to-date period, FOX achieves a 3.20% return, which is significantly higher than VOO's -3.28% return.


FOX

YTD

3.20%

1M

7.19%

6M

13.55%

1Y

55.41%

5Y*

14.51%

10Y*

N/A

VOO

YTD

-3.28%

1M

13.71%

6M

-4.52%

1Y

10.70%

5Y*

15.89%

10Y*

12.40%

*Annualized

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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 9595
Overall Rank
The Sharpe Ratio Rank of FOX is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of FOX is 9595
Sortino Ratio Rank
The Omega Ratio Rank of FOX is 9595
Omega Ratio Rank
The Calmar Ratio Rank of FOX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of FOX is 9595
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
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.

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.


The current FOX Sharpe Ratio is 2.22, which is higher than the VOO Sharpe Ratio of 0.56. 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 Ratio0.001.002.003.004.005.00December2025FebruaryMarchAprilMay
2.22
0.56
FOX
VOO

Dividends

FOX vs. VOO - Dividend Comparison

FOX's dividend yield for the trailing twelve months is around 1.15%, less than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
FOX
Fox Corporation
1.15%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
1.34%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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-12.96%
-7.55%
FOX
VOO

Volatility

FOX vs. VOO - Volatility Comparison

Fox Corporation (FOX) and Vanguard S&P 500 ETF (VOO) have volatilities of 11.11% and 11.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
11.11%
11.03%
FOX
VOO