FSBW vs. VOO
FSBW (FS Bancorp, Inc.) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, FSBW returned 14.59%/yr vs 15.14%/yr for VOO. Their 0.23 correlation means their historical movements had little consistent relationship.
Performance
FSBW vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, FSBW achieves a 5.67% return, which is significantly lower than VOO's 10.16% return. Both investments have delivered pretty close results over the past 10 years, with FSBW having a 14.59% annualized return and VOO not far ahead at 15.14%.
FSBW
- 1D
- 0.14%
- 1M
- -2.30%
- 6M
- 3.63%
- YTD
- 5.67%
- 1Y
- 17.32%
- 3Y*
- 15.35%
- 5Y*
- 7.30%
- 10Y*
- 14.59%
- ALL TIME*
- 18.44%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
FSBW FS Bancorp, Inc. | $984.16K | $850.61K | $733.86K |
| $3.82B | $3.78B | $5.44B |
FSBW vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSBW FS Bancorp, Inc. | 5.67% | 3.75% | 14.30% | 14.11% | 2.42% | 24.78% | -12.42% | 50.66% | -20.65% | 53.26% |
VOO Vanguard S&P 500 ETF | 10.16% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between FSBW and VOO is 0.18, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.18 |
Correlation (3Y) Balances recent behavior with more history. | 0.25 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.27 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jul 10, 2012 | 0.23 |
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Return for Risk
FSBW vs. VOO — Risk / Return Rank
FSBW
VOO
FSBW vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FS Bancorp, Inc. (FSBW) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FSBW | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.28 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | 2.21 | -1.30 |
| Martin ratioReturn relative to average drawdown | 2.17 | 9.44 | -7.26 |
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Drawdowns
FSBW vs. VOO - Drawdown Comparison
The maximum FSBW drawdown since its inception was -53.96%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FSBW and VOO.
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Drawdown Indicators
| FSBW | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.96% | -33.99% | -19.97% |
Max Drawdown (1Y)Largest decline over 1 year | -15.02% | -8.90% | -6.12% |
Max Drawdown (3Y)Largest decline over 3 years | -26.09% | -18.69% | -7.40% |
Max Drawdown (5Y)Largest decline over 5 years | -28.66% | -24.52% | -4.14% |
Max Drawdown (10Y)Largest decline over 10 years | -53.96% | -33.99% | -19.97% |
Current DrawdownCurrent decline from peak | -7.79% | -1.38% | -6.41% |
Average DrawdownAverage peak-to-trough decline | -10.50% | -3.67% | -6.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.26% | 2.08% | +4.18% |
Volatility
FSBW vs. VOO - Volatility Comparison
FS Bancorp, Inc. (FSBW) has a higher volatility of 7.94% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. This indicates that FSBW'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
| FSBW | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.94% | 3.54% | +4.40% |
Volatility (6M)Calculated over the trailing 6-month period | 18.51% | 10.10% | +8.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.86% | 12.82% | +15.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.35% | 16.93% | +12.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.78% | 18.01% | +15.77% |
Dividends
FSBW vs. VOO - Dividend Comparison
FSBW's dividend yield for the trailing twelve months is around 3.17%, more than VOO's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSBW FS Bancorp, Inc. | 3.17% | 3.25% | 2.58% | 2.71% | 2.69% | 1.65% | 1.53% | 1.02% | 1.24% | 0.79% | 1.03% | 1.04% |
VOO Vanguard S&P 500 ETF | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
FSBW and VOO have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSBW has higher volatility (7.94%) compared to VOO (3.54%). In terms of maximum drawdown, FSBW dropped -53.96% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.53 vs 0.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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