FRFHF vs. VOO
Compare and contrast key facts about Fairfax Financial Holdings Ltd (FRFHF) 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.
Performance
FRFHF vs. VOO - Performance Comparison
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FRFHF vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRFHF Fairfax Financial Holdings Ltd | -10.07% | 38.79% | 53.39% | 57.56% | 23.17% | 48.23% | -25.75% | 8.88% | -15.44% | 11.34% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, FRFHF achieves a -10.07% return, which is significantly lower than VOO's -4.42% return. Both investments have delivered pretty close results over the past 10 years, with FRFHF having a 13.87% annualized return and VOO not far ahead at 14.05%.
FRFHF
- 1D
- 2.64%
- 1M
- -1.10%
- YTD
- -10.07%
- 6M
- -1.85%
- 1Y
- 18.56%
- 3Y*
- 38.39%
- 5Y*
- 32.90%
- 10Y*
- 13.87%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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Return for Risk
FRFHF vs. VOO — Risk / Return Rank
FRFHF
VOO
FRFHF vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fairfax Financial Holdings Ltd (FRFHF) 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.
| FRFHF | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.98 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.23 | 1.50 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.48 | 1.53 | -0.06 |
Martin ratioReturn relative to average drawdown | 3.07 | 7.29 | -4.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FRFHF | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.98 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.31 | 0.70 | +0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.78 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.83 | -0.31 |
Correlation
The correlation between FRFHF and VOO is 0.31, 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.
Dividends
FRFHF vs. VOO - Dividend Comparison
FRFHF's dividend yield for the trailing twelve months is around 0.88%, less than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRFHF Fairfax Financial Holdings Ltd | 0.88% | 0.79% | 1.08% | 1.09% | 1.68% | 2.03% | 2.93% | 2.13% | 2.27% | 1.89% | 2.09% | 2.12% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
FRFHF vs. VOO - Drawdown Comparison
The maximum FRFHF drawdown since its inception was -58.92%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FRFHF and VOO.
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Drawdown Indicators
| FRFHF | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.92% | -33.99% | -24.93% |
Max Drawdown (1Y)Largest decline over 1 year | -14.09% | -11.98% | -2.11% |
Max Drawdown (5Y)Largest decline over 5 years | -20.88% | -24.52% | +3.64% |
Max Drawdown (10Y)Largest decline over 10 years | -58.92% | -33.99% | -24.93% |
Current DrawdownCurrent decline from peak | -10.47% | -6.29% | -4.18% |
Average DrawdownAverage peak-to-trough decline | -12.48% | -3.72% | -8.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.78% | 2.52% | +4.26% |
Volatility
FRFHF vs. VOO - Volatility Comparison
Fairfax Financial Holdings Ltd (FRFHF) has a higher volatility of 7.18% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that FRFHF'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.
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Volatility by Period
| FRFHF | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.18% | 5.29% | +1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 15.96% | 9.44% | +6.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.63% | 18.10% | +4.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.35% | 16.82% | +8.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.13% | 17.99% | +9.14% |