FPI vs. VOO
Compare and contrast key facts about Farmland Partners Inc. (FPI) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FPI or VOO.
Key characteristics
| FPI | VOO | |
|---|---|---|
| YTD Return | -0.87% | 27.26% |
| 1Y Return | 12.50% | 37.86% |
| 3Y Return (Ann) | 1.44% | 10.35% |
| 5Y Return (Ann) | 15.88% | 16.03% |
| 10Y Return (Ann) | 5.44% | 13.45% |
| Sharpe Ratio | 0.55 | 3.25 |
| Sortino Ratio | 1.00 | 4.31 |
| Omega Ratio | 1.12 | 1.61 |
| Calmar Ratio | 0.40 | 4.74 |
| Martin Ratio | 1.03 | 21.63 |
| Ulcer Index | 13.81% | 1.85% |
| Daily Std Dev | 25.66% | 12.25% |
| Max Drawdown | -59.92% | -33.99% |
| Current Drawdown | -20.08% | 0.00% |
Correlation
The correlation between FPI and VOO is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
FPI vs. VOO - Performance Comparison
In the year-to-date period, FPI achieves a -0.87% return, which is significantly lower than VOO's 27.26% return. Over the past 10 years, FPI has underperformed VOO with an annualized return of 5.44%, while VOO has yielded a comparatively higher 13.45% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FPI vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Farmland Partners Inc. (FPI) 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.
Dividends
FPI vs. VOO - Dividend Comparison
FPI's dividend yield for the trailing twelve months is around 3.70%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FPI Farmland Partners Inc. | 3.70% | 3.61% | 1.85% | 1.67% | 2.30% | 2.95% | 7.84% | 5.90% | 4.59% | 4.56% | 3.13% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
FPI vs. VOO - Drawdown Comparison
The maximum FPI drawdown since its inception was -59.92%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FPI and VOO. For additional features, visit the drawdowns tool.
Volatility
FPI vs. VOO - Volatility Comparison
Farmland Partners Inc. (FPI) has a higher volatility of 8.43% compared to Vanguard S&P 500 ETF (VOO) at 3.86%. This indicates that FPI'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.