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

Correlation

The correlation between FOXA and VOO is 0.45, 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

FOXA vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fox Corporation (FOXA) 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
45.07%
123.73%
FOXA
VOO

Key characteristics

Sharpe Ratio

FOXA:

2.15

VOO:

0.56

Sortino Ratio

FOXA:

3.01

VOO:

0.92

Omega Ratio

FOXA:

1.43

VOO:

1.13

Calmar Ratio

FOXA:

2.38

VOO:

0.58

Martin Ratio

FOXA:

10.71

VOO:

2.25

Ulcer Index

FOXA:

5.29%

VOO:

4.83%

Daily Std Dev

FOXA:

25.32%

VOO:

19.11%

Max Drawdown

FOXA:

-50.55%

VOO:

-33.99%

Current Drawdown

FOXA:

-12.65%

VOO:

-7.55%

Returns By Period

In the year-to-date period, FOXA achieves a 4.29% return, which is significantly higher than VOO's -3.28% return.


FOXA

YTD

4.29%

1M

6.26%

6M

13.42%

1Y

53.80%

5Y*

15.80%

10Y*

N/A

VOO

YTD

-3.28%

1M

13.71%

6M

-4.52%

1Y

10.70%

5Y*

15.89%

10Y*

12.40%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

FOXA vs. VOO — Risk-Adjusted Performance Rank

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

FOXA
The Risk-Adjusted Performance Rank of FOXA is 9595
Overall Rank
The Sharpe Ratio Rank of FOXA is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of FOXA is 9595
Sortino Ratio Rank
The Omega Ratio Rank of FOXA is 9595
Omega Ratio Rank
The Calmar Ratio Rank of FOXA is 9595
Calmar Ratio Rank
The Martin Ratio Rank of FOXA 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.

FOXA vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fox Corporation (FOXA) 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 FOXA Sharpe Ratio is 2.15, which is higher than the VOO Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of FOXA 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
2.15
0.56
FOXA
VOO

Dividends

FOXA vs. VOO - Dividend Comparison

FOXA's dividend yield for the trailing twelve months is around 1.07%, less than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
FOXA
Fox Corporation
1.07%1.09%1.72%1.61%1.27%1.58%1.24%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

FOXA vs. VOO - Drawdown Comparison

The maximum FOXA drawdown since its inception was -50.55%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FOXA and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-12.65%
-7.55%
FOXA
VOO

Volatility

FOXA vs. VOO - Volatility Comparison

Fox Corporation (FOXA) 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%
FOXA
VOO